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 objective
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 with 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
-
Investment method
None

Quick stats

1 Year return

10.01 %

1 Year rank in sector

3/102

Sector

FO Mixed Asset - Cautious

Yield
-
Fund size

£ 8.8 m

FE Risk score

60

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Equities
    56.1%
  • Fixed Interest
    33.7%
  • Alternative Investment Strategies
    6.1%
  • Money Market
    4.1%
  • International Equities
    38.6%
  • Alternative Assets
    8.1%
  • Global Emerging Market Equities
    8%
  • Convertibles
    7.8%
  • Global Investment Grade Fixed Interest
    7.1%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.88 %6.63 %9.8 %9.45 %28.36 %
Sector0.04 %3.08 %4.06 %7.97 %19.17 %
Rank within sector16 / 1105 / 1073 / 10235 / 8014 / 54
Quartile th1 st1 st1 st2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund8.97 %4.92 %-2.88 %1.18 %8.64 %
Sector3.54 %3.63 %-0.7 %4.28 %4.19 %
Rank within sector4 / 10441 / 9575 / 8467 / 696 / 60
Quartile th1 st2 nd4 th4 th1 st

Risk statistics

Alpha-2.11
Beta2.04
Sharpe-0
Volatility8.43
Tracking error5.52
Information ratio0.04
R-Squared0.77

Price movement

52 week high1.5771
52 week low1.4203
Current bid price0
Current offer price0
Current mid price1.5764

Holdings by region

-

Holdings by sector

  • 56.1% Equities
  • 33.7% Fixed Interest
  • 6.1% Alternative Investment Strategies
  • 4.1% Money Market

Holdings by asset type

  • 38.6% International Equities
  • 8.1% Alternative Assets
  • 8% Global Emerging Market Equities
  • 7.8% Convertibles
  • 7.1% Global Investment Grade Fixed Interest
  • 6.4% Global High Yield Fixed Interest
  • 4.3% Commodity & Energy
  • 4.1% Money Market
  • 4% Global Emerging Market Fixed Interest
  • 3.3% Europe ex UK Equities

Individual holdings

  • 7.1% BLACKROCK US CORPORATE BOND INDEX
  • 6.3% MOMENTUM IF GLOBAL EMERGING MARKETS
  • 5.3% ARTISAN
  • 5.2% JENNISON
  • 4.4% AXA US SHORT DURATION HIGH YIELD BOND Z ACC
  • 4% ISHARES JPM EMERGING MARKET BOND
  • 3.9% ETFS METAL SECURITIES LTD ETFS PHYSICAL GOLD (DT ZERT)
  • 3.6% HOTCHKIS & WILEY
  • 3.3% LAPIDES