Fact sheet: EV Intl Parametric EmMkt Cr

Fund information
Fund name
EV Intl Parametric Emerging Markets Core A2 USD
Fund manager company
Eaton Vance International Irel
Fund type
No data available.
Fund managers
  • Thomas Setosince 30/01/2012
  • David M Steinsince 30/01/2012
  • Timothy W. Atwillsince 30/01/2012
Fund objective
The Fund seeks to capture gains through systematic rebalancing, while providing diversified exposure to as many as 25 different countries. The Fund also seeks to maintain exposure across key economic sectors.
Benchmark
  • MSCI Emerging Markets Index
Investment style
None
Investment method
Shares
Quick stats
1 Year return
-
1 Year rank in sector
240/258
Sector
FO Equity - Emerging Markets
Yield
-
Fund size
£5m
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.
66
Top in this sector
Fund name1 Year
GAM Star Nth of Sth EM Eq50%
Wells Fargo WW Emg Mkts Eq46%
Templeton BRIC45.2%
T. Rowe Price EmgMktsEq44.8%
Charlemagne Magna New Frontrs44.1%
...more in FO Equity - Emerging Markets

Performance snapshot

Holdings snapshot

  • China10.4%
    Brazil7.7%
    Korea7.7%
    Russia7.6%
    South Africa7%
  • Financials22.4%
    Consumer Staples10.5%
    Telecommunications Utilities10.1%
    Energy10%
    Materials9.7%
  • Chinese Equities10.4%
    Brazilian Equities7.7%
    South Korean Equities7.7%
    Russian Equities7.6%
    South African Equities7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund------
Sector1.1%11.2%12.4%14%-2.8%11.6%
Rank within sector211 / 264257 / 264251 / 260240 / 258111 / 207-
Quartile4th4th4th4th3rd
Calendar performance
 YTD - 20162015201420132012
Fund-----
Sector13.6%-14.3%-1.4%-0.7%14.2%
Rank within sector246 / 2599 / 24396 / 21876 / 192-
Quartile4th1st2nd2nd
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.
-
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.
14.19
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.
-
Price movement
52 week high10
52 week low10
Current bid price-
Current offer price-
Current mid price10
Region
1China10.38%
2Brazil7.71%
3Korea7.71%
4Russia7.56%
5South Africa6.98%
6Mexico6.96%
7Taiwan6.95%
8India6.49%
9Indonesia3.97%
Industry sector
1Financials22.36%
2Consumer Staples10.48%
3Telecommunications Utilities10.07%
4Energy9.97%
5Materials9.73%
6Information Technology9.6%
7Consumer Discretionary8.62%
8Industrials8.5%
9Utilities6.42%
Asset type
1Chinese Equities10.38%
2Brazilian Equities7.71%
3South Korean Equities7.71%
4Russian Equities7.56%
5South African Equities6.98%
6Mexican Equities6.96%
7Taiwanese Equities6.95%
8Indian Equities6.49%
9Indonesian Equities3.97%
Individual holdings
1SBERBANK OF RUSSIA1.57%
2SAMSUNG ELECTRONICS CO1.56%
3CHINA MOBILE LTD1.2%
4NASPERS1.12%
5AMERICA MOVIL SAB DE CV1.04%
6GAZPROM OAO0.9%
7TENCENT HLDGS LTD0.81%
8TELEKOMUNIKASI INDONESIA(PERSERO)0.79%
9LUKOIL OAO0.78%
Management
Fund manager group
Eaton Vance International
Fund manager company
Eaton Vance International Irel
Fund type
No data available.
Fund objective
The Fund seeks to capture gains through systematic rebalancing, while providing diversified exposure to as many as 25 different countries. The Fund also seeks to maintain exposure across key economic sectors.
Benchmark
  • MSCI Emerging Markets Index
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
Thomas Seto30/01/2012Tom is responsible supervising all portfolio management at Parametric, including taxable, tax-exempt, quantitative-active and international strategies. Prior to joining Parametric in 1990, he served as the Head of U.S. Equity Index Investments at Barclays Global Investors. Tom holds an M.B.A. in Finance from the University of Chicago, and a B.S. in Electrical Engineering from the University of Washington.
David M Stein30/01/2012David Stein is chief investment officer of Parametric Portfolio Associates LLC, an investment adviser and majority-owned subsidiary of Eaton Vance Corp., leading the firm's investment, research and technology activities. He maintains a focus on Parametric's intellectual capital, and is dedicated to advancing the art and science of investment management in the presence of taxes. David's experience in the investment industry dates to 1987. Prior to joining Parametric in 1996, he held senior research, development and portfolio management positions at GTE Investment Management Corp., The Vanguard Group and IBM Retirement Funds. He has additional experience as a research scientist with IBM Research Laboratories, where he designed computer hardware and software systems. David earned both a B.S. and an M.S. from the University of Witwatersrand, South Africa, and a Ph.D. in applied mathematics from Harvard University. David holds a number of patents and is published in multiple academic journals, including Mathematics of Operations Research, The Journal of Wealth Management and the Journal of Portfolio Management, among others. He is on the After-Tax Subcommittee of the AIMR-PPS standards committee and on the advisory board of the Journal of Wealth Management.
Timothy W. Atwill30/01/2012Tim Atwill is managing director – investment strategy with Parametric Portfolio Associates, LLC, an investment adviser and majority-owned subsidiary of Eaton Vance Corp. He co-leads Parametric's investment strategy team and is responsible for managing the continued evolution of Parametric’s investment strategies and communicating these strategies to external audiences. Prior to his current role, Tim was affiliated with Russell Investments in their manager research unit, performing due diligence duties for the firm’s consulting clients, and in their trading group, implementing derivative strategies for institutional clients. Previously, he was a non-life actuary and portfolio manager at Safeco Insurance Company.Tim earned a B.A. in mathematics from Reed College and a Ph.D. in mathematics from Dartmouth College. He is a CFA charterholder and holds the FCAS designation from the Casualty Actuarial Society.
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Germany, Spain, Finland, United Kingdom, Ireland, Italy, Netherlands, Offshore, Sweden
EV Intl Parametric Emerging Markets Core A2 USD
Initial charge-
Annual charge1.55%
Min single investment£1,000
Min regular saving£100
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGPHK
EV Intl Parametric Emerging Markets Core I2 USD
Initial charge-
Annual charge0.65%
Min single investment£5,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price10.11
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGPHL
Data provided by

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