Factsheet

As of 30 Apr 2024

Price Data
Unit class A
Min. unit 1
Price per unit
Standing Data
Since start 8.41%
Fund type UK OEIC
Launch date Aug 2019
Initial charge 0.25%
Investment sector North American equities
Key Statistics
Cumulative Return 8.41%
Annualized Return 1.72%
5 Day Return -0.43%
10 Day Return 0.58%
Best Return 6.69%
Worst Return -7.39%
Maximum Drawdown -30.28%
Annualized Volatility 16.86%
Top 10 Holdings
Astec Industries, Inc.
Yelp Inc
Magna International Inc.
Urban Outfitters, Inc.
Electronic Arts Inc.
Vital Farms, Inc.
United Therapeutics Corporation
F5, Inc.
Nature’s Sunshine Products, Inc.
Victoria’s Secret & Company

Fund Aim

Financial Science is a systematic fund focused on liquid securities. The core algorithmic engine applies machine learning to a wide range of fundamental, momentum and other data to select undervalued stocks at reduced volatility across a risk adjusted portfolio.

This aims to allocate capital to:

  • typically 40 – 100 long equity positions
  • high quality businesses with sustainable profit and cashflow
  • businesses without significant leverage
  • companies at attractive valuations
  • companies more able to withstand a significant market downturn
Performance, % Total Returns
Apr 2024 YTD 2023 2022 Inception to 2024-04-30 Annualised to 2024-04-30
Fund -2.98% -0.12% 6.11% -16.88% 8.41% 1.72%
S&P 500 -4.03% 5.94% 26.19% -18.17% 84.50% 13.81%
Cash 0.44% 2.24% 5.14% 1.70% 10.65% 2.16%

Monthly Performance Table, % Total Returns
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Totals
2019 0.53% 2.57% 1.75% 2.74% 1.74% 9.66%
2020 -2.72% -10.23% -13.63% 8.25% 0.60% 1.22% 2.16% -0.59% -3.78% -3.24% 8.08% 3.43% -12.11%
2021 0.61% 0.65% 7.59% 3.60% 2.41% 0.01% 2.44% 1.25% -4.95% 6.68% -2.07% 7.24% 27.69%
2022 -6.38% -1.28% 0.90% -4.68% -0.83% -11.66% 10.75% -3.44% -8.09% 8.87% 4.28% -4.34% -16.68%
2023 4.84% -0.69% -0.70% -0.83% -3.51% 5.21% 1.47% -0.28% -1.08% -1.88% 1.42% 2.34% 6.11%
2024 -0.91% 1.70% 2.15% -2.98% -0.12%

The target fund performance (see tearsheets for historics) is

  • annual return > 7.5% net
  • annualised volatility < 15%
  • maximum drawdown < 45%

Disclaimer: A Key Investor Information Document and an English language prospectus for the Financial Science Fund are available via the Financial Science website or on request and investors should consult these documents before purchasing shares in the fund. Past performance is not necessarily a guide to future performance. Any forecasts or backtests are for illustrative purposes only and are not to be relied upon as advice or interpreted as a recommendation. The value of investments and the income from them may fall as well as rise and be affected by changes in exchange rates, and you may not get back the amount of your original investment. Financial Science does not offer investment advice or make any recommendations regarding the suitability of its product. None of the information in this factsheet constitutes investment, legal, tax or other advice, nor should it be relied upon in making an investment decision. Copyright 2022 Financial Science

Disclaimer

Kindly note we are only able to provide our investment management services to Professional Investors and we cannot deal with Retail investors. We would recommend that you seek independent advice from a finance professional if you are unsure about your status. Please click below to continue.

By clicking here you are confirming that you are a Professional investor. By clicking here you are confirming that you are a Retail investor.