Fact sheet: EDRF Eur Val & Yld

Fund information
Fund name
EDRF Europe Value & Yield L GBP
Fund manager company
Edmond de Rothschild Asset Man
Fund type
Offshore Fund
Fund managers
  • Anthony Penelsince 30/12/2005
  • Philippe Lecoqsince 31/10/2008
Fund objective
EdR Europe Value & Yield is invested in European large capitalisations. Along with an active cash management, the sub-fund selects high quality undervalued stocks and/or the ones able to deliver an above average return. Defensive stocks and cash represent at least 50% of the portfolio while financial and cyclical stocks cannot exceed 50%.
Benchmark
  • MSCI Europe
Investment style
Value
Investment method
Shares
Quick stats
1 Year return
17.2%
1 Year rank in sector
61/228
Sector
FO Equity - Europe inc UK
Yield
-
Fund size
£502m (£582m 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.
106
Top in this sector
Fund name1 Year
SPL Parallel Private Equity IC47.7%
EP Pan European Opportunities39.5%
Sparinvest Eurpn Val35.5%
GS Eur CORE Eq Portfolio32.7%
IVI European32.4%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • France35.9%
    UK19.7%
    Germany19.2%
    Finland6.2%
    Netherlands6.2%
  • Financials16.9%
    Industrials16.4%
    Consumer Discretionary13.2%
    Energy11.3%
    Health Care10.1%
  • French Equities35.9%
    UK Equities19.7%
    German Equities19.2%
    Dutch Equities6.2%
    Finnish Equities6.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.2%7.6%5.6%17.2%18.9%54.5%
Sector2.6%8.5%7.4%12.6%15.8%55.2%
Rank within sector206 / 235191 / 235150 / 23461 / 22892 / 197105 / 171
Quartile4th4th3rd2nd2nd3rd
Calendar performance
 YTD - 20172016201520142013
Fund0.6%14.2%8.8%-4.2%23.5%
Sector3.2%-0.6%11.1%4.2%21.1%
Rank within sector220 / 23514 / 227129 / 208178 / 19671 / 182
Quartile4th1st3rd4th2nd
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.
3.61
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.
0.57
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.
0.28
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%.
11.18
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.
10.54
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.
0.1
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.
0.4
Price movement
52 week high1.75
52 week low1.42
Current bid price-
Current offer price-
Current mid price1.7
Region
1France35.9%
2UK19.7%
3Germany19.2%
4Finland6.2%
5Netherlands6.2%
6Italy5.7%
7Sweden2.6%
8Ireland2.5%
9Money Market2%
Industry sector
1Financials16.9%
2Industrials16.4%
3Consumer Discretionary13.2%
4Energy11.3%
5Health Care10.1%
6Telecommunications Utilities9.5%
7Consumer Staples6.4%
8Utilities6.2%
9Information Technology5.5%
Asset type
1French Equities35.9%
2UK Equities19.7%
3German Equities19.2%
4Dutch Equities6.2%
5Finnish Equities6.2%
6Italian Equities5.7%
7Swedish Equities2.6%
8Irish Equities2.5%
9Money Market2%
Individual holdings
1BAE SYSTEMS PLC4.8%
2ROYAL DUTCH SHELL4.6%
3TOTAL SA4.6%
4VINCI SA4.5%
5DEUTSCHE TELEKOM AG4.3%
Management
Fund manager group
No data available.
Fund manager company
Edmond de Rothschild Asset Man
Fund type
Offshore Fund
Fund objective
EdR Europe Value & Yield is invested in European large capitalisations. Along with an active cash management, the sub-fund selects high quality undervalued stocks and/or the ones able to deliver an above average return. Defensive stocks and cash represent at least 50% of the portfolio while financial and cyclical stocks cannot exceed 50%.
Benchmark
  • MSCI Europe
Investment style
Value
Investment method
Shares
Fund managers
NameSinceBiography
Anthony Penel30/12/2005Armed with a Master’s degree in Economics, a graduate diploma in Finance, and a CIIA-SFAF financial analyst’s diploma, Anthony Penel joined EdRAM in September 2008 as a European Equity fund manager. For five years he was a management assistant in the OFI group, before spending five more as an equity fund manager working alongside Philippe Lecoq. He launched, in September 2006, a euro zone equity fund with low relative exposure to sector risk, and a focus on stock-picking.
Philippe Lecoq31/10/2008Philippe Lecoq with an MA in economics from the University of Rennes and a Diploma from the CFAF, the French financial analysts training centre, Philippe Lecoq joined Edmond de Rothschild Asset Management in December 2005 as an European equity fund manager. He spent 15 years at Ofivalmo, first as a buy-side financial analyst, and then as a fund manager from 1998 onward. After runnning a French large cap fund, he managed several general and specialty European equity funds, investing mainly in large capitalisations. In particular, he was in charge of Ofima Cible, a fund specialising in restructuring and Mergers & Acquisitions. from June 1999 to November 2005.
Compliance
Transparent for Austrian Tax, Transparent for German Tax, Reporting Fund Status, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Chile, Germany, Spain, Finland, France, United Kingdom, Italy, Luxembourg, Netherlands, Offshore, Singapore, Sweden, Taiwan - Province Of China
EDRF Europe Value & Yield A EUR
Initial charge3%
Annual charge1.7%
Min single investment£1
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.02%
Bid price-
Offer price-
Mid price116.03
CurrencyEUR
Price updated22/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDXR7
EDRF Europe Value & Yield A USD
Initial charge3%
Annual charge1.7%
Min single investment£1
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.04%
Bid price-
Offer price-
Mid price125.6
CurrencyUSD
Price updated22/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG3W6
EDRF Europe Value & Yield B EUR
Initial charge3%
Annual charge1.7%
Min single investment£1
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.03%
Bid price-
Offer price-
Mid price82.47
CurrencyEUR
Price updated22/02/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeDXR8
EDRF Europe Value & Yield C EUR
Initial charge3%
Annual charge0.85%
Min single investment£1
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price107.06
CurrencyEUR
Price updated22/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE87U
EDRF Europe Value & Yield 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)1.02%
Bid price-
Offer price-
Mid price164.77
CurrencyEUR
Price updated22/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDXR9
EDRF Europe Value & Yield J 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)1.03%
Bid price-
Offer price-
Mid price134.12
CurrencyEUR
Price updated22/02/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code05EB
EDRF Europe Value & Yield L GBP
Initial charge3%
Annual charge0.65%
Min single investment£1
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.84%
Bid price-
Offer price-
Mid price1.7
CurrencyGBP
Price updated22/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKEI3
EDRF Europe Value & Yield 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)0.78%
Bid price-
Offer price-
Mid price115.2
CurrencyEUR
Price updated22/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKZ4O
EDRF Europe Value & Yield O 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)0.69%
Bid price-
Offer price-
Mid price113.72
CurrencyEUR
Price updated22/02/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeKWOG
EDRF Europe Value & Yield R EUR
Initial charge3%
Annual charge2.1%
Min single investment£1
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.32%
Bid price-
Offer price-
Mid price186.03
CurrencyEUR
Price updated22/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEVB3
EDRF Europe Value & Yield R USD
Initial charge3%
Annual charge2.1%
Min single investment£1
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.43%
Bid price-
Offer price-
Mid price109.65
CurrencyUSD
Price updated22/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05EC
Data provided by

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