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 investment objective of the Sub-Fund is to seek long term growth of capital and income.
Benchmark
  • MSCI World (NDR)
Investment style
None
Investment method
Shares
Quick stats
1 Year return
20.1%
1 Year rank in sector
195/477
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.
89
Top in this sector
Fund name1 Year
Heptagon Kprnk GblAlCpEq82.3%
SKAGEN Focus58.3%
Dodge & Cox Gbl Stk57.7%
Schroder ISF Gbl Rec56.5%
Morg Stnly Global Discovery52.3%
...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
Fund0.1%6.8%6.2%20.1%50.2%83.9%
Sector1.9%4.8%6.2%18.8%17%56.7%
Rank within sector450 / 511130 / 506260 / 497195 / 47730 / 38758 / 288
Quartile4th2nd3rd2nd1st1st
Calendar performance
 YTD - 20172016201520142013
Fund1.1%10.2%13.9%20%13.9%
Sector2%7.9%0.7%6%21.3%
Rank within sector403 / 509142 / 47622 / 42329 / 384303 / 334
Quartile4th2nd1st1st4th
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.
10.7
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.
1.14
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.
6.7
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.
1.4
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.
0.57
Price movement
52 week high216.2
52 week low171.38
Current bid price-
Current offer price-
Current mid price213.9
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 investment objective of the Sub-Fund is to seek long term growth of capital and income.
Benchmark
  • MSCI World (NDR)
Investment style
None
Investment method
Shares
Fund manager
NameSinceBiography
Mercer Global Investments Management Limited22/05/2011
Compliance
UCITS IV Compliant, UCITS V 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 price111.02
CurrencyEUR
Price updated13/01/2017
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 price213.9
CurrencyEUR
Price updated13/01/2017
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 price198.33
CurrencyGBP
Price updated13/01/2017
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 price118.23
CurrencyEUR
Price updated13/01/2017
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 price138.02
CurrencyGBP
Price updated13/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJFRC
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 price196
CurrencyGBP
Price updated13/01/2017
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 price137.08
CurrencyGBP
Price updated13/01/2017
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 price138.94
CurrencyUSD
Price updated13/01/2017
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 price115.03
CurrencyEUR
Price updated13/01/2017
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 price161.95
CurrencyGBP
Price updated13/01/2017
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 price129.82
CurrencyGBP
Price updated13/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeK3PH
Mercer Low Volatility Equity M-8 GBP
Initial charge-
Annual charge0.56%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price105.52
CurrencyGBP
Price updated13/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNOCL
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 price173.34
CurrencyEUR
Price updated13/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIBQN
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.