Fact sheet: MI Momentum Factor 5

Fund information

Fund name
MI Momentum Factor 5 A Acc
Fund company manager
Momentum Global Investment Mgt
Fund type
OIC
Fund manager
James Klempster
since 05/11/2012
Fund objective
The MI Momentum Factor 5 Fund aims to deliver a real return for investors over the medium to long term of CPI +5% net of fees, with anticipated volatility in the range of 10-14%. The Fund aims to operate within the 'low medium' risk profile as defined by Distribution Technology, the independent fund rating agency. The Fund will invest across a range of asset classes using third party investment funds, and is classified in the IA Flexible Investment sector. The minimum investment horizon for the Fund should be thought of as six years.
Benchmark
UK CPI +5% (net)
Investment style
Aggressive
Investment method
None

Performance snapshot

Quick stats

1 Year return

18.21 %

1 Year rank in sector

150/241

Sector

UT Flexible Investment

Yield
-
Fund size

£ 31.6 m

FE Risk score

57

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    60.5%
  • USA
    10.1%
  • Others
    10%
  • Europe ex UK
    9.7%
  • Asia Pacific ex Japan
    7.2%
  • UK Equities
    44.8%
  • Global Fixed Interest
    8.9%
  • Global Emerging Market Equities
    8.3%
  • Money Market
    7.7%
  • Global Developed Equities
    7.1%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.11 %8.42 %18.21 %26.16 %0 %
Sector1.83 %7.98 %19.57 %26.6 %57.86 %
Rank within sector88 / 258116 / 245150 / 241120 / 193 /
Quartile th2 nd2 nd3 rd3 rd th

Calendar performance

YTD-20172016201520142013
Fund5.76 %15.69 %1.34 %4.82 %11.52 %
Sector5.26 %12.84 %2.01 %4.85 %14.08 %
Rank within sector113 / 24587 / 232129 / 210114 / 188122 / 178
Quartile th2 nd2 nd3 rd3 rd3 rd

Risk statistics

Alpha0.19
Beta0.87
Sharpe0.57
Volatility6.93
Tracking error2.35
Information ratio-0.34
R-Squared0.9

Price movement

52 week high145.9904
52 week low123.2595
Current bid price0
Current offer price0
Current mid price145.9904

Holdings by region

  • 60.5% UK
  • 10.1% USA
  • 10% Others
  • 9.7% Europe ex UK
  • 7.2% Asia Pacific ex Japan
  • 2.5% Japan

Holdings by sector

-

Holdings by asset type

  • 44.8% UK Equities
  • 8.9% Global Fixed Interest
  • 8.3% Global Emerging Market Equities
  • 7.7% Money Market
  • 7.1% Global Developed Equities
  • 5.8% Global Investment Grade Fixed Interest
  • 5.5% UK Property
  • 4.5% Global Government Fixed Interest
  • 3.8% Commodity & Energy
  • 3.6% Alternative Assets

Individual holdings

  • 12.2% ISHARES CORE FTSE 100 UCITS ETF INC GBP
  • 12.2% ISHARES CORE FTSE 100 UCITS ETF INC GBP
  • 11.2% SCHRODER UK RECOVERY
  • 9.2% EVENLODE INCOME
  • 8.9% RWC INCOME OPPORTUNITIES (GBP HEDGED)
  • 7% CF LINDSELL TRAIN UK EQUITY
  • 3.9% EDISTON PROPERTY INVESTMENT COMPANY PLC ORD 1P
  • 3.8% RWC ASIA CONVERTIBLES BOND (GBP HEDGED)
  • 3.8% WESTWOOD STRATEGIC GLOBAL CONVERTIBLES (GBP HEDGED)
  • 3.3% ETFS METAL SECURITIES LTD ETFS PHYSICAL GOLD (DT ZERT)