Dimensional World Allocation 40/60 Fund GBP Distributing
Ticker
IE00B5KL2L23.IR
ISIN
IE00B5KL2L23
Price
GBp 18.09
Change Today
-0.06 / -0.331 %
Price 1 year ago
17.80 / 1.629 %
Morningstar
5
52 Week Low
17.77
52 Week High
18.15
200 Day Moving Average 17.95
17.95
50-day Moving Average
17.95
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.24 |
| Sortino Ratio | 0.93 |
| Maximum Drawdown | -5.96% |
| Maximum Drawdown Date | 2025-04-08 |
| Calmar Ratio | -1.47 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.60 |
| Volatility | 6.209% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 1.89% |
| Average Annual Volatility | 1.013% |
| Sharpe Ratio | 1.86 |
| Sortino Ratio | -0.24 |
| Maximum Drawdown | -0.0% |
| Maximum Drawdown Date | 2026-02-12 |
| Calmar Ratio | -49.11 |
Company information
Summary
The investment objective of the Multi-Factor Conservative Fund is to achieve long-term total return.
Market
IE
Category
GBP Allocation 20-40% Equity
Expense Ratio
-
Fund family
-
Morningstar
5
Yield
0.0143
Exchange
ISE
| Sector | Weight |
|---|---|
| Financial services | 18.43% |
| Consumer cyclical | 13.78% |
| Technology | 13.77% |
| Industrials | 13.63% |
| Healthcare | 8.61% |
| Basic materials | 7.57% |
| Consumer defensive | 7.08% |
| Energy | 5.93% |
| Realestate | 4.77% |
| Communication services | 3.48% |
| Utilities | 2.96% |
None
Holdings
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| IE00B5KL2L23.IR | Dimensional World Allocation 40/60 Fund GBP Distributing | IE00B5KL2L23 | ISE | 5 | |||
| IWDA.AS | iShares Core MSCI World UCITS ETF USD (Acc) | IE00B4L5Y983 | AMS | 0.30% | 5 | +1.06 | |
| IWDA.L | iShares Core MSCI World UCITS ETF USD (Acc) | IE00B4L5Y98 | LSE | 0.30% | 5 | +1.06 | |
| IWQU.L | iShares Edge MSCI World Quality Factor UCITS ETF | IE00BP3QZ60 | LSE | 0.30% | 5 | ||
| SUSW.L | iShares MSCI World SRI UCITS ETF EUR (Acc) | IE00BYX2JD6 | LSE | 0.20% | 5 | +1.30 | |
| SUWS.L | iShares MSCI World SRI UCITS ETF | IE00BYX2JD6 | LSE | 0.20% | 5 | ||
| SWDA.L | iShares Core MSCI World UCITS ETF USD (Acc) | IE00B4L5Y98 | LSE | 0.30% | 5 | +1.06 | |
| WENS.AS | iShares MSCI World Energy Sector UCITS ETF | IE00BJ5JP105 | AMS | 0.25% | 5 | +0.47 | -- |
| WENS.L | iShares MSCI World Energy Sector UCITS ETF | IE00BJ5JP10 | LSE | 0.25% | 5 | -- | -- |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend. - Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend. - Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction. - Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend. - Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce. - Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk. - Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.