Fact sheet: EDRF EuEqLoVo

Fund information
Fund name
EDRF European Equity Low Vol I EUR
Fund manager company
Edmond de Rothschild Asset Man
Fund type
Offshore Fund
Fund manager
  • Edmond de Rothschild Asset Management (UK)since 31/03/2016
Fund objective
The objective is to seek performance via exposure to equity markets from the European Union for at least 50%, through a selection of stocks chosen on a discretionary basis from an investment scope comparable to the benchmark index.
Benchmark
  • MSCI Europe (NR) (EUR)
Investment style
Value
Investment method
Feeder fund, Shares
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Equity - Europe inc UK
Yield
-
Fund size
£3m (£3m last year)
Top in this sector
Fund name1 Year
SPL Parallel Private Equity IC27%
IVI European22.4%
GS Eur CORE Eq Portfolio17.5%
Mirabaud Eqts PanEur SmllMid16.2%
JOHCM European Sel Val13.7%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • France34.7%
    UK21%
    Germany19%
    Italy6.3%
    Finland6.1%
  • Financials16.1%
    Industrials15.3%
    Consumer Discretionary13.2%
    Telecommunications Utilities10.9%
    Health Care10.3%
  • French Equities34.7%
    UK Equities21%
    German Equities19%
    Italian Equities6.3%
    Finnish Equities6.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.6%0.9%-5.6%---
Sector0.1%-1%-1.9%-8.3%10.8%57.7%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund-----
Sector-5.2%11.1%4.2%21.1%17.6%
Rank within sector-----
Quartile
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.
-
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.
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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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high101.8
52 week low90.9
Current bid price-
Current offer price-
Current mid price94.78
Region
1France34.7%
2UK21%
3Germany19%
4Italy6.3%
5Finland6.1%
6Netherlands4.2%
7Money Market3.7%
8Sweden2.6%
9Ireland2.4%
Industry sector
1Financials16.1%
2Industrials15.3%
3Consumer Discretionary13.2%
4Telecommunications Utilities10.9%
5Health Care10.3%
6Utilities9.1%
7Energy8.6%
8Information Technology5.3%
9Consumer Staples5.1%
Asset type
1French Equities34.7%
2UK Equities21%
3German Equities19%
4Italian Equities6.3%
5Finnish Equities6.1%
6Dutch Equities4.2%
7Money Market3.7%
8Swedish Equities2.6%
9Irish Equities2.4%
Individual holdings
1VINCI SA4.9%
2BAE SYSTEMS PLC4.5%
3TOTAL SA4.4%
4ROYAL DUTCH SHELL4.2%
5MUNCHENER RUCKVERSICHERUNGS AG4.1%
Management
Fund manager group
No data available.
Fund manager company
Edmond de Rothschild Asset Man
Fund type
Offshore Fund
Fund objective
The objective is to seek performance via exposure to equity markets from the European Union for at least 50%, through a selection of stocks chosen on a discretionary basis from an investment scope comparable to the benchmark index.
Benchmark
  • MSCI Europe (NR) (EUR)
Investment style
Value
Investment method
Feeder fund, Shares
Fund manager
NameSinceBiography
Edmond de Rothschild Asset Management (UK)31/03/2016
Compliance
UCITS V Compliant
Domicile
No data available.
Fund for sale in
Switzerland, Germany, Spain, France, United Kingdom, Luxembourg, Offshore, Singapore
EDRF European Equity Low Vol I EUR
Initial charge-
Annual charge0.75%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price94.78
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE83D
EDRF European Equity Low Vol N EUR
Initial charge-
Annual charge0.55%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price94.9
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE83E
EDRF European Equity Low Vol S EUR
Initial charge-
Annual charge0.4%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price95
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE83F
Data provided by

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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.