Fact sheet: Schroder ISF Erpn Tl Rtn

Fund information
Fund name
Schroder ISF European Total Return Z Acc NAV EUR
Fund manager company
Schroder Investmt Mgt(LUX)S.A.
Fund type
Offshore Fund
Fund manager
  • Nicholette MacDonald-Brownsince 07/03/2012
Fund objective
The fund aims to provide capital growth by investing in equities of European companies. The fund is designed to participate in rising markets whilst aiming to limit losses in falling markets through the tactical use of derivatives, cash and money market instruments. The limitation of losses cannot be guaranteed. The fund invests at least two-thirds of its assets in equities of European companies. The fund aims to limit volatility, whilst also providing some capital protection through the tactical use of derivatives and cash.The fund may use derivatives with the aim of achieving investment gains, reducing risk or managing the fund more efficiently and in particular to limit losses in falling markets. The fund may also hold cash.
Benchmark
  • MSCI Europe
Investment style
Total Return
Investment method
Shares
Quick stats
1 Year return
9.8%
1 Year rank in sector
180/227
Sector
FO Equity - Europe inc UK
Yield
2.8%
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.
1.1%
Fund size
£30m (£33m 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.
80
Top in this sector
Fund name1 Year
SPL Parallel Private Equity IC46.9%
EP Pan European Opportunities33.7%
GS Eur CORE Eq Portfolio32%
Sparinvest Eurpn Val30.2%
IVI European30.1%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • Germany24%
    UK15.4%
    Sweden10.4%
    Switzerland9.8%
    Italy9%
  • Financials21.2%
    Materials16.2%
    Industrials12.5%
    Health Care12.4%
    Consumer Discretionary11.1%
  • German Equities24%
    UK Equities15.4%
    Swedish Equities10.5%
    Swiss Equities9.8%
    Italian Equities9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3%5.9%9.5%9.8%20.3%44.3%
Sector2.9%6.7%11.5%11.9%21.8%63.8%
Rank within sector140 / 234136 / 232187 / 230180 / 227123 / 198154 / 174
Quartile3rd3rd4th4th3rd4th
Calendar performance
 YTD - 20172016201520142013
Fund7.7%0.6%10.4%0.7%14.7%
Sector7.6%-0.6%11.1%4.2%21.1%
Rank within sector129 / 23292 / 224103 / 205151 / 194160 / 180
Quartile3rd2nd3rd4th4th
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.
0.62
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.
0.82
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.
0.19
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%.
10.66
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.
4.21
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.
-0.09
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.
0.89
Price movement
52 week high144.12
52 week low125.37
Current bid price-
Current offer price-
Current mid price144.88
Region
1Germany23.97%
2UK15.36%
3Sweden10.42%
4Switzerland9.83%
5Italy9.05%
6Netherlands7.57%
7France7.39%
8Denmark4.68%
9Not Specified3.77%
Industry sector
1Financials21.2%
2Materials16.21%
3Industrials12.48%
4Health Care12.44%
5Consumer Discretionary11.12%
6Consumer Staples7.11%
7Energy5.15%
8Information Technology4.41%
9Real Estate4.19%
Asset type
1German Equities23.97%
2UK Equities15.36%
3Swedish Equities10.48%
4Swiss Equities9.83%
5Italian Equities9.05%
6Dutch Equities7.57%
7French Equities7.39%
8Danish Equities4.68%
9Belgian Equities3.6%
Individual holdings
1SIKA AG3.84%
2ROCHE HLDG AG3.68%
3BRITISH AMERICAN TOBACCO3.57%
4BASF SE3.2%
5BRENNTAG AG3.08%
6DSM NV3.07%
7KONINKLIJKE PHILIPS NV2.96%
8ENI2.91%
9BAYER AG2.84%
Management
Fund manager group
Schroders
Fund manager company
Schroder Investmt Mgt(LUX)S.A.
