Fact sheet: Mercer LoVolEq

Fund information
Fund name
Mercer Low Volatility Equity M - 3 EUR
Fund manager company
Mercer Global Investment Mgmt
Fund type
OEIC
Fund manager
  • Mercer Global Investments Management Limitedsince 22/05/2011
Fund objective
The portfolio aims to perform in line with the composite benchmark (gross of fees) with absolute volatility 25-30% lower than the MSCI World (NDR) Index over rolling three year periods.
Benchmark
  • MSCI World (NDR)
Investment style
None
Investment method
Shares
Quick stats
1 Year return
5.6%
1 Year rank in sector
165/471
Sector
FO Equity - International
Yield
-
Fund size
£1,160m
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.
88
Top in this sector
Fund name1 Year
Heptagon Kprnk GblAlCpEq46.4%
Schroder ISF Gbl Rec39.4%
Dodge & Cox Gbl Stk34.6%
SKAGEN Focus33.3%
Vanguard Gbl Small-Cap Idx33%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • International88.6%
    Money Market11.4%
  • Others16%
    Information Technology15.7%
    Health Care14.3%
    Consumer Staples14.2%
    Financials9.7%
  • International Equities88.6%
    Money Market11.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.7%1.5%6.3%5.6%49.3%88%
Sector3.1%-0.2%4.6%4.5%15.7%52.9%
Rank within sector145 / 500155 / 496160 / 486165 / 47120 / 38441 / 287
Quartile2nd2nd2nd2nd1st1st
Calendar performance
 YTD - 20162015201420132012
Fund7.3%13.9%20%13.9%8.8%
Sector5.8%0.7%6%21.3%12.7%
Rank within sector160 / 47521 / 42728 / 387307 / 338258 / 289
Quartile2nd1st1st4th4th
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.
10.34
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.
0.77
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.
1.08
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%.
9.72
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.
6.75
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.
1.34
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.
0.56
Price movement
52 week high208.87
52 week low171.38
Current bid price-
Current offer price-
Current mid price205.94
Region
1International88.6%
2Money Market11.4%
Industry sector
1Others16%
2Information Technology15.7%
3Health Care14.3%
4Consumer Staples14.2%
5Financials9.7%
6Industrials8.7%
7Consumer Discretionary8.2%
8Materials4.2%
9Utilities4%
Asset type
1International Equities88.6%
2Money Market11.4%
Individual holdings
1ETFS PHYSICAL GOLD USD2.2%
2ETFS PHYSICAL GOLD USD2.2%
3MICROSOFT CORP2%
4ORACLE CORP2%
5COMCAST CORP(NEW)1.7%
6CVS HEALTH CORP1.3%
7AMERICAN EXPRESS CO1.2%
8APPLE INC1.1%
9CHARTER COMMUNICATIONS INC1.1%
Management
Fund manager group
Mercer Global Investment Mgmt
Fund manager company
Mercer Global Investment Mgmt
Fund type
OEIC
Fund objective
The portfolio aims to perform in line with the composite benchmark (gross of fees) with absolute volatility 25-30% lower than the MSCI World (NDR) Index over rolling three year periods.
Benchmark
  • MSCI World (NDR)
Investment style
None
Investment method
Shares
Fund manager
NameSinceBiography
Mercer Global Investments Management Limited22/05/2011
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Ireland, Offshore
Mercer Low Volatility Equity M - 1 EUR
Initial charge-
Annual charge0.8%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price106.86
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN54P
Mercer Low Volatility Equity M - 3 EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price205.94
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code098O
Mercer Low Volatility Equity M - 3 GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price184.81
CurrencyGBP
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code09C2
Mercer Low Volatility Equity M - 3 Hedged EUR
Initial charge3%
Annual charge1.05%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price114.78
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKMUT
Mercer Low Volatility Equity M - 3 Hedged GBP
Initial charge3%
Annual charge1.05%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price133.77
CurrencyGBP
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJFRC
Mercer Low Volatility Equity M - 3 Inc GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price149.66
CurrencyGBP
Price updated06/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeK3JB
Mercer Low Volatility Equity M - 5 GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price182.68
CurrencyGBP
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code09C3
Mercer Low Volatility Equity M - 5 Hedged GBP
Initial charge3%
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price132.89
CurrencyGBP
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJFRD
Mercer Low Volatility Equity M - 5 USD
Initial charge3%
Annual charge1.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price135.17
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGTSE
Mercer Low Volatility Equity M-1 Hedged Acc EUR
Initial charge-
Annual charge0.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price111.65
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMYIW
Mercer Low Volatility Equity M-7 GBP
Initial charge-
Annual charge1.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price150.98
CurrencyGBP
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeK3PG
Mercer Low Volatility Equity M-7 Hedged GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price125.87
CurrencyGBP
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeK3PH
Mercer Low Volatility Equity Z - 1 EUR
Initial charge3%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price166.72
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIBQN
Data provided by

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