Fact sheet: Fulcrum Commodity

Fund information

Fund name
Fulcrum Commodity B GBP
Fund company manager
Fulcrum Asset Management
Fund type
SIB
Fund manager(s)
Fulcrum Investment Team
since 29/10/2010
Fund objective
The Fulcrum Commodity Fund is a UCITS compliant, dedicated commodity fund. It is designed to provide investors with efficient, liquid exposure to the broad commodity complex and the inherent benefits of incorporating commodities as part of a wider portfolio. The Fund seeks to capture secular trends, idiosyncratic events, and commodity market beta. It is designed to avoid major commodity market sell offs. Itis diversified across 32 liquid commodities and utilises three strategies to provide positive returns over the long run: active market exposure, trend-following and fundamental strategies.
Benchmark
-
Investment style
Absolute Return
Investment method
Indices

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-10.7 %

1 Year rank in sector

131/135

Sector

FO Absolute Return

Yield
-
Fund size

£ 51.0 m

FE Risk score

66

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Energy
    35.8%
  • Others
    33.6%
  • Industrial Commodities
    18.7%
  • Precious Metals & Stones
    8.2%
  • Fishery, Agriculture & Forestry
    3.7%
  • Commodity & Energy
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund1.41 %-1.45 %-10.7 %-16.31 %-27.73 %
Sector-0.13 %1 %3.1 %3.68 %9.75 %
Rank within sector7 / 150129 / 147131 / 135101 / 10266 / 66
Quartile th1 st4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-10.19 %-3.52 %-4.44 %-11.04 %-0.95 %
Sector2.47 %0.66 %0.69 %1.2 %3.58 %
Rank within sector136 / 140104 / 124100 / 10885 / 8555 / 67
Quartile th4 th4 th4 th4 th4 th

Risk statistics

Alpha-5.43
Beta-0.59
Sharpe-0.01
Volatility5.71
Tracking error6.28
Information ratio-1.22
R-Squared0.03

Price movement

52 week high79.3381
52 week low66.8462
Current bid price0
Current offer price0
Current mid price69.0218

Holdings by region

-

Holdings by sector

  • 35.8% Energy
  • 33.6% Others
  • 18.7% Industrial Commodities
  • 8.2% Precious Metals & Stones
  • 3.7% Fishery, Agriculture & Forestry

Holdings by asset type

  • 100% Commodity & Energy

Individual holdings

-