Fact sheet: F&C Diversified Growth

Fund information

Fund name
F&C Diversified Growth A EUR
Fund company manager
FundRock Management Company S.
Fund type
SIB
Fund manager
Toby Vaughan
since 31/08/2007
Fund objective
The fund aims to provide capital appreciation over the medium to long-term through a diversified mix of traditional and alternative assets including: equities, bonds, indirect property and indirect commodities. Portfolio efficiency is maximised, and costs minimised, by using efficient products that provide liquid, low-cost exposure to the relevant asset class. A combination of cash, Exchange Traded Funds, derivative instruments, listed certificates, swap contracts and currency are used.
Benchmark
1m Libor +400bps
Investment style
Flexible,Active
Investment method
None

Quick stats

1 Year return

2.85 %

1 Year rank in sector

128/167

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 156.0 m

FE Risk score

28

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    72.1%
  • USA
    8.4%
  • Europe
    8.1%
  • Global Emerging Markets
    7%
  • Japan
    4%
  • Fixed Interest
    43.3%
  • Equities
    27.9%
  • Others
    23.1%
  • Insurance
    2.5%
  • Infrastructure
    1.5%
  • Global Fixed Interest
    38.5%
  • International Equities
    27.2%
  • Others
    17%
  • Alternative Assets
    15.4%
  • Private Equity
    1.2%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.63 %1.45 %2.85 %6.68 %9.82 %
Sector0.85 %2.67 %6.27 %9.76 %23.08 %
Rank within sector113 / 182106 / 174128 / 16773 / 10872 / 79
Quartile th3 rd3 rd4 th3 rd4 th

Calendar performance

YTD-20172016201520142013
Fund2.85 %-0.28 %3.51 %2.33 %1.18 %
Sector5.63 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector122 / 173121 / 14229 / 11874 / 9971 / 83
Quartile th3 rd4 th1 st3 rd4 th

Risk statistics

Alpha-0.3
Beta0.81
Sharpe-0
Volatility4.39
Tracking error2.25
Information ratio-0.39
R-Squared0.78

Price movement

52 week high11.19
52 week low10.78
Current bid price0
Current offer price0
Current mid price11.18

Holdings by region

  • 72.1% Others
  • 8.4% USA
  • 8.1% Europe
  • 7% Global Emerging Markets
  • 4% Japan
  • 1.5% UK
  • -1.1% Pacific ex-Japan

Holdings by sector

  • 43.3% Fixed Interest
  • 27.9% Equities
  • 23.1% Others
  • 2.5% Insurance
  • 1.5% Infrastructure
  • 1.1% Private Equity
  • 0.6% Property

Holdings by asset type

  • 38.5% Global Fixed Interest
  • 27.2% International Equities
  • 17% Others
  • 15.4% Alternative Assets
  • 1.2% Private Equity
  • 0.7% Property

Individual holdings

-