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 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
Systematic Trend
Investment method
Mixed

Performance snapshot

Quick stats

1 Year return

-7.82 %

1 Year rank in sector

132/148

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 254.0 m

FE Risk score

105

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.98 %-0.39 %-7.82 %30.79 %30.07 %
Sector-0.17 %1.73 %1.57 %2.15 %7.28 %
Rank within sector129 / 153125 / 165132 / 1485 / 10012 / 79
Quartile th4 th4 th4 th1 st1 st

Calendar performance

YTD-20172016201520142013
Fund-0.54 %-4.66 %5.74 %27.69 %26.38 %
Sector1.74 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector124 / 162101 / 13013 / 1079 / 924 / 82
Quartile th4 th4 th1 st1 st1 st

Risk statistics

Alpha9.19
Beta2.76
Sharpe0.56
Volatility12.31
Tracking error11.58
Information ratio0.84
R-Squared0.19

Price movement

52 week high136.4902
52 week low120.1978
Current bid price0
Current offer price0
Current mid price123.4481

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-