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
13%
1 Year rank in sector
188/227
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.
81
Top in this sector
Fund name1 Year
EP Pan European Opportunities44.6%
GS Eur CRE Eq Pfl39.6%
EDRF Eur Synrg37.4%
Sparinvest Eurpn Val37.4%
E.I.Sturdza StEurpSmCos36.5%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • Germany21.4%
    UK15.5%
    Switzerland9.1%
    Sweden9%
    Italy8.4%
  • Financials19.5%
    Health Care14.6%
    Materials13.6%
    Others11.4%
    Consumer Staples9.1%
  • German Equities21.4%
    UK Equities15.5%
    Swiss Equities9.1%
    Swedish Equities9.1%
    Italian Equities8.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.6%6.7%15.2%13%22.3%52.6%
Sector4.3%6.9%15.5%16%23.1%77.4%
Rank within sector161 / 233142 / 232154 / 229188 / 227116 / 198163 / 173
Quartile3rd3rd3rd4th3rd4th
Calendar performance
 YTD - 20172016201520142013
Fund9.7%0.6%10.4%0.7%14.7%
Sector9.7%-0.6%11.1%4.2%21.1%
Rank within sector119 / 23291 / 224103 / 205152 / 194158 / 179
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.
0.93
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.
0.82
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.
0.28
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%.
10.69
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.
4.18
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.
-0.05
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.
0.9
Price movement
52 week high149.22
52 week low125.37
Current bid price-
Current offer price-
Current mid price147.62
Region
1Germany21.4%
2UK15.47%
3Switzerland9.12%
4Sweden9.01%
5Italy8.4%
6Luxembourg7.29%
7Netherlands6.61%
8France6.35%
9Denmark6.15%
Industry sector
1Financials19.47%
2Health Care14.59%
3Materials13.56%
4Others11.44%
5Consumer Staples9.1%
6Consumer Discretionary8.42%
7Industrials8.36%
8Information Technology4.52%
9Real Estate4.26%
Asset type
1German Equities21.4%
2UK Equities15.47%
3Swiss Equities9.12%
4Swedish Equities9.07%
5Italian Equities8.4%
6Others7.39%
7Dutch Equities6.61%
8French Equities6.35%
9Danish Equities6.15%
Individual holdings
1SCHRODER STERLING LIQUIDITY PLUS I ACC7.29%
2ROCHE HLDG AG3.89%
3BRITISH AMERICAN TOBACCO3.55%
4NOVO NORDISK A/S3.44%
5BAYER AG3.31%
6DSM NV3.17%
7BASF SE3.06%
8ANIMA HLDG SPA2.86%
9SIKA 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 price141.5757
Offer price149.0271
Mid price-
CurrencyEUR
Price updated19/05/2017
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 price141.5757
CurrencyEUR
Price updated19/05/2017
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 price130.5276
Offer price137.3975
Mid price-
CurrencyEUR
Price updated19/05/2017
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 price136.9896
Offer price144.1996
Mid price-
CurrencyGBP
Price updated19/05/2017
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 price130.5276
CurrencyEUR
Price updated19/05/2017
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 price136.9896
CurrencyGBP
Price updated19/05/2017
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 price134.2959
CurrencyUSD
Price updated19/05/2017
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 price134.2959
Offer price141.3641
Mid price-
CurrencyUSD
Price updated19/05/2017
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 price133.2324
Offer price138.7838
Mid price-
CurrencyEUR
Price updated19/05/2017
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 price133.2324
CurrencyEUR
Price updated19/05/2017
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 price132.6388
Offer price132.6388
Mid price-
CurrencyEUR
Price updated19/05/2017
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 price132.6388
CurrencyEUR
Price updated19/05/2017
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 price146.0564
Offer price147.5317
Mid price-
CurrencyEUR
Price updated19/05/2017
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 price146.0564
CurrencyEUR
Price updated19/05/2017
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 price149.4827
Offer price150.9926
Mid price-
CurrencyEUR
Price updated19/05/2017
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 price149.4827
CurrencyEUR
Price updated19/05/2017
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 price150.4219
Offer price151.9413
Mid price-
CurrencyGBP
Price updated19/05/2017
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 price150.4219
CurrencyGBP
Price updated19/05/2017
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 price147.6171
Offer price147.6171
Mid price-
CurrencyEUR
Price updated19/05/2017
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 price147.6171
CurrencyEUR
Price updated19/05/2017
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 price137.6799
Offer price137.6799
Mid price-
CurrencyEUR
Price updated19/05/2017
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 price137.6799
CurrencyEUR
Price updated19/05/2017
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 price148.2307
Offer price148.2307
Mid price-
CurrencyGBP
Price updated19/05/2017
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 price148.2307
CurrencyGBP
Price updated19/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFD0A
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.