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
16%
1 Year rank in sector
296/477
Sector
FO Equity - International
Yield
-
Fund size
£35m (£12m last year)
Top in this sector
Fund name1 Year
Heptagon Kprnk GblAlCpEq82.3%
SKAGEN Focus58.3%
Dodge & Cox Gbl Stk57.7%
Schroder ISF Gbl Rec56.5%
Morg Stnly Global Discovery52.3%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • USA40%
    Switzerland12.1%
    Japan10.7%
    Spain7.8%
    International6.3%
  • Consumer Goods20.3%
    Health Care13.9%
    Utilities11.7%
    Consumer Discretionary9.8%
    Financials8.2%
  • US Equities40%
    Swiss Equities12.1%
    Japanese Equities10.7%
    Spanish Equities7.8%
    International Equities6.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.4%4.2%0.2%16%--
Sector1.9%4.8%6.2%18.8%17%56.7%
Rank within sector429 / 511278 / 506439 / 497296 / 477--
Quartile4th3rd4th3rd
Calendar performance
 YTD - 20172016201520142013
Fund0.4%8.3%---
Sector2%7.9%0.7%6%21.3%
Rank within sector485 / 509185 / 476---
Quartile4th2nd
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 price108.9
Current offer price108.9
Current mid price-
Region
1USA40%
2Switzerland12.1%
3Japan10.7%
4Spain7.8%
5International6.3%
6UK5.3%
7Canada3.8%
8Belgium3.4%
9Denmark3.2%
Industry sector
1Consumer Goods20.3%
2Health Care13.9%
3Utilities11.7%
4Consumer Discretionary9.8%
5Financials8.2%
6Telecommunications Utilities8.2%
7Information Technology8%
8Industrials7.1%
9Basic Materials4.8%
Asset type
1US Equities40%
2Swiss Equities12.1%
3Japanese Equities10.7%
4Spanish Equities7.8%
5International Equities6.3%
6UK Equities5.3%
7Canadian Equities3.8%
8Belgian Equities3.4%
9Danish 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 price108.43
Offer price108.43
Mid price-
CurrencyEUR
Price updated16/01/2017
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 price108.9
Offer price108.9
Mid price-
CurrencyEUR
Price updated16/01/2017
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 price104.77
Offer price104.77
Mid price-
CurrencyEUR
Price updated16/01/2017
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)0.91%
Bid price110.96
Offer price110.96
Mid price-
CurrencyEUR
Price updated16/01/2017
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 price106.85
Offer price112.47
Mid price-
CurrencyEUR
Price updated16/01/2017
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 price106.62
Offer price112.23
Mid price-
CurrencyEUR
Price updated16/01/2017
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 price105.56
Offer price108.83
Mid price-
CurrencyEUR
Price updated16/01/2017
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 price103.11
Offer price108.54
Mid price-
CurrencyUSD
Price updated16/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFW2P
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

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.