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
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

Quick stats

1 Year return

12.01 %

1 Year rank in sector

18/139

Sector

FO Mixed Asset - Balanced

Yield
-
Fund size

£ 493.4 m

FE Risk score

60

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    45.22%
  • Japan
    6.79%
  • Canada
    6.45%
  • UK
    5.58%
  • Germany
    4.22%
  • Financials
    20.9%
  • Industrials
    14.71%
  • Consumer Discretionary
    14.29%
  • Information Technology
    12.6%
  • Materials
    8.4%
  • International Equities
    53.25%
  • Global Fixed Interest
    39.92%
  • Global Emerging Market Equities
    6.83%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.23 %3.38 %12.01 %33.44 %63.3 %
Sector0.08 %5.02 %7.96 %12.48 %29.76 %
Rank within sector78 / 144104 / 14418 / 1393 / 1153 / 85
Quartile th3 rd3 rd1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund4.43 %20.06 %1.76 %7.38 %12.75 %
Sector5.73 %5.2 %-0.3 %4.7 %7.52 %
Rank within sector87 / 1415 / 13136 / 12129 / 10821 / 96
Quartile th3 rd1 st2 nd2 nd1 st

Risk statistics

Alpha6.28
Beta0.86
Sharpe1
Volatility6.02
Tracking error3.83
Information ratio1.48
R-Squared0.61

Price movement

52 week high17.48
52 week low15.49
Current bid price0
Current offer price0
Current mid price17.51

Holdings by region

  • 45.22% USA
  • 6.79% Japan
  • 6.45% Canada
  • 5.58% UK
  • 4.22% Germany
  • 4.17% Australia
  • 3.28% France
  • 2.95% Netherlands
  • 2.83% Sweden
  • 2.01% International

Holdings by sector

  • 20.9% Financials
  • 14.71% Industrials
  • 14.29% Consumer Discretionary
  • 12.6% Information Technology
  • 8.4% Materials
  • 7.43% Health Care
  • 6.88% Consumer Staples
  • 6.45% Energy
  • 2.88% Telecommunications Utilities
  • 2.74% Utilities

Holdings by asset type

  • 53.25% International Equities
  • 39.92% Global Fixed Interest
  • 6.83% Global Emerging Market Equities

Individual holdings

  • 17.71% DIMENSIONAL GLOBAL CORE EQUITY DIS GBP
  • 17.7% DIMENSIONAL WORLD EQUITY DIS GBP
  • 14.99% DIMENSIONAL GLOBAL SHORT DATED BOND GR INC
  • 11.88% DIMENSIONAL GLOBAL SHORT-TERM INVESTMENT GRADE FIXED INCOME DIS GBP
  • 11.17% DIMENSIONAL INTERNATIONAL CORE EQUITY I INC
  • 7.94% DIMENSIONAL GLOBAL ULTRA SHORT FIXED INCOME DIS GBP
  • 7.63% DIMENSIONAL GLOBAL TARGETED VALUE DIS GBP
  • 5.39% DIMENSIONAL EMERGING MARKETS CORE EQUITY INC
  • 4.94% DIMENSIONAL GLOBAL SHORT FIXED INCOME DIS GBP