Fact sheet: SEI Gbl Mgd Vol

Fund information
Fund name
SEI Global Managed Volatility Hedged Wealth A Dis GBP
Fund manager company
SEI Global Masters Fund Plc
Fund type
OEIC
Fund manager
No data available.
Fund objective
The investment objective is capital appreciation through investment primarily in equity securities of issuers located in Developed Countries .
Benchmark
  • MSCI World
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
6.2%
1 Year rank in sector
152/471
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.
0.99%
Fund size
£816m
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.
60
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

  • USA54%
    Canada9%
    International9%
    Japan9%
    UK5%
  • Consumer Staples20%
    Health Care17%
    Financials14%
    Utilities9%
    Consumer Discretionary8%
  • US Equities54%
    Canadian Equities9%
    International Equities9%
    Japanese Equities9%
    UK Equities5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2%-1.4%1.5%6.2%29.7%75.7%
Sector3.1%-0.2%4.6%4.5%15.7%52.9%
Rank within sector263 / 500308 / 496311 / 486152 / 471108 / 38474 / 287
Quartile3rd3rd3rd2nd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund6.5%4.9%13.8%23.6%10.2%
Sector5.8%0.7%6%21.3%12.7%
Rank within sector185 / 475130 / 42781 / 387148 / 338231 / 289
Quartile2nd2nd1st2nd4th
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.
5.58
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.
0.63
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.
0.73
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%.
6.98
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.
5.15
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.
0.75
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.
0.72
Price movement
52 week high18.19
52 week low15.89
Current bid price-
Current offer price-
Current mid price17.8
Region
1USA54%
2Canada9%
3International9%
4Japan9%
5UK5%
6Switzerland4%
7Australia2%
8Germany2%
9Hong Kong2%
Industry sector
1Consumer Staples20%
2Health Care17%
3Financials14%
4Utilities9%
5Consumer Discretionary8%
6Industrials7%
7Telecommunications7%
8Information Technology6%
9Others5%
Asset type
1US Equities54%
2Canadian Equities9%
3International Equities9%
4Japanese Equities9%
5UK Equities5%
6Swiss Equities4%
7Australian Equities2%
8German Equities2%
9Hong Kong Equities2%
Individual holdings
1JOHNSON & JOHNSON1.86%
2WAL-MART STORES INC1.59%
3PFIZER INC1.44%
4AT&T INC1.42%
5MERCK & CO INC(NEW)1.35%
6BERKSHIRE HATHAWAY INC1.1%
7ALTRIA GROUP INC0.95%
8NIPPON TELEGRAPH & TELEPHONE CORP0.93%
9WASTE MANAGEMENT INC0.88%
Management
Fund manager group
SEI
Fund manager company
SEI Global Masters Fund Plc
Fund type
OEIC
Fund objective
The investment objective is capital appreciation through investment primarily in equity securities of issuers located in Developed Countries .
Benchmark
  • MSCI World
Investment style
Growth
Investment method
Shares
Fund manager
No data available.
Compliance
Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Ireland, Offshore, South Africa
SEI Global Managed Volatility A Inst Dis 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 price10.02
CurrencyEUR
Price updated06/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeNCSU
SEI Global Managed Volatility A Inst 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 price10.06
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNCST
SEI Global Managed Volatility DS
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 price10.36
CurrencyUSD
Price updated06/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMEIU
SEI Global Managed Volatility H Inst Dis 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 price9.81
CurrencyGBP
Price updated06/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeNCSS
SEI Global Managed Volatility H Inst 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 price9.86
CurrencyGBP
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNCSR
SEI Global Managed Volatility Hedged Wealth A Dis GBP
Initial charge-
Annual charge0.9%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.99%
Total expense ratio (TER)1.1%
Bid price-
Offer price-
Mid price17.8
CurrencyGBP
Price updated06/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeGVB5
SEI Global Managed Volatility Inst USD
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 price17.91
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeH887
SEI Global Managed Volatility Investor Acc USD
Initial charge-
Annual charge-
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyUSD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN5HU
SEI Global Managed Volatility Investor Inc USD
Initial charge-
Annual charge-
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyUSD
Price updated01/01/1900
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeN5HV
SEI Global Managed Volatility Wealth A Dis USD
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.55
CurrencyUSD
Price updated06/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeKJAU
SEI Global Managed Volatility Wealth A Inc GBP
Initial charge-
Annual charge0.9%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price14.3
CurrencyGBP
Price updated06/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeJ8LT
SEI Global Managed Volatility Wealth A USD
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.03
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKJAT
Data provided by

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