Fact sheet: Ber Sys Aprch Stk Prot

Fund information
Fund name
Berenberg Systematic Approach Stockpicker Protect B
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
11.7%
1 Year rank in sector
173/205
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.
1.19%
Fund size
£72m (£61m 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.
91
Top in this sector
Fund name1 Year
Boost NASDAQ 100 3x LD ETP72%
T. Rowe Price USLgCpGthEq56.3%
Boost S&P500 3x LD ETP50.3%
Dodge & Cox US Stk44.3%
Oyster US Selection41.3%
...more in FO Equity - USA

Performance snapshot

Holdings snapshot

  • USA94.1%
    Money Market5.8%
    Not Specified0%
  • Information Technology18.1%
    Consumer Discretionary17.7%
    Financials17.5%
    Consumer Staples11.2%
    Health Care9.9%
  • US Equities94.1%
    Money Market5.8%
    Others0.2%
    Alternative Investment Strategies-0.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0%2.9%10.4%11.7%13.9%-
Sector-1.2%3.5%8.2%15.1%21.7%60.2%
Rank within sector42 / 219123 / 21858 / 213173 / 205145 / 175-
Quartile1st3rd2nd4th4th
Calendar performance
 YTD - 20172016201520142013
Fund3.9%6.3%-3.8%7.4%-
Sector4.3%8.9%-1.6%10.7%31.8%
Rank within sector126 / 218137 / 204142 / 188133 / 171-
Quartile3rd3rd4th4th
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.
-0.19
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.
0.11
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%.
8.85
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.
6.7
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.
-0.39
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.
0.64
Price movement
52 week high120.15
52 week low105.58
Current bid price-
Current offer price-
Current mid price118.17
Region
1USA94.14%
2Money Market5.84%
3Not Specified0.02%
Industry sector
1Information Technology18.05%
2Consumer Discretionary17.67%
3Financials17.45%
4Consumer Staples11.15%
5Health Care9.89%
6Industrials6.67%
7Energy6.51%
8Money Market5.84%
9Materials3.5%
Asset type
1US Equities94.14%
2Money Market5.84%
3Others0.23%
4Alternative Investment Strategies-0.21%
Individual holdings
1PHILIP MORRIS INTERNATIONAL INC3.99%
2APPLE INC3.96%
3LOWES COMPANIES INC3.85%
4ALLSTATE CORP3.69%
5ALTRIA GROUP INC3.67%
6VISA INC CLASS A SHARES COMMON STOCK USD.00013.62%
7JPMORGAN CHASE & CO3.59%
8WELLS FARGO & CO3.57%
9INTERNATIONAL BUS MACH CORP3.56%
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, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, United Kingdom, Luxembourg, Norway, Offshore
Berenberg Systematic Approach Stockpicker Protect A EUR
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 price116.33
CurrencyEUR
Price updated22/03/2017
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)1.19%
Total expense ratio (TER)1.19%
Bid price-
Offer price-
Mid price118.17
CurrencyUSD
Price updated22/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFEGX
Berenberg Systematic Approach Stockpicker Protect C Acc EUR
Initial charge5.5%
Annual charge0.7%
Min single investment£2,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.8%
Total expense ratio (TER)0.8%
Bid price104.87
Offer price110.64
Mid price-
CurrencyEUR
Price updated22/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC2NU
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)0.88%
Total expense ratio (TER)0.88%
Bid price-
Offer price-
Mid price119.8
CurrencyUSD
Price updated22/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFEGY
Data provided by

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