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
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
Balanced
Investment method
None

Quick stats

1 Year return

11.84 %

1 Year rank in sector

20/141

Sector

FO Mixed Asset - Balanced

Yield
-
Fund size

£ 8.4 m

FE Risk score

56

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Equities
    54.6%
  • Convertibles
    7.9%
  • Investment Grade Bonds
    7.6%
  • High Yield Bond
    6%
  • Gold
    4.8%
  • International Equities
    39.5%
  • Convertibles
    7.9%
  • Global Emerging Market Equities
    7.8%
  • Global Investment Grade Fixed Interest
    7.6%
  • Alternative Assets
    6.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.03 %6.56 %11.84 %18.67 %25.8 %
Sector1.44 %4.12 %8.07 %17.3 %27.78 %
Rank within sector101 / 14736 / 14520 / 14154 / 12258 / 90
Quartile th3 rd1 st1 st2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund11.23 %4.92 %-2.88 %1.18 %8.64 %
Sector7.47 %5.2 %-0.3 %4.7 %7.52 %
Rank within sector23 / 14258 / 13399 / 12498 / 11155 / 96
Quartile th1 st2 nd4 th4 th3 rd

Risk statistics

Alpha-2.04
Beta1.44
Sharpe0.02
Volatility8.4
Tracking error3.93
Information ratio-0.1
R-Squared0.86

Price movement

52 week high1.6096
52 week low1.4203
Current bid price0
Current offer price0
Current mid price1.6091

Holdings by region

-

Holdings by sector

  • 54.6% Equities
  • 7.9% Convertibles
  • 7.6% Investment Grade Bonds
  • 6% High Yield Bond
  • 4.8% Gold
  • 4.3% Debt
  • 4.2% Alternative Assets
  • 4.1% Money Market
  • 2.9% Index Linked
  • 2.1% Infrastructure

Holdings by asset type

  • 39.5% International Equities
  • 7.9% Convertibles
  • 7.8% Global Emerging Market Equities
  • 7.6% Global Investment Grade Fixed Interest
  • 6.3% Alternative Assets
  • 6% Global High Yield Fixed Interest
  • 4.8% Commodity & Energy
  • 4.3% Global Emerging Market Fixed Interest
  • 4.1% Money Market
  • 3.6% Europe ex UK Equities

Individual holdings

  • 7.6% BLACKROCK US CORPORATE BOND INDEX
  • 5.9% MOMENTUM IF GLOBAL EMERGING MARKETS
  • 5.4% ARTISAN
  • 5.2% JENNISON
  • 4.3% ISHARES JPM EMERGING MARKET BOND
  • 4.3% ISHARES PHYSICAL GOLD ETC USD
  • 4.3% ISHARES PHYSICAL GOLD ETC USD
  • 3.9% AXA US SHORT DURATION HIGH YIELD BOND Z ACC
  • 3.7% HOTCHKIS & WILEY
  • 3.3% PARADICE