Fact sheet: Ber Sys Aprch Stk Prot

Fund information
Fund name
Berenberg Systematic Approach Stockpicker Protect A
Fund manager company
Universal Investment
Fund type
No data available.
Fund manager
  • Till Christian Budelmannsince 04/11/2013
Fund objective
The Berenberg Systematic Approach - STOCKPICKER Protect Fund is a combination of the STOCKPICKER S&P 100 equity portfolio and an overlay protection strategy. The systematic STOCKPICKER screening identifies stocks that are fundamentally undervalued, have shown resistance in falling markets, low sensitivity to negative company news and are currently trending upwards. The S&P 500 futures Protect Overlay is designed as a dynamic hedge against negative market movements. The portfolio's degree of market exposure is determined in six steps (0-100%) based on technical signals using five independent trend-following models.
Benchmark
No data available.
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
-0.7%
1 Year rank in sector
164/208
Sector
FO Equity - USA
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
1.28%
Fund size
£58m (£71m 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.
67
Top in this sector
Fund name1 Year
Dodge & Cox US Stk39.8%
Hermes US SMID Equity33.3%
Oyster US Selection33.1%
GAM Star Gamco US Eq31.9%
T. Rowe Price USLgeCapValEq31%
...more in FO Equity - USA

Performance snapshot

Holdings snapshot

  • USA92.3%
    Money Market7.1%
    Others0.6%
  • Financials17.4%
    Information Technology17.1%
    Consumer Discretionary16.9%
    Consumer Staples10.7%
    Health Care9.7%
  • International Equities92.8%
    Money Market7.6%
    Others-0.2%
    Futures-0.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund4.9%2.3%1.7%-0.7%8.3%-
Sector3.9%1.7%5%3.5%18.7%68.8%
Rank within sector108 / 22087 / 219168 / 214164 / 208157 / 177-
Quartile2nd2nd4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund3%-4%7.5%--
Sector6.5%-1.6%10.7%31.8%10.2%
Rank within sector156 / 210146 / 193133 / 178--
Quartile3rd4th3rd
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.
-1.34
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.
0.65
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
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%.
8.82
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.
6.67
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.
-0.5
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.
0.65
Price movement
52 week high111.51
52 week low101.36
Current bid price-
Current offer price-
Current mid price110.6
Region
1USA92.31%
2Money Market7.1%
3Others0.59%
Industry sector
1Financials17.44%
2Information Technology17.1%
3Consumer Discretionary16.94%
4Consumer Staples10.71%
5Health Care9.71%
6Money Market7.1%
7Energy7.02%
8Industrials6.9%
9Materials3.39%
Asset type
1International Equities92.84%
2Money Market7.56%
3Others-0.17%
4Futures-0.23%
Individual holdings
1ALTRIA GROUP INC3.64%
2WALGREENS BOOTS ALLIANCE3.58%
3WELLS FARGO & CO3.58%
4CHEVRON CORP3.55%
5PHILIP MORRIS INTERNATIONAL INC3.49%
6METLIFE INC3.48%
7INTERNATIONAL BUS MACH CORP3.47%
8JPMORGAN CHASE & CO3.47%
9SCHLUMBERGER3.47%
Management
Fund manager group
Universal Investment
Fund manager company
Universal Investment
Fund type
No data available.
Fund objective
The Berenberg Systematic Approach - STOCKPICKER Protect Fund is a combination of the STOCKPICKER S&P 100 equity portfolio and an overlay protection strategy. The systematic STOCKPICKER screening identifies stocks that are fundamentally undervalued, have shown resistance in falling markets, low sensitivity to negative company news and are currently trending upwards. The S&P 500 futures Protect Overlay is designed as a dynamic hedge against negative market movements. The portfolio's degree of market exposure is determined in six steps (0-100%) based on technical signals using five independent trend-following models.
Benchmark
No data available.
Investment style
Growth
Investment method
Shares
Fund manager
NameSinceBiography
Till Christian Budelmann04/11/2013
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, United Kingdom, Luxembourg, Norway, Offshore
Berenberg Systematic Approach Stockpicker Protect A
Initial charge5.5%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.28%
Total expense ratio (TER)1.28%
Bid price-
Offer price-
Mid price110.6
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFEGW
Berenberg Systematic Approach Stockpicker Protect B
Initial charge5.5%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.27%
Total expense ratio (TER)1.27%
Bid price-
Offer price-
Mid price111.69
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFEGX
Berenberg Systematic Approach Stockpicker Protect D
Initial charge5.5%
Annual charge0.7%
Min single investment£2,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)0.95%
Bid price-
Offer price-
Mid price113.13
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFEGY
Data provided by

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