Fact sheet: Momentum Discipline&Dfd Bal

Fund information

Fund name
Momentum Discipline & Diversified Balanced C Hedged GBP
Fund company manager
Momentum Mutual Fund ICC Ltd
Fund type
SIB
Fund manager(s)
Fund objective
The portfolio aims to provide a balance between capital preservation and capital growth in the base currency with a reduced level of volatility, via strategic exposures to a wide range of asset classes. The Fund is ideally suited to investors with a moderate risk tolerance and an investment horizon of 3 years or longer. The investment objective is achieved through a diversified portfolio that invests, primarily via other collective investment schemes, across a broad range of asset classes and currencies in varying proportions over time. These asset classes include international equities, fixed income, commodities, alternative strategies, property, money market instruments and asset allocation portfolios.
Benchmark
-
Investment style
Balanced
Investment method
None

Quick stats

1 Year return

13.32 %

1 Year rank in sector

31/147

Sector

FO Mixed Asset - Balanced

Yield
-
Fund size

£ 8.9 m

FE Risk score

56

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Equities
    54.5%
  • Alternative Assets
    9.4%
  • Convertibles
    6.7%
  • High Yield Bond
    5.8%
  • Investment Grade Bonds
    5.6%
  • International Equities
    40.2%
  • Alternative Assets
    11.6%
  • Global Emerging Market Equities
    7.6%
  • Convertibles
    6.7%
  • Global High Yield Fixed Interest
    5.8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.9 %5.96 %13.32 %18.54 %26.36 %
Sector1.92 %4.42 %8.76 %15.34 %27.65 %
Rank within sector36 / 14943 / 15031 / 14743 / 12659 / 97
Quartile th1 st2 nd1 st2 nd3 rd

Calendar performance

YTD-20182017201620152014
Fund2.05 %12.55 %4.92 %-2.88 %1.18 %
Sector1.35 %8.4 %5.2 %-0.3 %4.7 %
Rank within sector37 / 14931 / 14658 / 134101 / 126100 / 115
Quartile th1 st1 st2 nd4 th4 th

Risk statistics

Alpha-1.41
Beta1.43
Sharpe0.14
Volatility8.25
Tracking error3.82
Information ratio0.08
R-Squared0.86

Price movement

52 week high1.6615
52 week low1.464
Current bid price0
Current offer price0
Current mid price1.6615

Holdings by region

-

Holdings by sector

  • 54.5% Equities
  • 9.4% Alternative Assets
  • 6.7% Convertibles
  • 5.8% High Yield Bond
  • 5.6% Investment Grade Bonds
  • 4.4% Gold
  • 4.1% Index Linked
  • 4% Debt
  • 3.2% Money Market
  • 2.2% Infrastructure

Holdings by asset type

  • 40.2% International Equities
  • 11.6% Alternative Assets
  • 7.6% Global Emerging Market Equities
  • 6.7% Convertibles
  • 5.8% Global High Yield Fixed Interest
  • 5.6% Global Investment Grade Fixed Interest
  • 4.4% Commodity & Energy
  • 4.1% Global Index Linked
  • 4% Global Emerging Market Fixed Interest
  • 3.2% Money Market

Individual holdings

  • 5.6% ISHARES US CORPORATE BOND INDEX
  • 5.6% MOMENTUM IF GLOBAL EMERGING MARKETS
  • 5.5% ARTISAN
  • 4.5% JENNISON
  • 4.1% AXA US SHORT DURATION HIGH YIELD BOND Z ACC
  • 4.1% ISHARES $ TIPS
  • 4% ISHARES JPMORGAN EMERGING MARKETS BOND ETF
  • 4% ISHARES PHYSICAL GOLD ETC USD
  • 4% ISHARES PHYSICAL GOLD ETC USD
  • 3.7% HOTCHKIS & WILEY