Fact sheet: MontLake DUNN WMA I UCITS

Fund information

Fund name
MontLake DUNN WMA Institutional UCITS Ret EUR
Fund company manager
ML Capital Asset Mgt Ltd
Fund type
SIB
Fund manager(s)
Fund objective
The investment objective is to extract profits from up & down-trends, resulting in a return stream that exhibits very low correlation with traditional asset classes. The DUNN WMA Institutional UCITS Fund targets half the volatility of DUNN’s flagship WMA Program and is expected to average circa 11.5% annually over time.
Benchmark
-
Investment style
Managed Futures
Investment method
Mixed

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

17.08 %

1 Year rank in sector

10/157

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 381.0 m

FE Risk score

120

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund8.13 %18.52 %17.08 %13.38 %96.01 %
Sector1.95 %4.33 %6.19 %4.39 %11.23 %
Rank within sector3 / 1583 / 17010 / 15719 / 983 / 74
Quartile th1 st1 st1 st1 st1 st

Calendar performance

YTD-20182017201620152014
Fund7 %8.85 %-4.66 %5.74 %27.69 %
Sector1.96 %4.12 %-0.53 %-0.64 %5.08 %
Rank within sector9 / 14025 / 15595 / 12210 / 969 / 84
Quartile th1 st1 st4 th1 st1 st

Risk statistics

Alpha1.21
Beta2.44
Sharpe-0
Volatility9.97
Tracking error9.23
Information ratio0.23
R-Squared0.22

Price movement

52 week high144.556
52 week low118.6412
Current bid price0
Current offer price0
Current mid price144.556

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-