Fact sheet: Lazard Gbl Mgd Vol

Fund information
Fund name
Lazard Global Managed Volatility Inst
Fund manager company
Lazard (IRL)
Fund type
No data available.
Fund managers
  • Susanne Willumsen and Teamsince 01/08/2014
Fund objective
To seek long-term capital growth through investment in an actively managed, long-only equity portfolio.
Benchmark
No data available.
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
12.2%
1 Year rank in sector
131/470
Sector
FO Equity - International
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
0.92%
Fund size
£164m
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.
86
Top in this sector
Fund name1 Year
Heptagon Kprnk GblAlCpEq49%
Sanlam Prv Wlt Glbl HgQul41.7%
Veritas Global Equity Income36.4%
T. Rowe Price GblFcsGrEq36.2%
SKAGEN Focus35.5%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • North America60.4%
    Asia Pacific ex Japan14%
    Japan9.1%
    Continental Europe8.3%
    UK6.4%
  • Financials17.6%
    Consumer Staples14.9%
    Consumer Discretionary14.7%
    Health Care12.2%
    Industrials9.9%
  • North American Equities60.4%
    Asia Pacific ex Japan Equities14%
    Japanese Equities9.1%
    European Equities8.3%
    UK Equities6.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.9%2.4%4.3%12.2%27%-
Sector0.2%5.5%7.1%7.5%18%63.5%
Rank within sector425 / 494401 / 489373 / 482131 / 470116 / 372-
Quartile4th4th4th2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund6.4%1.6%12.9%20.3%9.5%
Sector5.6%0.7%6%21.3%12.7%
Rank within sector172 / 478207 / 43294 / 389219 / 343249 / 297
Quartile2nd2nd1st3rd4th
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.
3.58
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.
0.86
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.
0.68
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%.
9.64
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.
4.87
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.
0.51
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.
0.77
Price movement
52 week high166.75
52 week low141.66
Current bid price-
Current offer price-
Current mid price164.43
Region
1North America60.4%
2Asia Pacific ex Japan14%
3Japan9.1%
4Continental Europe8.3%
5UK6.4%
6Middle East1.2%
7Money Market0.6%
Industry sector
1Financials17.6%
2Consumer Staples14.9%
3Consumer Discretionary14.7%
4Health Care12.2%
5Industrials9.9%
6Utilities9.5%
7Information Technology7.2%
8Telecommunications Utilities6.6%
9Materials4.8%
Asset type
1North American Equities60.4%
2Asia Pacific ex Japan Equities14%
3Japanese Equities9.1%
4European Equities8.3%
5UK Equities6.4%
6Middle East & African Equities1.2%
7Money Market0.6%
Individual holdings
1AT&T INC1.8%
2JOHNSON & JOHNSON1.7%
3LINK REAL ESTATE INVESTMENT TRUST UNITS1.7%
4CSL1.6%
53M CO1.5%
6AMERICAN ELECTRIC POWER CO INC1.5%
7PEPSICO INC1.5%
8SOUTHERN COMPANY1.5%
9VERIZON COMMUNICATIONS INC1.5%
Management
Fund manager group
Lazard
Fund manager company
Lazard (IRL)
Fund type
No data available.
Fund objective
To seek long-term capital growth through investment in an actively managed, long-only equity portfolio.
Benchmark
No data available.
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
Susanne Willumsen and Team01/08/2014
Compliance
Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Ireland, Offshore
Lazard Global Managed Volatility Inst
Initial charge3%
Annual charge0.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.92%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price164.4257
CurrencyUSD
Price updated21/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0PDG
Lazard Global Managed Volatility Inst Acc EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.97%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price105.3385
CurrencyEUR
Price updated21/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN0TK
Lazard Global Managed Volatility Inst Hedged Acc GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.99%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price101.8732
CurrencyGBP
Price updated21/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN7HK
Lazard Global Managed Volatility Inst Inc EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.93%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price103.8833
CurrencyEUR
Price updated21/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeN54O
Lazard Global Managed Volatility Inst Inc USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.93%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price103.8676
CurrencyUSD
Price updated21/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeN6YC
Data provided by

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