Fact sheet: EDRF Gbl Val

Fund information
Fund name
EDRF Global Value R EUR
Fund manager company
Edmond de Rothschild Asset Man
Fund type
Offshore Fund
Fund managers
  • Christophe Foliotsince 08/06/2008
  • Adeline Salat Barouxsince 08/06/2008
Fund objective
The objective is to grow its net assets by selecting stocks that are listed primarily on the international equity markets, and to outperform the MSCI World index, over the recommended investment period.
Benchmark
  • MSCI World
Investment style
Active,Value
Investment method
Shares
Quick stats
1 Year return
4.1%
1 Year rank in sector
149/471
Sector
FO Equity - International
Yield
-
Fund size
£221m (£309m 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.
126
Top in this sector
Fund name1 Year
Heptagon Kprnk GblAlCpEq38.4%
Schroder ISF Gbl Rec34%
Dodge & Cox Gbl Stk32.2%
Dimensional Gbl Small Cos29.1%
GS Global SmCap Core Eq28.8%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • North America56.4%
    Not Specified18.9%
    Asia Pacific ex Japan11.1%
    Europe7.5%
    Money Market6.1%
  • Financials20.8%
    Consumer Discretionary17%
    Energy12.6%
    Information Technology10.1%
    Health Care9.1%
  • North American Equities56.4%
    International Equities18.9%
    Asia Pacific ex Japan Equities11.1%
    European Equities7.5%
    Money Market6.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund9%10.5%16.4%4.1%23.7%86.8%
Sector0.6%0.5%4.8%3.3%14%53.6%
Rank within sector2 / 4993 / 49644 / 486149 / 471123 / 38345 / 287
Quartile1st1st1st2nd2nd1st
Calendar performance
 YTD - 20162015201420132012
Fund12.6%-6.5%16.7%31.3%13.4%
Sector5.4%0.7%6%21.3%12.7%
Rank within sector89 / 475394 / 42748 / 38741 / 338153 / 289
Quartile1st4th1st1st3rd
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.
-0.79
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.
1.38
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.
0.12
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%.
14.78
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.
7.79
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.
0.07
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.
0.79
Price movement
52 week high198.63
52 week low136.9
Current bid price-
Current offer price-
Current mid price198.63
Region
1North America56.4%
2Not Specified18.9%
3Asia Pacific ex Japan11.1%
4Europe7.5%
5Money Market6.1%
Industry sector
1Financials20.8%
2Consumer Discretionary17%
3Energy12.6%
4Information Technology10.1%
5Health Care9.1%
6Materials8.2%
7Industrials7.5%
8Money Market6.1%
9Telecommunications3.4%
Asset type
1North American Equities56.4%
2International Equities18.9%
3Asia Pacific ex Japan Equities11.1%
4European Equities7.5%
5Money Market6.1%
Individual holdings
1CITIGROUP INC4.9%
2JPMORGAN CHASE & CO4.3%
3BANK OF AMERICA CORP3.9%
4METLIFE INC3.8%
5ANADARKO PETROLEUM CORP3.3%
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 grow its net assets by selecting stocks that are listed primarily on the international equity markets, and to outperform the MSCI World index, over the recommended investment period.
Benchmark
  • MSCI World
Investment style
Active,Value
Investment method
Shares
Fund managers
NameSinceBiography
Christophe Foliot08/06/2008Christophe Foliot joined Edmond de Rothschild Asset Management in September 2003. He began his career in 1994 at Knight-Ridder Inc. in New York, before joining Banques Vernes in 1995 as a buy-side analyst. In 1999, Christophe moved to BNP Paribas Asset Management, first as an analyst before heading North American fundamental equity management. Christophe holds both the CFA and SFAF (French equivalent) diplomas. He also holds an MBA from the City University of New York (Baruch College).
Adeline Salat Baroux08/06/2008A graduate of the Institu d' Informatique d' Enterprise in Paris and certified by the French financial analysts association, SFAF she began her career at BNP Paribas Asset Management in 1995 as an International bond fund manager and then an equity fund manager from 2000. Adeline joined the international equity team at Edmond de Rothschild Asset Management in September 2007 to manage PremiumSphere, investing in luxury - a sector she managed at BNP PAM.
Compliance
Transparent for Austrian 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
EDRF Global Value A EUR
Initial charge3%
Annual charge1.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price197.23
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDXX7
EDRF Global Value A USD
Initial charge3%
Annual charge1.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price152.22
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG2E4
EDRF Global Value B EUR
Initial charge3%
Annual charge1.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price144.32
CurrencyEUR
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeE7DT
EDRF Global Value C EUR
Initial charge3%
Annual charge0.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price99.25
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFW3P
EDRF Global Value 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 price21313.53
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDXX8
EDRF Global Value K EUR
Initial charge-
Annual charge0.85%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.45%
Bid price-
Offer price-
Mid price302.13
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEDY6
EDRF Global Value 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 price109.56
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM2JF
EDRF Global Value R EUR
Initial charge3%
Annual charge2.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price198.63
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG2E5
Data provided by

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