Fact sheet: Dimensional US Small Cos

Fund information
Fund name
Dimensional US Small Companies Acc EUR
Fund manager company
Dimensional Fund Advisors(IRL)
Fund type
OEIC
Fund manager
  • Dimensional Portfolio Management Teamsince 28/04/2004
Fund objective
The investment objective of the U.S. Small Companies Fund is to achieve long-term total return.
Benchmark
  • Russell 2000
Investment style
None
Investment method
Shares
Quick stats
1 Year return
13.3%
1 Year rank in sector
7/31
Sector
FO Equity - Small Cap USA
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.
0.44%
Fund size
£177m
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.
136
Top in this sector
Fund name1 Year
GS US Sml Cap CORE Eq Pfl32%
SEI US Sm Cos29.8%
RBC (Lux) USSMCapEq19.3%
LM Royce US SCapOpp18.4%
Manulife US Small Cap Equity15.7%
...more in FO Equity - Small Cap USA

Performance snapshot

Holdings snapshot

  • USA97.7%
    UK0.7%
    Bermuda0.6%
    Puerto Rico0.3%
    Netherlands0.3%
  • No data available.
  • US Equities96.8%
    Money Market0.7%
    UK Equities0.7%
    North American Equities0.6%
    American Emerging Equities0.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund18.8%12.3%18.9%13.3%55.6%152.3%
Sector10.1%4.2%11.1%10%19%79.8%
Rank within sector1 / 341 / 342 / 327 / 311 / 251 / 24
Quartile1st1st1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund22.1%6.5%17.9%36%16.1%
Sector15.2%-4.1%4.8%37.9%11.8%
Rank within sector5 / 313 / 271 / 2516 / 257 / 24
Quartile1st1st1st3rd2nd
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.
9.55
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.
1.03
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.
0.72
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%.
17.22
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.
9.06
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.
1.02
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.
0.71
Price movement
52 week high30.34
52 week low20.23
Current bid price-
Current offer price-
Current mid price29.62
Region
1USA97.66%
2UK0.7%
3Bermuda0.62%
4Puerto Rico0.27%
5Netherlands0.25%
6Monaco0.12%
7Thailand0.09%
8Norway0.09%
9Panama0.08%
Industry sector
No data available.
Asset type
1US Equities96.82%
2Money Market0.68%
3UK Equities0.65%
4North American Equities0.62%
5American Emerging Equities0.42%
6Dutch Equities0.25%
7European Equities0.12%
8Thai Equities0.09%
9Norwegian Equities0.09%
Individual holdings
1FAIR ISAAC CORP0.3%
2MARKETAXESS HLDGS INC0.3%
3CANTEL MEDICAL CORP0.25%
4CIRRUS LOGIC INC0.25%
5EMCOR GROUP0.25%
6THOR INDUSTRIES INC0.25%
7JACK IN THE BOX INC0.23%
8POOL CORP0.23%
9SENSIENT TECHNOLOGIES CORP0.23%
Management
Fund manager group
Dimensional Fund Advisors
Fund manager company
Dimensional Fund Advisors(IRL)
Fund type
OEIC
Fund objective
The investment objective of the U.S. Small Companies Fund is to achieve long-term total return.
Benchmark
  • Russell 2000
Investment style
None
Investment method
Shares
Fund manager
NameSinceBiography
Dimensional Portfolio Management Team28/04/2004
Compliance
Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Germany, Finland, United Kingdom, Ireland, Netherlands, Offshore, Sweden
Dimensional US Small Companies Acc EUR
Initial charge-
Annual charge0.35%
Min single investment£200,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.44%
Total expense ratio (TER)0.45%
Bid price-
Offer price-
Mid price29.62
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDV60
Dimensional US Small Companies Acc GBP
Initial charge-
Annual charge0.35%
Min single investment£100,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.44%
Total expense ratio (TER)0.45%
Bid price-
Offer price-
Mid price36
CurrencyGBP
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDV62
Dimensional US Small Companies Acc USD
Initial charge-
Annual charge0.35%
Min single investment£200,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.44%
Total expense ratio (TER)0.45%
Bid price-
Offer price-
Mid price27.24
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDV59
Dimensional US Small Companies Dis GBP
Initial charge-
Annual charge0.35%
Min single investment£100,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.44%
Total expense ratio (TER)0.45%
Bid price-
Offer price-
Mid price37.91
CurrencyGBP
Price updated02/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeDV61
Dimensional US Small Companies Dis USD
Initial charge-
Annual charge0.35%
Min single investment£200,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.44%
Total expense ratio (TER)0.45%
Bid price-
Offer price-
Mid price19.54
CurrencyUSD
Price updated02/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code0MCH
Data provided by

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