Fund type
Offshore Fund
Fund objective
The fund aims to provide capital growth by investing in equities of European companies. The fund is designed to participate in rising markets whilst aiming to limit losses in falling markets through the tactical use of derivatives, cash and money market instruments. The limitation of losses cannot be guaranteed. The fund invests at least two-thirds of its assets in equities of European companies. The fund aims to limit volatility, whilst also providing some capital protection through the tactical use of derivatives and cash.The fund may use derivatives with the aim of achieving investment gains, reducing risk or managing the fund more efficiently and in particular to limit losses in falling markets. The fund may also hold cash.
Benchmark
  • MSCI Europe
Investment style
Total Return
Investment method
Shares
Fund manager
NameSinceBiography
Nicholette MacDonald-Brown07/03/2012Nicholette joined Schroders in August 2011 as a portfolio manager in the European Equity Team. Previously, she spent 11 years at Goldman Sachs where she worked in a variety of roles, most recently as an investment professional for Goldman Sachs Investment Partners, a global multi asset class hedge fund where she was responsible for the European Industrial, Utility, Infrastructure and travel and leisure sectors. Previous roles included research and portfolio management responsibilities for Global and EAFE products, and Co-Head of the European Small Cap Equity Team. Her investment career commenced in 2000. She is a CFA Charterholder and holds a degree in Economics and Politics.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Bulgaria, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Gibraltar, Greece, Hungary, Iceland, Italy, Republic Of Korea, Luxembourg, Netherlands, Norway, Offshore, Poland, Portugal, Sweden
Schroder ISF European Total Return A Acc EUR
Initial charge5%
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.9%
Total expense ratio (TER)2%
Bid price139.0333
Offer price146.3508
Mid price-
CurrencyEUR
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0WD8
Schroder ISF European Total Return A Acc NAV EUR
Initial charge5%
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.9%
Total expense ratio (TER)2%
Bid price-
Offer price-
Mid price139.0333
CurrencyEUR
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0WD9
Schroder ISF European Total Return A Dis EUR
Initial charge5%
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.9%
Total expense ratio (TER)2%
Bid price128.1836
Offer price134.9301
Mid price-
CurrencyEUR
Price updated25/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code0WDA
Schroder ISF European Total Return A Dis GBP
Initial charge5%
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.9%
Total expense ratio (TER)2%
Bid price133.0886
Offer price140.0933
Mid price-
CurrencyGBP
Price updated25/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF1PJ
Schroder ISF European Total Return A Dis NAV EUR
Initial charge5%
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.9%
Total expense ratio (TER)2%
Bid price-
Offer price-
Mid price128.1836
CurrencyEUR
Price updated25/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code0WDB
Schroder ISF European Total Return A Dis NAV GBP
Initial charge5%
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.9%
Total expense ratio (TER)2%
Bid price-
Offer price-
Mid price133.0886
CurrencyGBP
Price updated25/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF1PK
Schroder ISF European Total Return A Hedged Acc NAV USD
Initial charge5%
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.9%
Total expense ratio (TER)2%
Bid price-
Offer price-
Mid price131.6731
CurrencyUSD
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF50R
Schroder ISF European Total Return A Hedged Acc USD
Initial charge5%
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.9%
Total expense ratio (TER)2%
Bid price131.6731
Offer price138.6033
Mid price-
CurrencyUSD
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF50S
Schroder ISF European Total Return A1 Acc EUR
Initial charge4%
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.4%
Total expense ratio (TER)2.5%
Bid price130.8828
Offer price136.3363
Mid price-
CurrencyEUR
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF1PF
Schroder ISF European Total Return A1 Acc NAV EUR
Initial charge4%
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.4%
Total expense ratio (TER)2.5%
Bid price-
Offer price-
Mid price130.8828
CurrencyEUR
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF1PG
Schroder ISF European Total Return B Acc EUR
Initial charge-
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.5%
