Fact sheet: Dimensional Wrld Alloc 40/60

Fund information

Fund name
Dimensional World Allocation 40/60 Acc GBP
Fund company manager
Dimensional Fund Advisors(IRL)
Fund type
SIB
Fund manager(s)
Dimensional Portfolio Management Team
since 09/09/2011
Fund objective
The investment objective of the World Allocation 40/60 Fund is to achieve long-term total return. The fund is managed on a discretionary basis and is a "fund of funds" which means that it mainly invests in other investment funds, but may also invest directly in shares and debt.
Benchmark
-
Investment style
Cautious
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

5.15 %

1 Year rank in sector

35/101

Sector

FO Mixed Asset - Cautious

Yield
-
Fund size

£ 306.0 m

FE Risk score

41

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    39.16%
  • Canada
    11.43%
  • Japan
    5.29%
  • Germany
    5.25%
  • Australia
    4.87%
  • Financials
    20.23%
  • Industrials
    14.69%
  • Consumer Discretionary
    14.42%
  • Information Technology
    13.4%
  • Health Care
    8.39%
  • Global Fixed Interest
    59.87%
  • International Equities
    34.88%
  • Global Emerging Market Equities
    5.25%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund1.86 %3.45 %5.15 %24.98 %41.24 %
Sector0.78 %2.58 %4.08 %10.67 %17.97 %
Rank within sector7 / 10834 / 10635 / 1018 / 803 / 52
Quartile th1 st2 nd2 nd1 st1 st

Calendar performance

YTD-20172016201520142013
Fund4.51 %13.57 %1.42 %6 %9.19 %
Sector4.53 %3.63 %-0.7 %4.28 %4.19 %
Rank within sector45 / 1026 / 9323 / 8219 / 655 / 55
Quartile th2 nd1 st2 nd2 nd1 st

Risk statistics

Alpha4.5
Beta0.86
Sharpe0.84
Volatility3.97
Tracking error2.53
Information ratio1.62
R-Squared0.61

Price movement

52 week high15.32
52 week low14.27
Current bid price0
Current offer price0
Current mid price15.32

Holdings by region

  • 39.16% USA
  • 11.43% Canada
  • 5.29% Japan
  • 5.25% Germany
  • 4.87% Australia
  • 4.83% Netherlands
  • 4.8% Sweden
  • 3.19% France
  • 3.17% International
  • 3.1% UK

Holdings by sector

  • 20.23% Financials
  • 14.69% Industrials
  • 14.42% Consumer Discretionary
  • 13.4% Information Technology
  • 8.39% Health Care
  • 7.94% Materials
  • 7.08% Consumer Staples
  • 5.24% Energy
  • 3.01% Property Shares
  • 2.87% Utilities

Holdings by asset type

  • 59.87% Global Fixed Interest
  • 34.88% International Equities
  • 5.25% Global Emerging Market Equities

Individual holdings

  • 17.99% DIMENSIONAL WORLD EQUITY DIS GBP
  • 17.92% DIMENSIONAL GLOBAL ULTRA SHORT FIXED INCOME DIS GBP
  • 15.66% DIMENSIONAL GLOBAL CORE EQUITY DIS GBP
  • 14.97% DIMENSIONAL GLOBAL SHORT FIXED INCOME DIS GBP
  • 14.96% DIMENSIONAL GLOBAL SHORT DATED BOND GR INC
  • 11.96% DIMENSIONAL GLOBAL SHORT-TERM INVESTMENT GRADE FIXED INCOME DIS GBP
  • 3.34% DIMENSIONAL GLOBAL TARGETED VALUE DIS GBP
  • 3% DIMENSIONAL EMERGING MARKETS CORE EQUITY INC