Fact sheet: EDRF US Vle&Yld

Fund information
Fund name
EDRF US Value & Yield R EUR
Fund manager company
Edmond de Rothschild Asset Man
Fund type
Offshore Fund
Fund managers
  • Christophe Foliotsince 18/07/2011
  • Adeline Salat Barouxsince 18/07/2011
Fund objective
The objective is to optimise performance by predominantly selecting North-American securities that are likely to reduce their discount relative to their business sector or the market on which they are listed.
Benchmark
  • S&P 500 USD
Investment style
Value
Investment method
Shares
Quick stats
1 Year return
14.7%
1 Year rank in sector
23/37
Sector
FO Equity - North America
Yield
-
Fund size
£827m (£1,476m 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.
118
Top in this sector
Fund name1 Year
Sanlam FOUR US Div Inc46.2%
M&G Offshore North Am Div39.9%
La Mondiale American Equity31.4%
Lloyds North American31%
Legg Mason Nth America28.8%
...more in FO Equity - North America

Performance snapshot

Holdings snapshot

  • North America94.7%
    Money Market5.3%
  • Financials29.4%
    Energy12.1%
    Information Technology11.3%
    Materials10.3%
    Industrials10%
  • North American Equities94.7%
    Money Market5.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.3%8.3%13.4%14.7%33.3%112.9%
Sector-0%6.5%9.3%16.2%31.5%88%
Rank within sector33 / 3911 / 3810 / 3723 / 3713 / 298 / 23
Quartile4th2nd2nd3rd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund8.4%-4.8%21%32.5%13.2%
Sector8.9%-0.8%12.9%29.7%8.8%
Rank within sector11 / 3732 / 358 / 3110 / 294 / 25
Quartile2nd4th2nd2nd1st
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.
-1.47
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.
1.21
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.
0.5
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%.
14.82
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.
7.9
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.
0.03
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.
0.74
Price movement
52 week high286.14
52 week low200.06
Current bid price-
Current offer price-
Current mid price278.56
Region
1North America94.7%
2Money Market5.3%
Industry sector
1Financials29.4%
2Energy12.1%
3Information Technology11.3%
4Materials10.3%
5Industrials10%
6Health Care9.3%
7Consumer Discretionary8.7%
8Money Market5.3%
9Utilities2.7%
Asset type
1North American Equities94.7%
2Money Market5.3%
Individual holdings
1BANK OF AMERICA CORP4.9%
2CITIGROUP INC4.8%
3JPMORGAN CHASE & CO4.6%
4METLIFE INC4.5%
5CHEVRON CORP4.2%
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 optimise performance by predominantly selecting North-American securities that are likely to reduce their discount relative to their business sector or the market on which they are listed.
Benchmark
  • S&P 500 USD
Investment style
Value
Investment method
Shares
Fund managers
NameSinceBiography
Christophe Foliot18/07/2011Christophe 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 Baroux18/07/2011A 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 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£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price197.62
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDXQ4
EDRF US Value & Yield A Hedged 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 price143.04
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDXQ7
EDRF US Value & Yield 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 price191.02
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG4Q5
EDRF US Value & Yield 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 price173.47
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeDXQ5
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)2.25%
Bid price-
Offer price-
Mid price237.59
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDXQ6
EDRF US Value & Yield I Hedged 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 price137.69
CurrencyEUR
Price updated28/09/2016
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)-
Bid price-
Offer price-
Mid price184.87
CurrencyUSD
Price updated28/09/2016
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)-
Bid price-
Offer price-
Mid price183.96
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code05ED
EDRF US Value & Yield J Hedged 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 updated28/09/2016
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)2.31%
Bid price-
Offer price-
Mid price294.93
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEUG9
EDRF US Value & Yield L GBP
Initial charge3%
Annual charge0.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price2.02
CurrencyGBP
Price updated28/09/2016
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)-
Bid price-
Offer price-
Mid price102.49
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM49I
EDRF US Value & Yield N Hedged 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 price127.61
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE7DU
EDRF US Value & Yield 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 price278.56
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEVB2
EDRF US Value & Yield R USD
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 price148.27
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05EE
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