Fact sheet: Russell OW ComLonNeSt

Fund information

Fund name
Russell OW Commodities Long/Neutral Strategy I Acc GBP
Fund company manager
Russell Investments OpenWorld
Fund type
SIB
Fund manager
Lee Kayser
since 18/10/2013
Fund objective
To replicate the total return of the MLM Commodity Index Long/Neutral.
Benchmark
-
Investment style
Market Neutral,Passive/Tracking
Investment method
Commodity/Energy,Physical - Full

Quick stats

1 Year return

-13.55 %

1 Year rank in sector

4/4

Sector

FO Hedge/Stru Prod - Commodity

Yield
-
Fund size

£ 8.1 m

FE Risk score

46

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.5 %-2.25 %-13.55 %-19.76 %-32.11 %
Sector1.44 %-1.25 %-3.94 %-9.83 %-13.15 %
Rank within sector3 / 43 / 44 / 41 / 31 / 2
Quartile th3 rd3 rd4 th th th

Calendar performance

YTD-20172016201520142013
Fund-9.49 %-5.72 %-5.47 %-3.13 %-5.2 %
Sector-3.85 %-0.19 %-4.55 %-0.6 %-1.37 %
Rank within sector4 / 43 / 31 / 31 / 21 / 2
Quartile th4 th th th th th

Risk statistics

Alpha-5.37
Beta0.42
Sharpe-0
Volatility4.31
Tracking error4.58
Information ratio-0.69
R-Squared0.13

Price movement

52 week high894.78
52 week low763.33
Current bid price0
Current offer price0
Current mid price767.17

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-