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

-3.92 %

1 Year rank in sector

112/148

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 88.0 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
Fund-1.07 %-0.86 %-3.32 %-10.25 %-9.37 %
Sector-0.09 %1.79 %1.66 %2.18 %7.35 %
Rank within sector119 / 156130 / 165112 / 14892 / 10071 / 79
Quartile th4 th4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-0.14 %-1.89 %-9.39 %6.17 %-3.7 %
Sector1.8 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector121 / 16276 / 130101 / 10738 / 9273 / 82
Quartile th3 rd3 rd4 th2 nd4 th

Risk statistics

Alpha-4.84
Beta1.86
Sharpe-0
Volatility6.09
Tracking error5.18
Information ratio-0.86
R-Squared0.36

Price movement

52 week high100.1429
52 week low92.3016
Current bid price0
Current offer price0
Current mid price94.6308

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

-