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
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

Quick stats

1 Year return

-4.53 %

1 Year rank in sector

114/146

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 91.0 m

FE Risk score

60

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    100%
  • Global Fixed Interest
    74%
  • International Equities
    54%
  • Money Market
    23%
  • Commodity & Energy
    -9%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.3 %-2.73 %-4.53 %-9.96 %-9.49 %
Sector0.15 %0.73 %0.75 %2.34 %7.25 %
Rank within sector54 / 149139 / 163114 / 14692 / 9969 / 75
Quartile th2 nd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-0.48 %-1.89 %-9.39 %6.17 %-3.7 %
Sector1.69 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector123 / 16078 / 129102 / 10638 / 9171 / 80
Quartile th4 th3 rd4 th2 nd4 th

Risk statistics

Alpha-4.66
Beta1.89
Sharpe-0
Volatility6.1
Tracking error5.17
Information ratio-0.83
R-Squared0.36

Price movement

52 week high100.1429
52 week low92.3016
Current bid price0
Current offer price0
Current mid price94.3165

Holdings by region

  • 100% International

Holdings by sector

-

Holdings by asset type

  • 74% Global Fixed Interest
  • 54% International Equities
  • 23% Money Market
  • -9% Commodity & Energy

Individual holdings

-