Fact sheet: Deutsche Inv I LwVolWrld

Fund information
Fund name
Deutsche Invest I LowVol World FC EB
Fund manager company
Deutsche Asset Management SA
Fund type
Offshore Fund
Fund manager
  • Tanja Schubringsince 30/07/2015
Fund objective
No data available.
Benchmark
  • No Specified Index
Investment style
None
Investment method
Shares
Quick stats
1 Year return
1.5%
1 Year rank in sector
230/471
Sector
FO Equity - International
Yield
-
Fund size
£38m (£12m last year)
Top in this sector
Fund name1 Year
Heptagon Kprnk GblAlCpEq38.4%
Schroder ISF Gbl Rec34%
Dodge & Cox Gbl Stk32.2%
Dimensional Gbl Small Cos29.1%
GS Global SmCap Core Eq28.8%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • USA37.1%
    Switzerland12.8%
    Japan9.9%
    Spain7.6%
    International6.9%
  • Consumer Goods18.8%
    Health Care15.3%
    Utilities13%
    Consumer Discretionary8.7%
    Telecommunications Utilities8.4%
  • US Equities37.1%
    Swiss Equities12.8%
    Japanese Equities9.9%
    Spanish Equities7.6%
    International Equities6.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.6%-1.9%-1%1.5%--
Sector0.6%0.5%4.8%3.3%14%53.6%
Rank within sector349 / 499369 / 496421 / 486230 / 471--
Quartile3rd3rd4th2nd
Calendar performance
 YTD - 20162015201420132012
Fund3.4%----
Sector5.4%0.7%6%21.3%12.7%
Rank within sector264 / 475----
Quartile3rd
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high109.92
52 week low92.93
Current bid price103.66
Current offer price103.66
Current mid price-
Region
1USA37.1%
2Switzerland12.8%
3Japan9.9%
4Spain7.6%
5International6.9%
6UK5.4%
7Denmark4.5%
8Canada4.2%
9Belgium3.2%
Industry sector
1Consumer Goods18.8%
2Health Care15.3%
3Utilities13%
4Consumer Discretionary8.7%
5Telecommunications Utilities8.4%
6Financials8.3%
7Information Technology7.2%
8Industrials6.8%
9Basic Materials4.8%
Asset type
1US Equities37.1%
2Swiss Equities12.8%
3Japanese Equities9.9%
4Spanish Equities7.6%
5International Equities6.9%
6UK Equities5.4%
7Danish Equities4.5%
8Canadian Equities4.2%
9Belgian Equities3.2%
Individual holdings
1CONSOLIDATED EDISON INC1.8%
2PARTNERS GROUP HOLDING1.8%
3SOUTHERN CO1.8%
4CHURCH & DWIGHT1.7%
5ROYAL BANK OF CANADA1.7%
6AT&T INC1.6%
7ENDESA SA1.6%
8GENERAL MILLS INC1.6%
9SCHINDLER HLDG AG1.6%
Management
Fund manager group
DWS Investment
Fund manager company
Deutsche Asset Management SA
Fund type
Offshore Fund
Fund objective
No data available.
Benchmark
  • No Specified Index
Investment style
None
Investment method
Shares
Fund manager
NameSinceBiography
Tanja Schubring30/07/2015
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Spain, United Kingdom, Italy, Luxembourg, Netherlands, Offshore, Portugal
Deutsche Invest I LowVol World FC
Initial charge-
Annual charge0.75%
Min single investment£400,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.33%
Bid price103.26
Offer price103.26
Mid price-
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFW2J
Deutsche Invest I LowVol World FC EB
Initial charge-
Annual charge0.38%
Min single investment£400,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.2%
Bid price103.66
Offer price103.66
Mid price-
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFW2K
Deutsche Invest I LowVol World FCH (P) EB
Initial charge-
Annual charge0.38%
Min single investment£400,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.22%
Bid price99.92
Offer price99.92
Mid price-
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFW2L
Deutsche Invest I LowVol World FD
Initial charge-
Annual charge0.75%
Min single investment£400,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price105.68
Offer price105.68
Mid price-
CurrencyEUR
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE68P
Deutsche Invest I LowVol World LC
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.75%
Bid price101.84
Offer price107.2
Mid price-
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFW2M
Deutsche Invest I LowVol World LD
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.75%
Bid price101.71
Offer price107.07
Mid price-
CurrencyEUR
Price updated01/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFW2N
Deutsche Invest I LowVol World ND
Initial charge3%
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.07%
Bid price100.71
Offer price103.82
Mid price-
CurrencyEUR
Price updated01/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFW2O
Deutsche Invest I LowVol World USD LC USD
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.79%
Bid price98.18
Offer price103.35
Mid price-
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFW2P
Data provided by

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You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.