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
19%
1 Year rank in sector
222/477
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 (£721m 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.
94
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

  • USA56.4%
    Others10.7%
    Canada6.2%
    Singapore5.8%
    UK5.1%
  • Consumer Discretionary18.8%
    Financials17.4%
    Industrials17%
    Health Care12.2%
    Information Technology10.5%
  • US Equities56.4%
    International Equities10.7%
    Canadian Equities6.2%
    Singapore Equities5.8%
    UK Equities5.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.8%6.6%4.9%19%44.1%85.5%
Sector1.9%4.8%6.2%18.8%17%56.7%
Rank within sector493 / 511144 / 506308 / 497222 / 47754 / 38755 / 288
Quartile4th2nd3rd2nd1st1st
Calendar performance
 YTD - 20172016201520142013
Fund1.2%7.6%8.5%21.2%14.9%
Sector2%7.9%0.7%6%21.3%
Rank within sector400 / 509203 / 47672 / 42323 / 384294 / 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.
7.93
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.
0.89
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.
0.77
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%.
11.35
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.
0.94
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 high455.91
52 week low361.86
Current bid price-
Current offer price-
Current mid price450.5
Region
1USA56.38%
2Others10.68%
3Canada6.18%
4Singapore5.76%
5UK5.05%
6France4.36%
7Hong Kong4.22%
8Japan4.06%
9Australia3.31%
Industry sector
1Consumer Discretionary18.83%
2Financials17.39%
3Industrials16.95%
4Health Care12.17%
5Information Technology10.46%
6Materials8.2%
7Energy7.61%
8Others5.6%
9Consumer Staples2.79%
Asset type
1US Equities56.38%
2International Equities10.68%
3Canadian Equities6.18%
4Singapore Equities5.76%
5UK Equities5.05%
6French Equities4.36%
7Hong Kong Equities4.22%
8Japanese Equities4.06%
9Australian Equities3.31%
Individual holdings
1CANON INC2.17%
2US BANCORP DELAWARE2.02%
3HANG SENG BANK2%
4DARDEN RESTAURANTS INC1.98%
5SIRIUS XM HLDGS INC1.96%
6TORCHMARK CORP1.96%
7AIR LIQUIDE(L`)1.94%
8MASTERCARD INC1.93%
9MERCK & CO INC(NEW)1.83%
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, Transparent for German 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 price129.98
CurrencyCZK
Price updated13/01/2017
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 price450.5
CurrencyEUR
Price updated13/01/2017
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 price4070.27
CurrencyNOK
Price updated13/01/2017
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 price4269.73
CurrencySEK
Price updated13/01/2017
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 price303.57
CurrencyEUR
Price updated13/01/2017
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 price479.47
CurrencyUSD
Price updated13/01/2017
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 price324.62
CurrencyUSD
Price updated13/01/2017
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 price96.85
CurrencyUSD
Price updated13/01/2017
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 price502.1
CurrencyEUR
Price updated13/01/2017
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 price533.48
CurrencyUSD
Price updated13/01/2017
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 price223.45
CurrencyEUR
Price updated13/01/2017
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 price237.42
CurrencyUSD
Price updated13/01/2017
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 price176.71
CurrencyEUR
Price updated13/01/2017
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 price187.75
CurrencyUSD
Price updated13/01/2017
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

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.