Fact sheet: Parvest EqWdLowVol

Fund information
Fund name
Parvest Equity World Low Volatility Classic Cap EUR
Fund manager company
BNP Paribas Invest Partners Lu
Fund type
Offshore Fund
Fund managers
  • Laurent Lagardesince 20/05/2013
Fund objective
Increase the value of its assets the medium term.The sub-fund is managed to maximise absolute return whilst having a volatility which is lower than capitalisation weighted global equity indices.
Benchmark
  • MSCI World
Investment style
None
Investment method
Shares
Quick stats
1 Year return
3.2%
1 Year rank in sector
212/471
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.
1.97%
Fund size
£634m (£677m last year)
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.
91
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

  • USA54.9%
    Others11.6%
    Singapore6.1%
    Canada6%
    UK5.8%
  • Consumer Discretionary19%
    Financials17.7%
    Industrials17.1%
    Health Care13.9%
    Information Technology8.8%
  • US Equities54.9%
    International Equities11.6%
    Singapore Equities6.1%
    Canadian Equities6%
    UK Equities5.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund6.8%1.4%5.5%3.2%42.5%79.2%
Sector2.2%-0.7%4%4%15.1%51.4%
Rank within sector53 / 500141 / 496180 / 486212 / 47143 / 38466 / 287
Quartile1st2nd2nd2nd1st1st
Calendar performance
 YTD - 20162015201420132012
Fund5.2%8.5%21.2%14.9%12.6%
Sector4.8%0.7%6%21.3%12.7%
Rank within sector190 / 47569 / 42722 / 387298 / 338175 / 289
Quartile2nd1st1st4th3rd
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.
7.92
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.
0.9
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.
0.75
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%.
11.34
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.
7.54
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.
0.95
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 high441
52 week low361.86
Current bid price-
Current offer price-
Current mid price435.2
Region
1USA54.88%
2Others11.55%
3Singapore6.13%
4Canada6.04%
5UK5.79%
6France4.5%
7Japan3.87%
8Hong Kong3.77%
9Australia3.47%
Industry sector
1Consumer Discretionary18.98%
2Financials17.71%
3Industrials17.05%
4Health Care13.85%
5Information Technology8.76%
6Materials7.46%
7Energy7.36%
8Others5.81%
9Consumer Staples3.03%
Asset type
1US Equities54.88%
2International Equities11.55%
3Singapore Equities6.13%
4Canadian Equities6.04%
5UK Equities5.79%
6French Equities4.5%
7Japanese Equities3.87%
8Hong Kong Equities3.77%
9Australian Equities3.47%
Individual holdings
1MASTERCARD INC2.04%
2SIRIUS XM HLDGS INC2.03%
3US BANCORP DELAWARE1.92%
4TORCHMARK CORP1.91%
5AIR LIQUIDE(L`)1.9%
6CANON INC1.89%
7TONEN GENERAL SEKIYU KK1.88%
8MERCK & CO INC(NEW)1.83%
9THERMO FISHER SCIENTIFIC INC1.81%
Management
Fund manager group
BNP Paribas Invest Partners
Fund manager company
BNP Paribas Invest Partners Lu
Fund type
Offshore Fund
Fund objective
Increase the value of its assets the medium term.The sub-fund is managed to maximise absolute return whilst having a volatility which is lower than capitalisation weighted global equity indices.
Benchmark
  • MSCI World
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
Laurent Lagarde20/05/2013
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant, MAS Unrestricted Scheme
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Chile, Cyprus, Czech Republic, Germany, Denmark, Spain, Finland, France, United Kingdom, Greece, Hong Kong, Ireland, Italy, Republic Of Korea, Luxembourg, Macau, Malta, Netherlands, Norway, Offshore, Poland, Portugal, Singapore, Slovakia, Sweden, Taiwan - Province Of China
Parvest Equity World Low Volatility Classic Cap CZK
Initial charge3%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.97%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price125.82
CurrencyCZK
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFLZF
Parvest Equity World Low Volatility Classic Cap CZK EUR
Initial charge3%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.97%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price4.09
CurrencyEUR
Price updated30/09/2015
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFLZG
Parvest Equity World Low Volatility Classic Cap EUR
Initial charge3%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.97%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price435.2
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFW59
Parvest Equity World Low Volatility Classic Cap EUR NOK
Initial charge3%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.97%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price3908.2
CurrencyNOK
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFFJ3
Parvest Equity World Low Volatility Classic Cap EUR SEK
Initial charge3%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.97%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price4267.9
CurrencySEK
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeETZ3
Parvest Equity World Low Volatility Classic Dis EUR
Initial charge3%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.97%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price293.27
CurrencyEUR
Price updated02/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFS61
Parvest Equity World Low Volatility Classic Dis EUR USD
Initial charge3%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.97%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price291.02
CurrencyUSD
Price updated13/05/2013
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeDTQ1
Parvest Equity World Low Volatility Classic USD Cap EUR
Initial charge3%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.97%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price383.78
CurrencyEUR
Price updated30/09/2015
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF4CE
Parvest Equity World Low Volatility Classic USD Cap USD
Initial charge3%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.97%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price464.76
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF3ZF
Parvest Equity World Low Volatility Classic USD Dis USD
Initial charge3%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.97%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price314.66
CurrencyUSD
Price updated02/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF3ZG
Parvest Equity World Low Volatility Classic USD MD Dis USD
Initial charge3%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.98%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price94.1
CurrencyUSD
Price updated02/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFTTP
Parvest Equity World Low Volatility Classic USD MD Dis USD EUR
Initial charge3%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.98%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price80.38
CurrencyEUR
Price updated30/09/2015
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFTTO
Parvest Equity World Low Volatility I Cap EUR
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.96%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price484.52
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDTQ2
Parvest Equity World Low Volatility I Cap GBP
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.96%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price282.99
CurrencyGBP
Price updated14/05/2013
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFFJ4
Parvest Equity World Low Volatility I Cap USD
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.96%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price516.52
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDTQ3
Parvest Equity World Low Volatility N Cap EUR
Initial charge-
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.72%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price216.06
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDTP8
Parvest Equity World Low Volatility N Cap USD
Initial charge-
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.72%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price230.33
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDTP9
Parvest Equity World Low Volatility Privilege Cap EUR
Initial charge3%
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.22%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price170.57
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG14X
Parvest Equity World Low Volatility Privilege Cap USD
Initial charge3%
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.22%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price181.84
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG14Y
Parvest Equity World Low Volatility Privilege Dis EUR
Initial charge3%
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price124.78
CurrencyEUR
Price updated14/09/2015
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFFTX
Parvest Equity World Low Volatility X Cap EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.36%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price165.1
CurrencyEUR
Price updated23/10/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF4CG
Parvest Equity World Low Volatility X Cap USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.36%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price183.83
CurrencyUSD
Price updated28/08/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF3ZH
Data provided by

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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.