Fact sheet: Sanlam Managed Risk

Fund information

Fund name
Sanlam Managed Risk I USD
Fund company manager
Sanlam Universal Funds plc
Fund type
SIB
Fund objective
The investment objective of the Fund is to provide long term capital growth through exposure to world equity markets while utilising a risk management strategy (driven by Artificial Intelligence – AI since June 2017) designed to reduce volatility and minimise losses in declining markets. Income will not be a consideration.
Benchmark
-
Investment style
Passive/Tracking,Balanced
Investment method
Physical – Sampled/Optimised

Quick stats

1 Year return

14.04 %

1 Year rank in sector

6/141

Sector

FO Mixed Asset - Balanced

Yield
-
Fund size

£ 47.7 m

FE Risk score

91

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.16 %5.56 %14.04 %6.24 %29.17 %
Sector0.62 %2.83 %7.75 %11.76 %26.54 %
Rank within sector14 / 14528 / 1446 / 141103 / 12138 / 89
Quartile th1 st1 st1 st4 th2 nd

Calendar performance

YTD-20172016201520142013
Fund11.36 %2.84 %-5.33 %2.99 %14.43 %
Sector6.03 %5.2 %-0.3 %4.7 %7.52 %
Rank within sector14 / 14294 / 133114 / 12478 / 11011 / 97
Quartile th1 st3 rd4 th3 rd1 st

Risk statistics

Alpha-2.76
Beta1.27
Sharpe-0
Volatility8.06
Tracking error4.36
Information ratio-0.44
R-Squared0.74

Price movement

52 week high1.2256
52 week low1.0605
Current bid price0
Current offer price0
Current mid price1.2256

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-