Total expense ratio (TER)2.6%
Bid price130.3081
Offer price130.3081
Mid price-
CurrencyEUR
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF1PH
Schroder ISF European Total Return B Acc NAV EUR
Initial charge-
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.5%
Total expense ratio (TER)2.6%
Bid price-
Offer price-
Mid price130.3081
CurrencyEUR
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF1PI
Schroder ISF European Total Return C Acc EUR
Initial charge1%
Annual charge1%
Min single investment£500,000
Min regular saving£250,000
Available in ISANo
Ongoing charge (OCF)1.35%
Total expense ratio (TER)1.4%
Bid price143.367
Offer price144.8152
Mid price-
CurrencyEUR
Price updated25/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0WDC
Schroder ISF European Total Return C Acc NAV EUR
Initial charge1%
Annual charge1%
Min single investment£500,000
Min regular saving£250,000
Available in ISANo
Ongoing charge (OCF)1.35%
Total expense ratio (TER)1.4%
Bid price-
Offer price-
Mid price143.367
CurrencyEUR
Price updated25/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0WDD
Schroder ISF European Total Return E Acc EUR
Initial charge1%
Annual charge0.5%
Min single investment£500,000
Min regular saving£250,000
Available in ISANo
Ongoing charge (OCF)0.86%
Total expense ratio (TER)0.9%
Bid price146.6977
Offer price148.1795
Mid price-
CurrencyEUR
Price updated25/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF1TY
Schroder ISF European Total Return E Acc NAV EUR
Initial charge1%
Annual charge0.5%
Min single investment£500,000
Min regular saving£250,000
Available in ISANo
Ongoing charge (OCF)0.86%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price146.6977
CurrencyEUR
Price updated25/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF1RG
Schroder ISF European Total Return E Hedged Acc GBP
Initial charge1%
Annual charge0.5%
Min single investment£500,000
Min regular saving£250,000
Available in ISANo
Ongoing charge (OCF)0.86%
Total expense ratio (TER)0.9%
Bid price147.546
Offer price149.0364
Mid price-
CurrencyGBP
Price updated25/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF1TZ
Schroder ISF European Total Return E Hedged Acc NAV GBP
Initial charge1%
Annual charge0.5%
Min single investment£500,000
Min regular saving£250,000
Available in ISANo
Ongoing charge (OCF)0.86%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price147.546
CurrencyGBP
Price updated25/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF1RH
Schroder ISF European Total Return Z Acc EUR
Initial charge-
Annual charge0.75%
Min single investment£100,000,000
Min regular saving£20,000,000
Available in ISANo
Ongoing charge (OCF)1.1%
Total expense ratio (TER)1.15%
Bid price144.8844
Offer price144.8844
Mid price-
CurrencyEUR
Price updated25/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCZY
Schroder ISF European Total Return Z Acc NAV EUR
Initial charge-
Annual charge0.75%
Min single investment£100,000,000
Min regular saving£20,000,000
Available in ISANo
Ongoing charge (OCF)1.1%
Total expense ratio (TER)1.15%
Bid price-
Offer price-
Mid price144.8844
CurrencyEUR
Price updated25/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCZX
Schroder ISF European Total Return Z Dis EUR
Initial charge-
Annual charge0.75%
Min single investment£100,000,000
Min regular saving£20,000,000
Available in ISANo
Ongoing charge (OCF)1.1%
Total expense ratio (TER)1.15%
Bid price135.1309
Offer price135.1309
Mid price-
CurrencyEUR
Price updated25/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFD00
Schroder ISF European Total Return Z Dis NAV EUR
Initial charge-
Annual charge0.75%
Min single investment£100,000,000
Min regular saving£20,000,000
Available in ISANo
Ongoing charge (OCF)1.1%
Total expense ratio (TER)1.15%
Bid price-
Offer price-
Mid price135.1309
CurrencyEUR
Price updated25/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFCZZ
Schroder ISF European Total Return Z Hedged Acc GBP
Initial charge-
Annual charge0.75%
Min single investment£100,000,000
Min regular saving£20,000,000
Available in ISANo
Ongoing charge (OCF)1.1%
Total expense ratio (TER)1.15%
Bid price145.4202
Offer price145.4202
Mid price-
CurrencyGBP
Price updated25/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFD0B
Schroder ISF European Total Return Z Hedged Acc Nav GBP
Initial charge-
Annual charge0.75%
Min single investment£100,000,000
Min regular saving£20,000,000
Available in ISANo
Ongoing charge (OCF)1.1%
Total expense ratio (TER)1.15%
Bid price-
Offer price-
Mid price145.4202
CurrencyGBP
Price updated25/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFD0A
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.