Fact sheet: EDRF US Value & Yield

Fund information
Fund name
EDRF US Value & Yield L GBP
Fund manager company
Edmond de Rothschild Asset Man
Fund type
Offshore Fund
Fund managers
  • Christophe Foliotsince 31/08/2003
  • Adeline Salat Barouxsince 31/08/2007
Fund objective
The Sub-Fund actively selects undervalued and recovery stocks that have a healthy balance sheet and whose prospects are improving. The Sub-Fund is invested in North American large capitalisations.
Benchmark
  • Standard & Poor's (S&P) 500 Index (Total Return Net)
Investment style
Value
Investment method
Shares
Quick stats
1 Year return
37.6%
1 Year rank in sector
1/35
Sector
FO Equity - North America
Yield
-
Fund size
£1,065m (£855m 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.
133
Top in this sector
Fund name1 Year
EDRF US Value & Yield37.6%
M&G Offshore North Am Div35%
La Mondiale American Equity33.9%
Sanlam FOUR US Div Inc33.5%
Legg Mason Nth America27%
...more in FO Equity - North America

Performance snapshot

Holdings snapshot

  • North America93.4%
    Money Market6.6%
  • Financials22.7%
    Health Care20.4%
    Energy15.9%
    Industrials9.9%
    Information Technology9%
  • North American Equities93.4%
    Money Market6.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-4.6%-3.4%12.9%37.6%49.3%112.7%
Sector-1.8%2.1%9.1%18.7%31%69.9%
Rank within sector34 / 3836 / 385 / 381 / 359 / 28-
Quartile4th4th1st1st2nd
Calendar performance
 YTD - 20172016201520142013
Fund-1.7%46.2%-8.1%15.4%41.9%
Sector3.2%14.8%-0.8%12.9%29.7%
Rank within sector36 / 382 / 3530 / 3211 / 282 / 27
Quartile4th1st4th2nd1st
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.
5.96
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
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.
1.02
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%.
12.83
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.
7.5
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.
0.76
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.
0.65
Price movement
52 week high2.43
52 week low1.6
Current bid price-
Current offer price-
Current mid price2.27
Region
1North America93.4%
2Money Market6.6%
Industry sector
1Financials22.7%
2Health Care20.4%
3Energy15.9%
4Industrials9.9%
5Information Technology9%
6Materials8.1%
7Money Market6.6%
8Consumer Discretionary3.2%
9Real Estate2.1%
Asset type
1North American Equities93.4%
2Money Market6.6%
Individual holdings
1BANK OF AMERICA CORP5.2%
2METLIFE INC4.9%
3JPMORGAN CHASE & CO4.3%
4ALLERGAN PLC4%
5CHEVRON CORP4%
Management
Fund manager group
No data available.
Fund manager company
Edmond de Rothschild Asset Man
Fund type
Offshore Fund
Fund objective
The Sub-Fund actively selects undervalued and recovery stocks that have a healthy balance sheet and whose prospects are improving. The Sub-Fund is invested in North American large capitalisations.
Benchmark
  • Standard & Poor's (S&P) 500 Index (Total Return Net)
Investment style
Value
Investment method
Shares
Fund managers
NameSinceBiography
Christophe Foliot31/08/2003Christophe 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 Baroux31/08/2007A 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, Transparent for German Tax, Reporting Fund Status, UCITS IV Compliant, 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 US 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)2.05%
Bid price-
Offer price-
Mid price219.71
CurrencyEUR
Price updated21/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDXQ4
EDRF US Value & Yield A H EUR
Initial charge3%
Annual charge1.7%
Min single investment£1
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.06%
Bid price-
Offer price-
Mid price152.6
CurrencyEUR
Price updated21/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDXQ7
EDRF US 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)2.07%
Bid price-
Offer price-
Mid price205.14
CurrencyUSD
Price updated21/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG4Q5
EDRF US 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)2.08%
Bid price-
Offer price-
Mid price192.85
CurrencyEUR
Price updated21/03/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeDXQ5
EDRF US 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 price98.13
CurrencyEUR
Price updated21/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC29E
EDRF US 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)1.03%
Bid price-
Offer price-
Mid price265.4
CurrencyEUR
Price updated21/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDXQ6
EDRF US Value & Yield I H 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)1.06%
Bid price-
Offer price-
Mid price147.71
CurrencyEUR
Price updated21/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeI7IC
EDRF US Value & Yield I USD
Initial charge-
Annual charge0.75%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.99%
Bid price-
Offer price-
Mid price199.48
CurrencyUSD
Price updated21/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMCI3
EDRF US 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)1.05%
Bid price-
Offer price-
Mid price205.5
CurrencyEUR
Price updated21/03/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code05ED
EDRF US Value & Yield J H 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)1.05%
Bid price-
Offer price-
Mid price101.67
CurrencyEUR
Price updated21/03/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeKTAA
EDRF US Value & Yield 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)1.2%
Bid price-
Offer price-
Mid price329.22
CurrencyEUR
Price updated21/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEUG9
EDRF US 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)0.76%
Bid price-
Offer price-
Mid price2.27
CurrencyGBP
Price updated21/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG73A
EDRF US 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)0.8%
Bid price-
Offer price-
Mid price114.62
CurrencyEUR
Price updated21/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM49I
EDRF US Value & Yield N H USD
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 price137.86
CurrencyUSD
Price updated21/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE7DU
EDRF US 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)-
Bid price-
Offer price-
Mid price96.24
CurrencyEUR
Price updated21/03/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeNR3V
EDRF US 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)2.45%
Bid price-
Offer price-
Mid price309.09
CurrencyEUR
Price updated21/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEVB2
EDRF US 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)2.39%
Bid price-
Offer price-
Mid price158.92
CurrencyUSD
Price updated21/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05EE
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