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

-9.91 %

1 Year rank in sector

135/146

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 243.4 m

FE Risk score

102

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.26 %-5.4 %-10.2 %20.29 %38.39 %
Sector0.2 %0.95 %1.1 %2.35 %7.36 %
Rank within sector145 / 150152 / 163135 / 14617 / 999 / 75
Quartile th4 th4 th4 th1 st1 st

Calendar performance

YTD-20172016201520142013
Fund-3.14 %-4.66 %5.74 %27.69 %26.38 %
Sector1.83 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector141 / 160100 / 12714 / 1049 / 894 / 79
Quartile th4 th4 th1 st1 st1 st

Risk statistics

Alpha8.1
Beta2.63
Sharpe0.45
Volatility12.46
Tracking error11.78
Information ratio0.72
R-Squared0.17

Price movement

52 week high136.4902
52 week low118.6412
Current bid price0
Current offer price0
Current mid price120.2211

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-