Dynamic Diversified Allocation Fund
As of
31.12.2020
Portfolio Construction Guidelines 1
Additional Fund Information
Inception Date: |
06/30/2015 |
ISIN: |
LU0874273070 |
SEDOL: |
B98BH95 |
Bloomberg Symbol: |
WBSDDJU LX |
Valoren Number: |
20428805 |
WKN Number: |
A1KBKE |
Lipper: |
68192395 |
Fund Statistics
Total Net Assets ($Million): |
$648 |
Fund Exposures
Europe (ex-U.K.)
|
0.7%
|
U.K.
|
8.0%
|
Asia Developed
|
6.2%
|
U.S.
|
12.2%
|
Canada
|
0.6%
|
Emerging
|
11.1%
|
Developed (ex -U.S)3
|
8.3%
|
U.S.3
|
17.5%
|
Emerging
|
9.7%
|
Unencumbered Cash 2
|
36.1%
|
European Investment Grade Spread
|
3.5%
|
European High Yield Spread
|
0.0%
|
U.S. Investment Grade Spread
|
5.7%
|
U.S. High Yield Spread
|
1.5%
|
Euro (EUR)
|
-5.1%
|
Switzerland Franc (CHF)
|
-7.1%
|
Great Britain Pound (GBP)
|
4.1%
|
Other Europe
|
-2.0%
|
Australia Dollar (AUD) and New Zealand Dollar (NZD)
|
-16.7%
|
U.S. Dollar (USD)
|
-12.5%
|
Canada Dollar (CAD)
|
-2.0%
|
Other Americas
|
18.3%
|
Japan Yen (JPY)
|
5.1%
|
China Yuan (CNY)
|
-4.1%
|
Asia (Excluding JPY and CNY)
|
8.0%
|
Other
|
14.2%
|
Russian Ruble (RUB)
|
7.1%
|
Brazilian Real (BRL)
|
7.1%
|
Turkish Lira (TRY)
|
11.2%
|
1 With respect to Portfolio
Construction Guidelines, holding allocations are not expected to fall below lower expectation band more frequently than 10% of the trading days based on daily value of Fund; similarly, holding allocations are not expected to exceed upper expectation band more frequently than 10% of trading days based on daily value of Fund. The “Base Currency” portfolio guideline refers to the base currency in which an individual invests in the Fund.
2 Unencumbered cash is residual cash and equivalents.
3 Reflected as 10-year exposures
4 Select currency exposures by largest expected contribution to portfolio risk.