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
15.2%
1 Year rank in sector
30/50
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
£147m
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.
90
Top in this sector
Fund name1 Year
SEB 2 Estn Eur Sm Cap64.8%
Old Mutual Eur(ExUK)SmCo45.1%
Argos Argonaut37.9%
Nordea 1 Nordic Eq Sm Cp36.2%
T. Rowe Price Eurpn SmCo Eq30.5%
...more in FO Equity - Small Cap Europe

Performance snapshot

Holdings snapshot

  • UK28.1%
    Germany11.3%
    France9.4%
    Switzerland9.1%
    Italy6.9%
  • Industrials26.3%
    Financials16.3%
    Consumer Discretionary14.1%
    Information Technology9.5%
    Materials8.8%
  • UK Equities29.1%
    German Equities11.3%
    French Equities9.4%
    Swiss Equities9.1%
    Italian Equities6.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.7%10.3%4.5%15.2%4.5%66.6%
Sector3.6%10.5%8.9%19.5%29.7%87.7%
Rank within sector46 / 5128 / 5146 / 5130 / 5045 / 4735 / 38
Quartile4th3rd4th3rd4th4th
Calendar performance
 YTD - 20172016201520142013
Fund5.4%0.1%10.7%-6.6%38.1%
Sector4.9%1%23.6%3.2%29.7%
Rank within sector17 / 5124 / 5048 / 4944 / 4711 / 41
Quartile2nd2nd4th4th2nd
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.
-5.03
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.
0.91
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
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%.
13.76
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.
7.52
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.
-0.79
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.
0.7
Price movement
52 week high27.89
52 week low23.02
Current bid price-
Current offer price-
Current mid price27.69
Region
1UK28.06%
2Germany11.26%
3France9.38%
4Switzerland9.15%
5Italy6.86%
6Sweden5.47%
7Spain4.51%
8Finland4.42%
9Netherlands4.14%
Industry sector
1Industrials26.3%
2Financials16.29%
3Consumer Discretionary14.14%
4Information Technology9.48%
5Materials8.78%
6Health Care7.72%
7Consumer Staples6.02%
8Property Shares4.27%
9Energy3.07%
Asset type
1UK Equities29.13%
2German Equities11.26%
3French Equities9.38%
4Swiss Equities9.14%
5Italian Equities6.86%
6Swedish Equities5.39%
7Spanish Equities4.51%
8Finnish Equities4.42%
9Dutch Equities4.14%
Individual holdings
1RPC GROUP0.48%
2TELEPERFORMANCE0.48%
3LANXESS AG0.46%
4MTU AERO ENGINES AG0.46%
5MELROSE INDUSTRIES PLC0.43%
6PRYSMIAN SPA0.43%
7RENTOKIL INITIAL0.42%
8MERLIN PROPERTIES SOCIMI SA0.41%
9HALMA0.39%
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 price32.92
CurrencyEUR
Price updated17/02/2017
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 price30.21
CurrencyGBP
Price updated17/02/2017
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 price27.69
CurrencyUSD
Price updated17/02/2017
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 price20.42
CurrencyEUR
Price updated17/02/2017
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 price27.99
CurrencyGBP
Price updated17/02/2017
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 price17
CurrencyUSD
Price updated17/02/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code0MCF
Data provided by

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