Fact sheet: Dimensional Euro Sm Cos

Fund information
Fund name
Dimensional European Small Companies Acc USD
Fund manager company
Dimensional Fund Advisors(IRL)
Fund type
OEIC
Fund manager
  • Dimensional Portfolio Management Teamsince 26/02/2004
Fund objective
The investment objective of the European Small Companies Fund ("Fund") is to achieve long-term total return.
Benchmark
  • MSCI Europe Small Cap Net Index
Investment style
None
Investment method
Shares
Quick stats
1 Year return
6.6%
1 Year rank in sector
18/47
Sector
FO Equity - Small Cap Europe
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.
0.65%
Fund size
£150m
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.
85
Top in this sector
Fund name1 Year
Old Mutual Eur(ExUK)SmCo39%
SEB 2 Estn Eur Sm Cap35%
T. Rowe Price Eurpn SmCo Eq26.6%
Montanaro Europ Inc26.5%
Mandarine Uni Sm&MidCpsEur23.8%
...more in FO Equity - Small Cap Europe

Performance snapshot

Holdings snapshot

  • UK27.9%
    Germany11.8%
    Switzerland9.7%
    France8.9%
    Italy6.5%
  • No data available.
  • UK Equities29%
    German Equities11.8%
    Swiss Equities9.7%
    French Equities8.9%
    Italian Equities6.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.8%16.6%5.9%6.6%17%80.3%
Sector0.5%10.8%5%6.5%35.3%102.5%
Rank within sector15 / 476 / 4715 / 4718 / 4740 / 4236 / 39
Quartile2nd1st2nd2nd4th4th
Calendar performance
 YTD - 20162015201420132012
Fund2.3%10.7%-6.6%38.1%27.4%
Sector-1.5%23.6%3.2%29.7%22.3%
Rank within sector11 / 4746 / 4742 / 4510 / 4114 / 39
Quartile1st4th4th1st2nd
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.
-2.87
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.
0.93
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.
0.3
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%.
14.15
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.
7.78
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.
-0.49
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.
0.69
Price movement
52 week high27.42
52 week low22.93
Current bid price-
Current offer price-
Current mid price26.76
Region
1UK27.9%
2Germany11.81%
3Switzerland9.7%
4France8.9%
5Italy6.54%
6Sweden6.23%
7Spain4.25%
8Belgium4.05%
9Finland4.04%
Industry sector
No data available.
Asset type
1UK Equities28.99%
2German Equities11.81%
3Swiss Equities9.66%
4French Equities8.9%
5Italian Equities6.54%
6Swedish Equities6.16%
7Spanish Equities4.25%
8Belgian Equities4.05%
9Finnish Equities4.04%
Individual holdings
1GENMAB AS0.92%
2HALMA0.53%
3TELEPERFORMANCE0.46%
4UBISOFT ENTERTAINMENT0.46%
5RENTOKIL INITIAL0.45%
6FLUGHAFEN ZURICH AG0.44%
7LEG IMMOBILIEN AG0.43%
8GAMESA CORPORACION TECNOLOGICA SA0.42%
9MTU AERO ENGINES AG0.42%
Management
Fund manager group
Dimensional Fund Advisors
Fund manager company
Dimensional Fund Advisors(IRL)
Fund type
OEIC
Fund objective
The investment objective of the European Small Companies Fund ("Fund") is to achieve long-term total return.
Benchmark
  • MSCI Europe Small Cap Net Index
Investment style
None
Investment method
Shares
Fund manager
NameSinceBiography
Dimensional Portfolio Management Team26/02/2004
Compliance
Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Germany, Finland, United Kingdom, Ireland, Netherlands, Offshore, Sweden
Dimensional European Small Companies Acc EUR
Initial charge-
Annual charge0.5%
Min single investment£200,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.65%
Total expense ratio (TER)0.68%
Bid price-
Offer price-
Mid price30.08
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDV52
Dimensional European Small Companies Acc GBP
Initial charge-
Annual charge0.5%
Min single investment£100,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.65%
Total expense ratio (TER)0.68%
Bid price-
Offer price-
Mid price27.85
CurrencyGBP
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDV54
Dimensional European Small Companies Acc USD
Initial charge-
Annual charge0.5%
Min single investment£200,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.65%
Total expense ratio (TER)0.68%
Bid price-
Offer price-
Mid price26.76
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDV51
Dimensional European Small Companies Dis EUR
Initial charge-
Annual charge0.5%
Min single investment£200,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.65%
Total expense ratio (TER)0.68%
Bid price-
Offer price-
Mid price19.02
CurrencyEUR
Price updated27/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code08JW
Dimensional European Small Companies Dis GBP
Initial charge-
Annual charge0.5%
Min single investment£100,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.65%
Total expense ratio (TER)0.68%
Bid price-
Offer price-
Mid price26.15
CurrencyGBP
Price updated27/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeDV53
Dimensional European Small Companies Dis USD
Initial charge-
Annual charge0.5%
Min single investment£200,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.65%
Total expense ratio (TER)0.68%
Bid price-
Offer price-
Mid price16.75
CurrencyUSD
Price updated27/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code0MCF
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.