Fact sheet: Schroder ISF Eur AlpAbsRet

Fund information
Fund name
Schroder ISF European Alpha Absolute Return C Acc NAV EUR
Fund manager company
Schroder Investmt Mgt(LUX)S.A.
Fund type
Offshore Fund
Fund manager
  • Lionel Rayonsince 19/03/2007
Fund objective
The fund aims to provide capital growth.
Benchmark
  • No Specified Index
Investment style
Absolute Return,Concentrated
Investment method
Shares
Quick stats
1 Year return
2.6%
1 Year rank in sector
44/128
Sector
FO Absolute Return
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.
1.32%
Fund size
£1,249m (£115m 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.
28
Top in this sector
Fund name1 Year
SW Mitchell Emerging European19.1%
Pioneer SICV-AbsRetBd14%
BlackRock SFAmDfEAbslRn13%
Orbis Optimal SA11.7%
Polar Capital UK Abs Eq11.7%
...more in FO Absolute Return

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.2%-1%-1.2%2.6%18.8%42.4%
Sector0%1.6%1.4%0.5%3.9%10.7%
Rank within sector104 / 138131 / 137116 / 13544 / 1284 / 783 / 60
Quartile4th4th4th2nd1st1st
Calendar performance
 YTD - 20162015201420132012
Fund0.3%8.4%3.7%17.9%3.4%
Sector0.5%0.7%1.2%3.6%3.9%
Rank within sector69 / 13211 / 11622 / 883 / 7138 / 62
Quartile3rd1st1st1st3rd
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.
5.92
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.
0.21
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.
0.51
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%.
5.17
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.
5.36
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.
0.85
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.
0.01
Price movement
52 week high111.06
52 week low104.65
Current bid price-
Current offer price-
Current mid price108.46
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
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.
Benchmark
  • No Specified Index
Investment style
Absolute Return,Concentrated
Investment method
Shares
Fund manager
NameSinceBiography
Lionel Rayon19/03/2007Lionel Rayon joined Cazenove Capital in May 2005. Lionel is a member of the Pan-European equity team and manager of the Cazenove European Alpha Absolute Return Fund. He is also responsible for developing and maintaining a fundamental and valuation screen of European stocks. The screen forms the basis for generating ideas for potential further detailed investigation by the European team within the framework of their disciplined Business Cycle Approach. He also has specific responsibility for the Metals, Mining, Steel, Paper, Beverages/Food Producers, Food & Drug Retailers, Personal Care/Luxury Goods and General Retailers sectors. Lionel joined from Citigroup where he was a Director in the European Tech Research Team. Prior to Citigroup, Lionel had been with Schroders Securities, as a French specialist, Nomura Research Institute, as a metals & mining specialist, Enskilda and Chevreux de Virieu. Lionel graduated from Indiana University (MBA) and Institut d'Etudes Politiques de Paris (BSc economics & finance). He has 19 years of equity research experience.
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, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Greece, Hungary, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Poland, Portugal, Sweden
Schroder ISF European Alpha Absolute Return A Acc EUR
Initial charge3%
Annual charge2%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.41%
Total expense ratio (TER)2.65%
Bid price106.4243
Offer price109.7158
Mid price-
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJ4N
Schroder ISF European Alpha Absolute Return A Acc NAV EUR
Initial charge3%
Annual charge2%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.41%
Total expense ratio (TER)2.65%
Bid price-
Offer price-
Mid price106.4243
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJ4O
Schroder ISF European Alpha Absolute Return A Hedged Acc NAV SGD
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 price-
CurrencySGD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE6FU
Schroder ISF European Alpha Absolute Return A Hedged Acc NAV USD
Initial charge3%
Annual charge2%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.41%
Total expense ratio (TER)2.65%
Bid price-
Offer price-
Mid price107.0069
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFK6R
Schroder ISF European Alpha Absolute Return A Hedged Acc SGD
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 price-
CurrencySGD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE6FT
Schroder ISF European Alpha Absolute Return A Hedged Acc USD
Initial charge3%
Annual charge2%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.41%
Total expense ratio (TER)2.65%
Bid price107.0069
Offer price110.3164
Mid price-
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFK6Q
Schroder ISF European Alpha Absolute Return A1 Hedged Acc NAV USD
Initial charge2%
Annual charge2%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.91%
Total expense ratio (TER)3.15%
Bid price-
Offer price-
Mid price105.58
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJSW
Schroder ISF European Alpha Absolute Return A1 Hedged Acc USD
Initial charge2%
Annual charge2%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.91%
Total expense ratio (TER)3.15%
Bid price105.58
Offer price107.7347
Mid price-
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJSV
Schroder ISF European Alpha Absolute Return B Acc EUR
Initial charge-
Annual charge2%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.91%
Total expense ratio (TER)3.15%
