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
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

Quick stats

1 Year return

6.31 %

1 Year rank in sector

17/101

Sector

FO Mixed Asset - Cautious

Yield
-
Fund size

£ 260.4 m

FE Risk score

40

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    39.46%
  • Canada
    9.4%
  • Japan
    5.24%
  • Australia
    5.17%
  • UK
    5.01%
  • Financials
    20.01%
  • Industrials
    14.61%
  • Consumer Discretionary
    14.53%
  • Information Technology
    13.4%
  • Materials
    8.17%
  • Global Fixed Interest
    59.8%
  • International Equities
    35.05%
  • Global Emerging Market Equities
    5.15%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.6 %1.47 %6.31 %22.36 %41.29 %
Sector0.57 %2.41 %3.45 %8.6 %18.21 %
Rank within sector38 / 10876 / 10617 / 1016 / 794 / 54
Quartile th2 nd3 rd1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund3.48 %13.57 %1.42 %6 %9.19 %
Sector3.73 %3.63 %-0.7 %4.28 %4.19 %
Rank within sector51 / 1036 / 9424 / 8319 / 685 / 59
Quartile th2 nd1 st2 nd2 nd1 st

Risk statistics

Alpha4.73
Beta0.89
Sharpe0.88
Volatility4.13
Tracking error2.61
Information ratio1.68
R-Squared0.61

Price movement

52 week high15.16
52 week low14.03
Current bid price0
Current offer price0
Current mid price15.11

Holdings by region

  • 39.46% USA
  • 9.4% Canada
  • 5.24% Japan
  • 5.17% Australia
  • 5.01% UK
  • 4.91% Germany
  • 4.5% Netherlands
  • 3.59% Sweden
  • 3.49% International
  • 3.26% France

Holdings by sector

  • 20.01% Financials
  • 14.61% Industrials
  • 14.53% Consumer Discretionary
  • 13.4% Information Technology
  • 8.17% Materials
  • 7.77% Health Care
  • 7.08% Consumer Staples
  • 5.83% Energy
  • 2.89% Telecommunications Utilities
  • 2.88% Property Shares

Holdings by asset type

  • 59.8% Global Fixed Interest
  • 35.05% International Equities
  • 5.15% Global Emerging Market Equities

Individual holdings

  • 18.05% DIMENSIONAL GLOBAL ULTRA SHORT FIXED INCOME DIS GBP
  • 17.85% DIMENSIONAL WORLD EQUITY DIS GBP
  • 15.36% DIMENSIONAL GLOBAL CORE EQUITY DIS GBP
  • 15.04% DIMENSIONAL GLOBAL SHORT DATED BOND GR INC
  • 15.03% DIMENSIONAL GLOBAL SHORT FIXED INCOME DIS GBP
  • 12.02% DIMENSIONAL GLOBAL SHORT-TERM INVESTMENT GRADE FIXED INCOME DIS GBP
  • 3.5% DIMENSIONAL GLOBAL TARGETED VALUE DIS GBP
  • 2.97% DIMENSIONAL EMERGING MARKETS CORE EQUITY INC