Fact sheet: Dimensional European Value

Fund information
Fund name
Dimensional European Value Acc USD
Fund manager company
Dimensional Fund Advisors(IRL)
Fund type
OEIC
Fund manager
  • Dimensional Portfolio Management Teamsince 12/09/2007
Fund objective
The investment objective of the European Value Fund ("Fund") is to achieve long-term total return.
Benchmark
  • MSCI Europe Large Value Index
Investment style
Value
Investment method
Shares
Quick stats
1 Year return
-0.1%
1 Year rank in sector
109/224
Sector
FO Equity - Europe inc UK
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.
0.57%
Fund size
£62m
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.
115
Top in this sector
Fund name1 Year
Mirabaud Eqts PanEur SmllMid31.9%
IVI European30.9%
JOHCM European Sel Val28.6%
Schroder ISF Eur SpclSits27.4%
Allianz Eur Eq Gth25.4%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • UK24%
    Switzerland16.4%
    France14.8%
    Germany14.4%
    Netherlands8.7%
  • Financials29.6%
    Energy14.4%
    Consumer Discretionary13.9%
    Materials11.3%
    Industrials10.1%
  • UK Equities24%
    Swiss Equities16.4%
    French Equities14.8%
    German Equities14.4%
    Dutch Equities8.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.4%13.1%4.8%-0.1%-11.2%30.3%
Sector-0.4%6%2.2%0%16.3%66.1%
Rank within sector75 / 23331 / 23453 / 231109 / 224199 / 200172 / 176
Quartile2nd1st1st2nd4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-1.6%-9.3%-8.4%29.6%19.8%
Sector-4.8%11.1%4.2%21.1%17.6%
Rank within sector50 / 229215 / 215199 / 20227 / 19076 / 180
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.
-6.73
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.
0.98
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.
-0.01
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%.
15.78
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.
9.85
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.
-0.74
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.
0.59
Price movement
52 week high8.62
52 week low6.74
Current bid price-
Current offer price-
Current mid price7.85
Region
1UK24.03%
2Switzerland16.44%
3France14.76%
4Germany14.39%
5Netherlands8.74%
6Spain4.16%
7Denmark3.82%
8Sweden3.41%
9Belgium2.11%
Industry sector
1Financials29.6%
2Energy14.4%
3Consumer Discretionary13.9%
4Materials11.3%
5Industrials10.1%
6Telecommunications Utilities8.1%
7Utilities5.1%
8Consumer Staples4.8%
9Health Care1.7%
Asset type
1UK Equities24.02%
2Swiss Equities16.44%
3French Equities14.76%
4German Equities14.39%
5Dutch Equities8.74%
6Spanish Equities4.16%
7Danish Equities3.81%
8Swedish Equities3.41%
9Belgian Equities2.11%
Individual holdings
1BP5.01%
2TOTAL SA4.56%
3VODAFONE GROUP PLC4.26%
4NOVARTIS AG3.75%
5HSBC HLDGS3.73%
6ROYAL DUTCH SHELL3.31%
7DAIMLER AG3.21%
8ROYAL DUTCH SHELL2.22%
9RIO TINTO2.02%
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 Value Fund ("Fund") is to achieve long-term total return.
Benchmark
  • MSCI Europe Large Value Index
Investment style
Value
Investment method
Shares
Fund manager
NameSinceBiography
Dimensional Portfolio Management Team12/09/2007
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 Value Acc EUR
Initial charge-
Annual charge0.4%
Min single investment£200,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.57%
Total expense ratio (TER)0.54%
Bid price-
Offer price-
Mid price9.71
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeA4I3
Dimensional European Value Acc GBP
Initial charge-
Annual charge0.4%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.57%
Total expense ratio (TER)0.54%
Bid price-
Offer price-
Mid price11.29
CurrencyGBP
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeA4I5
Dimensional European Value Acc USD
Initial charge-
Annual charge0.4%
Min single investment£200,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.57%
Total expense ratio (TER)0.54%
Bid price-
Offer price-
Mid price7.85
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeA4I2
Dimensional European Value Dis EUR
Initial charge-
Annual charge0.4%
Min single investment£200,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.57%
Total expense ratio (TER)0.54%
Bid price-
Offer price-
Mid price13.37
CurrencyEUR
Price updated27/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code08JX
Dimensional European Value Dis GBP
Initial charge-
Annual charge0.4%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.57%
Total expense ratio (TER)0.54%
Bid price-
Offer price-
Mid price17.64
CurrencyGBP
Price updated27/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeA4I4
Dimensional European Value Dis USD
Initial charge-
Annual charge0.4%
Min single investment£200,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.57%
Total expense ratio (TER)0.54%
Bid price-
Offer price-
Mid price9.45
CurrencyUSD
Price updated27/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeIDAS
Data provided by

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