Fact sheet: Fulcrum Alt Bet Pl Dly

Fund information

Fund name
Fulcrum Alternative Beta Plus Daily D USD
Fund company manager
Fulcrum Asset Management
Fund type
SIB
Fund manager(s)
Fulcrum Investment Team
since 01/03/2009
Fund objective
Fulcrum Alternative Beta Plus Daily seeks to deliver returns from diversified liquid risk premia and trading strategies which have a low correlation to the traditional asset classes of equities, bonds and commodities indices.
Benchmark
No Specified Index
Investment style
Multi Strategy
Investment method
Mixed

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

5.27 %

1 Year rank in sector

79/158

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 92.0 m

FE Risk score

120

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    100%
  • International Equities
    56%
  • Money Market
    31%
  • Global Fixed Interest
    14%
  • Commodity & Energy
    8%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund2.95 %6.9 %5.27 %-6.33 %-5.34 %
Sector1.25 %3.71 %5.01 %3.66 %10.42 %
Rank within sector33 / 15042 / 17279 / 15889 / 9968 / 76
Quartile th1 st1 st2 nd4 th4 th

Calendar performance

YTD-20182017201620152014
Fund2.28 %3.71 %-1.89 %-9.39 %6.17 %
Sector1.14 %4.12 %-0.53 %-0.64 %5.08 %
Rank within sector39 / 13784 / 15878 / 12593 / 9837 / 86
Quartile th2 nd3 rd3 rd4 th2 nd

Risk statistics

Alpha-4.12
Beta1.69
Sharpe-0
Volatility5.59
Tracking error4.77
Information ratio-0.75
R-Squared0.33

Price movement

52 week high100.5217
52 week low92.3016
Current bid price0
Current offer price0
Current mid price100.5217

Holdings by region

  • 100% International

Holdings by sector

-

Holdings by asset type

  • 56% International Equities
  • 31% Money Market
  • 14% Global Fixed Interest
  • 8% Commodity & Energy

Individual holdings

-