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NN (L) Multi Asset Factor Opportunities - I Cap USD

Performance History30/11/2019
Growth of 1,000 (GBP) Advanced Graph
NN (L) Multi Asset Factor Opportunities - I Cap USD
Fund---2.86.110.5
+/-Cat-----
+/-B’mrk-----
 
Key Stats
NAV
11/12/2019
 USD 6978.79
Day Change -0.27%
Morningstar Category™ Alt - Multistrategy
ISIN LU1365052460
Fund Size (Mil)
11/12/2019
 USD 293.87
Share Class Size (Mil)
11/12/2019
 USD 55.95
Max Initial Charge 2.00%
Ongoing Charge
01/04/2019
  0.81%
Investment Objective: NN (L) Multi Asset Factor Opportunities - I Cap USD
The sub-fund aims to provide long term capital appreciation by investing in a set of factors (like momentum, value, carry and volatility) which are captured with rule-based long/short strategies. Factors display certain characteristics that are important in explaining their returns: - Momentum intends to benefit from the tendency that an asset’s relative performance will continue in the near future; - Value intends to benefit from perceived incorrect valuations by buying undervalued assets and selling overvalued assets; - Carry intends to benefit from the tendency that instruments with higher yields outperform those with lower yields; - Volatility intends to benefit from the tendency that volatility is trading at a higher level than the volatility that will be realized. Measured over a period of five years, this sub-fund aims to beat the 1 month US LIBOR rate.
Returns
Trailing Returns (GBP)11/12/2019
YTD9.92
3 Years Annualised3.52
5 Years Annualised-
10 Years Annualised-
12 Month Yield 0.00
Management
Manager Name
Start Date
Willem van Dommelen
23/03/2016
Stan Verhoeven
23/03/2016
Click here to see others
Inception Date
23/03/2016
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Category Benchmark
Fund BenchmarkMorningstar Benchmark
ICE LIBOR 1 Month USD-
Target Market
Role In Portfolio
Standalone / CoreNot Specific
ComponentNot Specific
OtherNot Specific
Primary Objective
PreservationNot Specific
GrowthYes
IncomeNot Specific
HedgingNot Specific
OtherNot Specific
Portfolio Profile for  NN (L) Multi Asset Factor Opportunities - I Cap USD30/09/2019
Morningstar Style Box®
Equity Style
Morningstar Style Box®
Fixed Income Style
Asset Allocation
  % Long% Short% Net Assets
Stock0.890.000.89
Bond0.240.26-0.02
Property0.000.000.00
Cash340.27239.07101.20
Other307.11309.18-2.07
Fixed Income
Effective Maturity-
Effective Duration-
Top 5 Regions%
No Data Available
Top 5 Sectors%
No Data Available
Top 5 HoldingsSector%
Trs Comcurve Index /Long/73.31
Trs Bcom Index /Long/72.95
Trs Bcomctc Index /Long/21.04
Trs Bcomclc Index /Long/16.58
Trs Bcomcoc Index /Long/15.90
NN (L) Multi Asset Factor Opportunities - I Cap USD
In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(https://www.morningstar.com/research/signature)

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