Fact sheet: JI Favourite Equity

Fund information
Fund name
JI Favourite Equity
Fund manager company
Jyske Invest International
Fund type
No data available.
Fund manager
  • Jakob Greisensince 01/01/2006
Fund objective
To generate a return which exceeds that of the world equity market as measured by MSCI World inclusive of dividend. Assets are invested independently of so called benchmarks, i.e. the choice of assets as well as the fund return may fluctuate considerably compared with the market average - we primarily apply benchmarks to manage overall portfolio risk and measure performance
Benchmark
  • MSCI AC World
Investment style
Concentrated
Investment method
Shares
Quick stats
1 Year return
-3.2%
1 Year rank in sector
414/471
Sector
FO Equity - International
Yield
-
Fund size
£52m
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.
103
Top in this sector
Fund name1 Year
Heptagon Kprnk GblAlCpEq41.2%
Schroder ISF Gbl Rec34.3%
Dodge & Cox Gbl Stk31.1%
Morg Stnly Global Discovery28.8%
Vanguard Gbl Small-Cap Idx28.8%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • North America47.8%
    Europe29.2%
    Asia15.3%
    Latin America4.8%
    Far East3%
  • Financials23.9%
    Information Technology21%
    Consumer Discretionary14.5%
    Consumer Goods14.2%
    Health Care13.4%
  • North American Equities47.8%
    European Equities29.2%
    Asia Pacific Equities18.3%
    American Emerging Equities4.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund5.2%1.3%4.3%-3.2%33.7%75.3%
Sector2.2%-0.7%4%4%15.1%51.4%
Rank within sector100 / 500146 / 496214 / 486414 / 47188 / 38475 / 287
Quartile1st2nd2nd4th1st2nd
Calendar performance
 YTD - 20162015201420132012
Fund-3.2%15.5%17.3%20.2%9.6%
Sector4.8%0.7%6%21.3%12.7%
Rank within sector438 / 47512 / 42744 / 387221 / 338237 / 289
Quartile4th1st1st3rd4th
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.
4.64
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.
1.16
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.
0.46
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%.
13.46
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.
7.87
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.
0.63
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.
0.67
Price movement
52 week high127.08
52 week low101.02
Current bid price-
Current offer price-
Current mid price120.92
Region
1North America47.78%
2Europe29.15%
3Asia15.27%
4Latin America4.77%
5Far East3.04%
Industry sector
1Financials23.85%
2Information Technology21%
3Consumer Discretionary14.45%
4Consumer Goods14.21%
5Health Care13.36%
6Industrials9.11%
7Energy4.02%
Asset type
1North American Equities47.78%
2European Equities29.15%
3Asia Pacific Equities18.3%
4American Emerging Equities4.77%
Individual holdings
1ALPHABET INC4.78%
2ROYAL DUTCH SHELL4.46%
3HONEYWELL INTERNATIONAL INC4.13%
4JOHNSON & JOHNSON3.85%
5JPMORGAN CHASE & CO3.83%
6STARBUCKS CORP3.33%
7SAP SE3.27%
8FACEBOOK INC3.26%
9ASAHI GROUP HLDGS LTD3.24%
Management
Fund manager group
Jyske Invest International
Fund manager company
Jyske Invest International
Fund type
No data available.
Fund objective
To generate a return which exceeds that of the world equity market as measured by MSCI World inclusive of dividend. Assets are invested independently of so called benchmarks, i.e. the choice of assets as well as the fund return may fluctuate considerably compared with the market average - we primarily apply benchmarks to manage overall portfolio risk and measure performance
Benchmark
  • MSCI AC World
Investment style
Concentrated
Investment method
Shares
Fund manager
NameSinceBiography
Jakob Greisen01/01/2006Jakob Greisen holds a Master Degree in finance from Aarhus School of Business. He started his career in Jyske Bank as an equity analyst. Since December 2002 Jakob Greisen has been the lead Portfolio Manager of the global stock picking fund Jyske Invest Favourite Equities/Jyske Invest Aggressive Strategy. The fund has been among the very best Global Large Cap funds in Europe over the last 3 years. Jakob Greisen was a professional golf player on the European Tour and the European Challenge Tour prior to his civil career.
Compliance
Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Germany, Denmark, Spain, France, United Kingdom, Gibraltar, Luxembourg, Netherlands, Norway, Sweden
JI Favourite Equity
Initial charge-
Annual charge1.4%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.69%
Bid price-
Offer price-
Mid price120.92
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJV72
Data provided by

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