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

-4.13 %

1 Year rank in sector

132/152

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 91.0 m

FE Risk score

65

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    100%
  • International Equities
    52%
  • Money Market
    33%
  • Global Fixed Interest
    31%
  • Commodity & Energy
    -3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.38 %-0.39 %-4.13 %-9.26 %-9.53 %
Sector0.3 %1.69 %2.15 %2.48 %7.92 %
Rank within sector75 / 159128 / 169132 / 15297 / 10373 / 79
Quartile th2 nd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund0.73 %-1.89 %-9.39 %6.17 %-3.7 %
Sector2.48 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector113 / 16175 / 129102 / 10639 / 9272 / 81
Quartile th3 rd3 rd4 th2 nd4 th

Risk statistics

Alpha-4.95
Beta1.9
Sharpe-0
Volatility6.05
Tracking error5.09
Information ratio-0.88
R-Squared0.38

Price movement

52 week high100.1429
52 week low92.3016
Current bid price0
Current offer price0
Current mid price95.4567

Holdings by region

  • 100% International

Holdings by sector

-

Holdings by asset type

  • 52% International Equities
  • 33% Money Market
  • 31% Global Fixed Interest
  • -3% Commodity & Energy

Individual holdings

-