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

7.29 %

1 Year rank in sector

96/148

Sector

FO Mixed Asset - Balanced

Yield
-
Fund size

£ 630.1 m

FE Risk score

61

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    42.77%
  • Canada
    7.85%
  • Japan
    6.75%
  • Germany
    4.56%
  • Australia
    4.24%
  • Financials
    20.19%
  • Industrials
    14.8%
  • Consumer Discretionary
    14.44%
  • Information Technology
    13.69%
  • Materials
    8.29%
  • International Equities
    52.71%
  • Global Fixed Interest
    39.49%
  • Global Emerging Market Equities
    7.8%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.67 %3.61 %7.29 %29.56 %53.26 %
Sector1.77 %4.1 %9.36 %14.81 %27.47 %
Rank within sector125 / 15287 / 15096 / 1486 / 1264 / 97
Quartile th4 th3 rd3 rd1 st1 st

Calendar performance

YTD-20182017201620152014
Fund0.95 %7.37 %20.06 %1.76 %7.38 %
Sector1.57 %8.4 %5.2 %-0.3 %4.7 %
Rank within sector111 / 15088 / 1466 / 13439 / 12633 / 115
Quartile th3 rd3 rd1 st2 nd2 nd

Risk statistics

Alpha5.77
Beta0.82
Sharpe1.05
Volatility5.68
Tracking error3.75
Information ratio1.3
R-Squared0.59

Price movement

52 week high18.25
52 week low16.74
Current bid price0
Current offer price0
Current mid price18.1

Holdings by region

  • 42.77% USA
  • 7.85% Canada
  • 6.75% Japan
  • 4.56% Germany
  • 4.24% Australia
  • 4.1% UK
  • 3.73% France
  • 3.73% Sweden
  • 3.23% Netherlands
  • 1.92% International

Holdings by sector

  • 20.19% Financials
  • 14.8% Industrials
  • 14.44% Consumer Discretionary
  • 13.69% Information Technology
  • 8.29% Materials
  • 8.11% Health Care
  • 6.63% Consumer Staples
  • 5.38% Energy
  • 2.91% Utilities
  • 2.83% Property Shares

Holdings by asset type

  • 52.71% International Equities
  • 39.49% Global Fixed Interest
  • 7.8% Global Emerging Market Equities

Individual holdings

  • 18.01% DIMENSIONAL GLOBAL SHORT DATED BOND GR INC
  • 17.53% DIMENSIONAL GLOBAL CORE EQUITY DIS GBP
  • 17.51% DIMENSIONAL WORLD EQUITY DIS GBP
  • 11.9% DIMENSIONAL GLOBAL SHORT-TERM INVESTMENT GRADE FIXED INCOME DIS GBP
  • 10.56% DIMENSIONAL INTERNATIONAL CORE EQUITY I INC
  • 8.14% DIMENSIONAL GLOBAL TARGETED VALUE DIS GBP
  • 5.48% DIMENSIONAL EMERGING MARKETS CORE EQUITY INC
  • 4.98% DIMENSIONAL GLOBAL ULTRA SHORT FIXED INCOME DIS GBP
  • 4.96% DIMENSIONAL GLOBAL SHORT FIXED INCOME DIS GBP