Fact sheet: AcdnGblMVEqUCT

Fund information
Fund name
Acadian Global Managed Volatility Equity UCITS A Acc USD
Fund manager company
Russell Investment Company Plc
Fund type
OEIC
Fund manager
No data available.
Fund objective
The Acadian Global Managed Volatility Equity UCITS Fund will seek to achieve a return similar to or better than that of the MSCI World Index but with lower volatility over a full market cycle.
Benchmark
  • MSCI World Index unhedged in Euro net
Investment style
None
Investment method
Shares
Quick stats
1 Year return
11.5%
1 Year rank in sector
336/476
Sector
FO Equity - International
Yield
-
Fund size
£1,003m (£813m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
90
Top in this sector
Fund name1 Year
Heptagon Kprnk GblAlCpEq70.8%
Schroder ISF Gbl Rec55%
Dodge & Cox Gbl Stk53.2%
SKAGEN Focus49.9%
Dimensional Gbl Small Cos46.9%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • North America64%
    Continental Europe16.4%
    UK6.6%
    Japan4.5%
    Australasia3.9%
  • Consumer Staples32.1%
    Health Care19.1%
    Utilities11.6%
    Financials10.5%
    Industrials5.3%
  • North American Equities64%
    European Equities16.4%
    UK Equities6.6%
    Asia Pacific Equities5.4%
    Japanese Equities4.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.4%2.1%-1.4%11.5%22.3%-
Sector1.9%4.2%6.8%16.6%17.3%56.1%
Rank within sector461 / 511362 / 506462 / 497336 / 476163 / 387-
Quartile4th3rd4th3rd2nd
Calendar performance
 YTD - 20172016201520142013
Fund0.7%6.5%6.5%7%19.4%
Sector1.8%7.9%0.7%6%21.3%
Rank within sector442 / 508244 / 476103 / 423176 / 384234 / 334
Quartile4th3rd1st2nd3rd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
3.04
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.75
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
0.36
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
8.76
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
5.71
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
0.31
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.66
Price movement
52 week high16.53
52 week low14.02
Current bid price-
Current offer price-
Current mid price16.17
Region
1North America64%
2Continental Europe16.4%
3UK6.6%
4Japan4.5%
5Australasia3.9%
6Middle East2.1%
7Asia Pacific1.5%
8Others1%
Industry sector
1Consumer Staples32.1%
2Health Care19.1%
3Utilities11.6%
4Financials10.5%
5Industrials5.3%
6Telecommunications Utilities5.2%
7Information Technology4.2%
8Consumer Discretionary3.7%
9Real Estate3.7%
Asset type
1North American Equities64%
2European Equities16.4%
3UK Equities6.6%
4Asia Pacific Equities5.4%
5Japanese Equities4.5%
6Middle East & African Equities2.1%
7International Equities1%
Individual holdings
1ALTRIA GROUP INC1.4%
2CHURCH & DWIGHT1.4%
3AMDOCS1.3%
4CLP HLDGS1.3%
5ORKLA ASA1.3%
6CHEMED CORP1.2%
7FRESH DEL MONTE PRODUCE NV1.2%
8PEPSICO INC1.2%
9REPUBLIC SERVICES INC1.2%
Management
Fund manager group
Russell Investment Company
Fund manager company
Russell Investment Company Plc
Fund type
OEIC
Fund objective
The Acadian Global Managed Volatility Equity UCITS Fund will seek to achieve a return similar to or better than that of the MSCI World Index but with lower volatility over a full market cycle.
Benchmark
  • MSCI World Index unhedged in Euro net
Investment style
None
Investment method
Shares
Fund manager
No data available.
Compliance
Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Germany, Denmark, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Singapore, Sweden
Acadian Global Managed Volatility Equity UCITS A Acc USD
Initial charge-
Annual charge0.75%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price16.17
CurrencyUSD
Price updated11/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKE1Q
Acadian Global Managed Volatility Equity UCITS C
Initial charge-
Annual charge0.75%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price18.41
CurrencyGBP
Price updated11/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKE1R
Acadian Global Managed Volatility Equity UCITS D Acc GBP
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price13.65
CurrencyGBP
Price updated11/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMWZF
Data provided by

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