Fact sheet: R&M Dynamic Asset Allocation

Fund information

Fund name
R&M Dynamic Asset Allocation B
Fund company manager
River & Mercantile Asset Mgmt
Fund type
OEIC
Fund manager(s)
River and Mercantile Asset Management LLP
since 02/09/2014
Fund objective
The Fund aims to achieve a return of 4% per annum in excess of cash based on the 3 month sterling LIBOR interest rate.
Benchmark
3 Month GBP LIBOR + 4%
Investment style
Flexible
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

8.07 %

1 Year rank in sector

154/240

Sector

UT Flexible Investment

Yield

0.98

Fund size

£ 164.5 m

FE Risk score

57

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    55.9%
  • Not Specified
    31.7%
  • Global Emerging Markets
    5.6%
  • Money Market
    4.3%
  • UK
    2.5%
  • International Equities
    55.9%
  • Global High Yield Fixed Interest
    12.1%
  • Global Government Fixed Interest
    9.4%
  • Global Emerging Market Fixed Interest
    5.6%
  • Hedge
    5%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund2.4 %4.91 %8.07 %28.89 %0 %
Sector2.54 %5.87 %9.59 %33.72 %50.92 %
Rank within sector153 / 269157 / 254154 / 240143 / 206 /
Quartile th3 rd3 rd3 rd3 rd th

Calendar performance

YTD-20172016201520142013
Fund5.73 %13.34 %1.5 %0 %0 %
Sector8.72 %12.84 %2.01 %4.85 %14.08 %
Rank within sector188 / 241117 / 227128 / 214 / /
Quartile th4 th3 rd3 rd th th

Risk statistics

Alpha0.09
Beta0.79
Sharpe0.46
Volatility7.07
Tracking error4.09
Information ratio-0.41
R-Squared0.72

Price movement

52 week high304.78
52 week low277.18
Current bid price0
Current offer price0
Current mid price304.5

Holdings by region

  • 55.9% International
  • 31.7% Not Specified
  • 5.6% Global Emerging Markets
  • 4.3% Money Market
  • 2.5% UK

Holdings by sector

-

Holdings by asset type

  • 55.9% International Equities
  • 12.1% Global High Yield Fixed Interest
  • 9.4% Global Government Fixed Interest
  • 5.6% Global Emerging Market Fixed Interest
  • 5% Hedge
  • 4.6% Property
  • 4.3% Cash & Cash Equivalents
  • 2.5% UK Equities
  • 0.6% Structured Products

Individual holdings

  • 8.32% VANGUARD S&P 500 UCITS ETF GBP
  • 7.36% UBS ETF - MSCI EMU UCITS ETF (EUR) A DIS GBP
  • 7.12% ISHARES IV PLC ISHARES EDGE MSCI WORLD QUALITY FACTOR ETF USD ACC
  • 7.03% NOMURA US HIGH YIELD BOND I HEDGED GBP
  • 6.16% VANGUARD ADMIRAL FUNDS INC S&P SMALLCAP 600 INDEX FD ETF SHS
  • 6% VANGUARD INDEX FUNDS S&P 500 ETF SHS
  • 4.29% HM TREASURY UNITED KINGDOM DMO 1.5% GILT 22/07/26 GBP0.01
  • 4.25% VANGUARD FTSE JAPAN UCITS USD
  • 4.25% VANGUARD FTSE JAPAN UCITS USD
  • 3.86% PIMCO EMERGING MARKETS BOND I HEDGED ACC GBP