Fact sheet: DNB Global SRI

Fund information
Fund name
DNB Global SRI EUR
Fund manager company
DNB Asset Management S.A.
Fund type
No data available.
Fund managers
  • Einar Johansensince 01/10/2015
Fund objective
The fund objective is to achieve long-term capital growth by investing in global developed markets. The fund relies on our global equities investment process, a structured matrix of regions and sectors where each individual unit is managed to optimize performance relative to risk.
Benchmark
  • MSCI AC World
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
13.1%
1 Year rank in sector
38/69
Sector
FO Equity - Ethical
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.
1.32%
Fund size
£44m
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.
112
Top in this sector
Fund name1 Year
Alquity Latin America50.8%
Impax Environmental Markets42.1%
Impax Asian Envt Markets40.3%
Pictet GlbEnvrOpp36.4%
Schroder ISFQEPGblESG34.9%
...more in FO Equity - Ethical

Performance snapshot

Holdings snapshot

  • USA52.1%
    UK8.4%
    Others7.3%
    Germany5.8%
    France5.4%
  • Financial Services20.5%
    Technology18.9%
    Health Care13.3%
    Cyclical Consumer Goods10.7%
    Energy9.9%
  • US Equities52.1%
    UK Equities8.4%
    International Equities7.3%
    German Equities5.8%
    French Equities5.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.3%8.5%9.1%13.1%26.9%85.9%
Sector0.5%7.8%8.8%12.9%21.6%59.7%
Rank within sector40 / 7630 / 7430 / 7138 / 6927 / 5615 / 46
Quartile3rd2nd2nd3rd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund0.8%7.4%13%22.8%12.5%
Sector5.1%3.2%7.3%18.4%10.5%
Rank within sector53 / 7030 / 6117 / 5824 / 5028 / 48
Quartile4th2nd2nd2nd3rd
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.
-0.02
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.
1.29
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.
0.43
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%.
15.3
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.
5.58
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.
0.34
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.
0.91
Price movement
52 week high3.67
52 week low2.8
Current bid price-
Current offer price-
Current mid price3.48
Region
1USA52.07%
2UK8.4%
3Others7.29%
4Germany5.76%
5France5.38%
6Switzerland5.19%
7Japan4.62%
8Korea4.24%
9China2.76%
Industry sector
1Financial Services20.53%
2Technology18.9%
3Health Care13.32%
4Cyclical Consumer Goods10.69%
5Energy9.91%
6Industrials9.31%
7Consumer Staples6.36%
8Telecommunications Utilities4.58%
9Basic Materials4.32%
Asset type
1US Equities52.07%
2UK Equities8.4%
3International Equities7.29%
4German Equities5.76%
5French Equities5.38%
6Swiss Equities5.19%
7Japanese Equities4.62%
8South Korean Equities4.24%
9Chinese Equities2.76%
Individual holdings
1ALPHABET INC3.52%
2SAMSUNG ELECTRONICS CO3.4%
3ANADARKO PETROLEUM CORP3.39%
4CITIGROUP INC3.01%
5JOHNSON & JOHNSON3.01%
6MEAD JOHNSON NUTRITION3%
7PRUDENTIAL PLC2.44%
8INGERSOLL-RAND PLC2.43%
9SAP SE2.36%
Management
Fund manager group
DNB Asset Management
Fund manager company
DNB Asset Management S.A.
Fund type
No data available.
Fund objective
The fund objective is to achieve long-term capital growth by investing in global developed markets. The fund relies on our global equities investment process, a structured matrix of regions and sectors where each individual unit is managed to optimize performance relative to risk.
Benchmark
  • MSCI AC World
Investment style
Growth
Investment method
Shares
Fund managers
NameSinceBiography
Einar Johansen01/10/2015Einar Johansen is Portfolio Manager for Carlson Fund Europe. Mr Johansen joined the firm in 2001 and is a portfolio manager within global equities with a focus on Europe and quantitative models. He is also involved with the risk management. Mr. Johansen holds a MSc in Economics and Business Administration with a specialisation in finance from the Norwegian School of Economics and Business Administration. He speaks Norwegian and English and is located in Oslo, Norway.
Compliance
Transparent for Austrian Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Germany, Finland, United Kingdom, Iceland, Lithuania, Luxembourg, Latvia, Netherlands, Offshore, Sweden
DNB Global SRI EUR
Initial charge5%
Annual charge1.25%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.32%
Total expense ratio (TER)1.32%
Bid price-
Offer price-
Mid price3.4839
CurrencyEUR
Price updated29/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeXR29
DNB Global SRI IA EUR
Initial charge-
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price120.0702
CurrencyEUR
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFK3O
DNB Global SRI IA NOK
Initial charge-
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1086.2867
CurrencyNOK
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFK3P
DNB Global SRI IA SEK
Initial charge-
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1155.147
CurrencySEK
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFK3Q
DNB Global SRI NOK
Initial charge5%
Annual charge1.25%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.32%
Total expense ratio (TER)1.32%
Bid price-
Offer price-
Mid price31.5195
CurrencyNOK
Price updated29/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeA0HG
DNB Global SRI SEK
Initial charge5%
Annual charge1.25%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.32%
Total expense ratio (TER)1.32%
Bid price-
Offer price-
Mid price33.5176
CurrencySEK
Price updated29/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeQR53
Data provided by

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