Fact sheet: Dimensional UK Value

Fund information
Fund name
Dimensional UK Value Acc
Fund manager company
Dimensional Fund Advisors
Fund type
OEIC
Fund managers
  • Dimensional Portfolio Management Teamsince 01/01/2008
Fund objective
The investment objective of the United Kingdom Value Fund ("Fund") is to maximise long-term total return.
Benchmark
  • MSCI United Kingdom IMI Index
Investment style
Value
Investment method
Shares
Quick stats
1 Year return
23.4%
1 Year rank in sector
32/271
Sector
UT UK All Companies
Yield
2.3%
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.
0.43%
Fund size
£551m (£380m last year)
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.
113
Mid price
23.15
Top in this sector
Fund name1 Year
Old Mutual Equity 135.3%
Stan Life Inv UK Eq Recvry34.6%
Old Mutual UK Mid Cap34.6%
MI Chelverton UK Equ Grth32.1%
MFM Bowland30.8%
...more in UT UK All Companies

Performance snapshot

Holdings snapshot

  • UK84%
    Jersey11.7%
    Money Market0.9%
    Bermuda0.8%
    Spain0.6%
  • Financials27.3%
    Materials16.2%
    Consumer Discretionary16.1%
    Energy13.5%
    Industrials10%
  • UK Equities96.3%
    Money Market0.9%
    North American Equities0.8%
    Spanish Equities0.6%
    Swiss Equities0.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.3%1.4%9.2%23.4%11.2%51.4%
Sector1.6%5.2%8.6%18.7%22.9%64.7%
Rank within sector222 / 279261 / 27992 / 27532 / 271247 / 257205 / 242
Quartile4th4th2nd1st4th4th
Calendar performance
 YTD - 20172016201520142013
Fund3.9%20.7%-6.8%-6.6%24.1%
Sector6%11.2%3.7%0.6%25.7%
Rank within sector222 / 27714 / 269257 / 260245 / 255150 / 248
Quartile4th1st4th4th3rd
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.
-3.51
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.
1.1
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%.
11.28
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.
5.58
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.
-0.55
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.
0.76
Price movement
52 week high23.53
52 week low17.3
Current bid price-
Current offer price-
Current mid price23.15
Region
1UK84%
2Jersey11.69%
3Money Market0.93%
4Bermuda0.78%
5Spain0.63%
6Switzerland0.57%
7Isle of Man0.57%
8Cayman Islands0.43%
9Ireland0.32%
Industry sector
1Financials27.25%
2Materials16.2%
3Consumer Discretionary16.05%
4Energy13.52%
5Industrials9.95%
6Consumer Staples5.5%
7Health Care3.73%
8Telecommunications Utilities3.57%
9Utilities2.75%
Asset type
1UK Equities96.25%
2Money Market0.93%
3North American Equities0.78%
4Spanish Equities0.63%
5Swiss Equities0.57%
6American Emerging Equities0.45%
7Irish Equities0.32%
8Canadian Equities0.05%
Individual holdings
1HSBC HLDGS6.23%
2GLENCORE PLC5.79%
3RIO TINTO4.77%
4ROYAL DUTCH SHELL4.22%
5BP4.21%
6LLOYDS BANKING GROUP PLC4.15%
7BARCLAYS PLC3.57%
8ROYAL DUTCH SHELL3.57%
9BHP BILLITON PLC3.43%
Management
Fund manager group
Dimensional Fund Advisors
Fund manager company
Dimensional Fund Advisors
Fund type
OEIC
Fund objective
The investment objective of the United Kingdom Value Fund ("Fund") is to maximise long-term total return.
Benchmark
  • MSCI United Kingdom IMI Index
Investment style
Value
Investment method
Shares
Fund managers
NameSinceBiography
Dimensional Portfolio Management Team01/01/2008
Compliance
IA Recognised, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
Dimensional UK Value Acc
Initial charge-
Annual charge0.33%
Min single investment£100,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)0.43%
Total expense ratio (TER)0.53%
Bid price-
Offer price-
Mid price23.15
CurrencyGBP
Price updated25/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDL83
Dimensional UK Value Inc
Initial charge-
Annual charge0.33%
Min single investment£100,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)0.43%
Total expense ratio (TER)0.53%
Bid price-
Offer price-
Mid price16.14
CurrencyGBP
Price updated25/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeDL84
Data provided by

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