Bid price105.4467
Offer price105.4467
Mid price-
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJ4R
Schroder ISF European Alpha Absolute Return B Acc NAV EUR
Initial charge-
Annual charge2%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.91%
Total expense ratio (TER)3.15%
Bid price-
Offer price-
Mid price105.4467
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJ4S
Schroder ISF European Alpha Absolute Return B Hedged Acc NAV USD
Initial charge-
Annual charge2%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.91%
Total expense ratio (TER)3.15%
Bid price-
Offer price-
Mid price105.7999
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJSY
Schroder ISF European Alpha Absolute Return B Hedged Acc USD
Initial charge-
Annual charge2%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.91%
Total expense ratio (TER)3.15%
Bid price105.7999
Offer price105.7999
Mid price-
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJSX
Schroder ISF European Alpha Absolute Return C Acc EUR
Initial charge1%
Annual charge1%
Min single investment£500,000
Min regular saving£250,000
Available in ISANo
Ongoing charge (OCF)1.32%
Total expense ratio (TER)1.55%
Bid price108.4626
Offer price109.5582
Mid price-
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFGZT
Schroder ISF European Alpha Absolute 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)1.32%
Total expense ratio (TER)1.55%
Bid price-
Offer price-
Mid price108.4626
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFGZS
Schroder ISF European Alpha Absolute Return C Hedged Acc GBP
Initial charge1%
Annual charge1%
Min single investment£500,000
Min regular saving£250,000
Available in ISANo
Ongoing charge (OCF)1.32%
Total expense ratio (TER)1.55%
Bid price110.5766
Offer price111.6935
Mid price-
CurrencyGBP
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFGZY
Schroder ISF European Alpha Absolute Return C Hedged Acc NAV USD
Initial charge1%
Annual charge1%
Min single investment£500,000
Min regular saving£250,000
Available in ISANo
Ongoing charge (OCF)1.32%
Total expense ratio (TER)1.55%
Bid price-
Offer price-
Mid price109.5962
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFGZX
Schroder ISF European Alpha Absolute Return C Hedged Acc Nav GBP
Initial charge1%
Annual charge1%
Min single investment£500,000
Min regular saving£250,000
Available in ISANo
Ongoing charge (OCF)1.32%
Total expense ratio (TER)1.55%
Bid price-
Offer price-
Mid price110.5766
CurrencyGBP
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFGZW
Schroder ISF European Alpha Absolute Return C Hedged Acc USD
Initial charge1%
Annual charge1%
Min single investment£500,000
Min regular saving£250,000
Available in ISANo
Ongoing charge (OCF)1.32%
Total expense ratio (TER)1.55%
Bid price109.5962
Offer price110.7032
Mid price-
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFGZZ
Schroder ISF European Alpha Absolute 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)0.82%
Total expense ratio (TER)1.05%
Bid price109.2679
Offer price110.3716
Mid price-
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFJMU
Schroder ISF European Alpha Absolute 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)0.82%
Total expense ratio (TER)1.05%
Bid price-
Offer price-
Mid price109.2679
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFJMV
Schroder ISF European Alpha Absolute Return I Acc EUR
Initial charge-
Annual charge-
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.09%
Total expense ratio (TER)-
Bid price109.6261
Offer price109.6261
Mid price-
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE80H
Schroder ISF European Alpha Absolute Return I Acc NAV EUR
Initial charge-
Annual charge-
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.09%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price109.6261
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE80G
Schroder ISF European Alpha Absolute Return R Acc EUR
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.32%
Total expense ratio (TER)1.55%
Bid price110.1232
Offer price110.1232
Mid price-
CurrencyEUR
Price updated06/06/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFGZV
Schroder ISF European Alpha Absolute Return R Acc NAV EUR
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.32%
Total expense ratio (TER)1.55%
Bid price-
Offer price-
Mid price110.1232
CurrencyEUR
Price updated06/06/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFGZU
Schroder ISF European Alpha Absolute Return R Hedged Acc GBP
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.32%
Total expense ratio (TER)1.55%
Bid price110.9474
Offer price110.9474
Mid price-
CurrencyGBP
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFH0B
Schroder ISF European Alpha Absolute Return R Hedged Acc NAV USD
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.32%
Total expense ratio (TER)1.55%
Bid price-
Offer price-
Mid price110.4196
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFH0A
Schroder ISF European Alpha Absolute Return R Hedged Acc Nav GBP
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.32%
Total expense ratio (TER)1.55%
Bid price-
Offer price-
Mid price110.9474
CurrencyGBP
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFH00
Schroder ISF European Alpha Absolute Return R Hedged Acc USD
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.32%
Total expense ratio (TER)1.55%
Bid price110.4196
Offer price110.4196
Mid price-
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFH0C
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.