Fact sheet: Dimensional Wrld Alloc 60/40

Fund information

Fund name
Dimensional World Allocation 60/40 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 60/40 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
Balanced
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

8.23 %

1 Year rank in sector

67/141

Sector

FO Mixed Asset - Balanced

Yield
-
Fund size

£ 568.1 m

FE Risk score

61

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    44.55%
  • Canada
    7.16%
  • Japan
    6.68%
  • UK
    4.87%
  • Australia
    4.2%
  • Financials
    20.45%
  • Industrials
    14.72%
  • Consumer Discretionary
    14.43%
  • Information Technology
    13.44%
  • Health Care
    8.3%
  • International Equities
    52.51%
  • Global Fixed Interest
    39.95%
  • Global Emerging Market Equities
    7.54%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund3.26 %3.98 %8.23 %37.28 %59.77 %
Sector1.28 %3.85 %8.1 %17.23 %27.8 %
Rank within sector4 / 14772 / 14567 / 1415 / 1223 / 89
Quartile th1 st2 nd2 nd1 st1 st

Calendar performance

YTD-20172016201520142013
Fund6.29 %20.06 %1.76 %7.38 %12.75 %
Sector7.41 %5.2 %-0.3 %4.7 %7.52 %
Rank within sector85 / 1426 / 13338 / 12431 / 11122 / 96
Quartile th3 rd1 st2 nd2 nd1 st

Risk statistics

Alpha6.1
Beta0.83
Sharpe1.06
Volatility5.78
Tracking error3.78
Information ratio1.4
R-Squared0.6

Price movement

52 week high17.78
52 week low15.99
Current bid price0
Current offer price0
Current mid price17.75

Holdings by region

  • 44.55% USA
  • 7.16% Canada
  • 6.68% Japan
  • 4.87% UK
  • 4.2% Australia
  • 4.11% Germany
  • 3.23% France
  • 3% Netherlands
  • 2.74% Sweden
  • 2.07% International

Holdings by sector

  • 20.45% Financials
  • 14.72% Industrials
  • 14.43% Consumer Discretionary
  • 13.44% Information Technology
  • 8.3% Health Care
  • 7.97% Materials
  • 7.04% Consumer Staples
  • 5.13% Energy
  • 2.92% Property Shares
  • 2.9% Utilities

Holdings by asset type

  • 52.51% International Equities
  • 39.95% Global Fixed Interest
  • 7.54% Global Emerging Market Equities

Individual holdings

  • 17.92% DIMENSIONAL GLOBAL CORE EQUITY DIS GBP
  • 17.92% DIMENSIONAL WORLD EQUITY DIS GBP
  • 14.95% DIMENSIONAL GLOBAL SHORT DATED BOND GR INC
  • 11.95% DIMENSIONAL GLOBAL SHORT-TERM INVESTMENT GRADE FIXED INCOME DIS GBP
  • 10.96% DIMENSIONAL INTERNATIONAL CORE EQUITY I INC
  • 7.96% DIMENSIONAL GLOBAL ULTRA SHORT FIXED INCOME DIS GBP
  • 7.66% DIMENSIONAL GLOBAL TARGETED VALUE DIS GBP
  • 5.55% DIMENSIONAL EMERGING MARKETS CORE EQUITY INC
  • 4.98% DIMENSIONAL GLOBAL SHORT FIXED INCOME DIS GBP