Fact sheet: Schroder ISF Europn Val

Fund information
Fund name
Schroder ISF European Value Z Acc NAV EUR
Fund manager company
Schroder Investmt Mgt(LUX)S.A.
Fund type
Offshore Fund
Fund managers
  • Andrew Evanssince 29/04/2016
  • Andrew Lyddonsince 29/04/2016
Fund objective
To provide capital growth primarily through investment in equity securities of European companies. In order to achieve the objective the Investment Manager will invest in a select portfolio of securities, which it believes offer the best potential for future growth.
Benchmark
  • MSCI Europe
Investment style
Concentrated,Value
Investment method
Shares
Quick stats
1 Year return
-0.7%
1 Year rank in sector
26/227
Sector
FO Equity - Europe inc UK
Yield
2.3%
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.
1.07%
Fund size
£644m (£819m 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.
84
Top in this sector
Fund name1 Year
SPL Parallel Private Equity IC27%
IVI European22.4%
GS Eur CORE Eq Portfolio17.5%
Mirabaud Eqts PanEur SmllMid16.2%
JOHCM European Sel Val13.7%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • UK41.2%
    France19.5%
    Italy5%
    Belgium4.9%
    Greece4%
  • Financials31%
    Consumer Discretionary15.7%
    Industrials14.8%
    Consumer Staples7.9%
    Materials7.2%
  • UK Equities41.2%
    French Equities19.5%
    Italian Equities5%
    Belgian Equities4.9%
    Greek Equities4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund5.1%4.2%5.6%-0.7%20.6%88.8%
Sector0.1%-1%-1.9%-8.3%10.8%57.7%
Rank within sector3 / 23310 / 23424 / 23226 / 22747 / 20022 / 175
Quartile1st1st1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund1.7%12.7%4.1%26.2%22.8%
Sector-5.2%11.1%4.2%21.1%17.6%
Rank within sector30 / 22888 / 213122 / 20044 / 18838 / 177
Quartile1st2nd3rd1st1st
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.
1.5
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.
0.99
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.
0.15
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%.
12.63
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.
3.69
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.
0.37
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.
0.91
Price movement
52 week high65.8
52 week low53.8
Current bid price-
Current offer price-
Current mid price65.39
Region
1UK41.24%
2France19.48%
3Italy4.95%
4Belgium4.85%
5Greece4.05%
6Australia3.91%
7Not Specified3.47%
8Luxembourg3.23%
9Netherlands3.06%
Industry sector
1Financials31.04%
2Consumer Discretionary15.74%
3Industrials14.84%
4Consumer Staples7.95%
5Materials7.23%
6Others6.7%
7Telecommunications Utilities3.93%
8Health Care3.68%
9Utilities3.43%
Asset type
1UK Equities41.24%
2French Equities19.48%
3Italian Equities4.95%
4Belgian Equities4.85%
5Greek Equities4.05%
6Australian Equities3.91%
7Money Market3.37%
8Others3.33%
9Dutch Equities3.06%
Individual holdings
1HSBC HLDGS5.31%
2TESCO4.68%
3ROYAL BANK OF SCOTLAND GROUP PLC4.58%
4TECHNICOLOR SA4.11%
5SOUTH32 LTD3.91%
6CENTRICA PLC3.43%
7SCHRODER ISF EURO LIQUIDITY I ACC NAV EUR3.23%
8ING GROEP N.V.3.06%
9COATS GROUP PLC2.89%
Management
Fund manager group
Schroders
Fund manager company
Schroder Investmt Mgt(LUX)S.A.
Fund type
Offshore Fund
Fund objective
To provide capital growth primarily through investment in equity securities of European companies. In order to achieve the objective the Investment Manager will invest in a select portfolio of securities, which it believes offer the best potential for future growth.
Benchmark
  • MSCI Europe
Investment style
Concentrated,Value
Investment method
Shares
Fund managers
NameSinceBiography
Andrew Evans29/04/2016Andrew Evans, CFA Joined Schroders in June 2015 as a member of the Global Value Team. Prior to Schroders, Andrew worked at Threadneedle, responsible for the UK research process. His investment career commenced in 2001 at Dresdner Kleinwort as a Pan-European transport analyst. He is Chartered Financial Analyst and has completed Degree in Economics, Exeter University.
Andrew Lyddon29/04/2016Andrew Lyddon, CFA Joined Schroders in 2005 as an Equity Analyst within the Pan-European research team. He founding member of the Global Value Team in 2013. He co-manager of Schroder ISF Global Recovery and co-manager of a number of institutional UK Value portfolios. Previously he was sector analyst responsible for Telecoms, Construction and Support Services. He is Chartered Financial Analyst and has completed MSc in Intellectual Property Law, Queen Mary College. Degree in Chemistry, Bath University.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Distributor Status, Reporting Fund Status, UCITS IV Compliant, MAS Unrestricted Scheme
Domicile
No data available.
Fund for sale in
Austria, Belgium, Bulgaria, Switzerland, Chile, Germany, Denmark, Spain, Finland, France, United Kingdom, Gibraltar, Greece, Hong Kong, Hungary, Iceland, Italy, Luxembourg, Macau, Netherlands, Norway, Offshore, Poland, Portugal, Singapore, Sweden, Taiwan - Province Of China
Schroder ISF European Value A Acc
Initial charge5%
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.92%
Total expense ratio (TER)1.92%
Bid price59.6163
Offer price62.754
Mid price-
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIZ80
Schroder ISF European Value A Acc NAV
Initial charge5%
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.92%
Total expense ratio (TER)1.92%
Bid price-
Offer price-
Mid price59.6163
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE7D8
Schroder ISF European Value A Acc NAV USD
Initial charge5%
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.92%
Total expense ratio (TER)1.92%
Bid price-
Offer price-
Mid price65.4576
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFIHU
Schroder ISF European Value A Acc USD
Initial charge5%
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.92%
Total expense ratio (TER)1.92%
Bid price65.4576
Offer price68.9027
Mid price-
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFIHT
Schroder ISF European Value A Dis
Initial charge5%
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.92%
Total expense ratio (TER)1.92%
Bid price51.8079
Offer price54.5346
Mid price-
CurrencyEUR
Price updated01/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeZN79
Schroder ISF European Value A Dis NAV
Initial charge5%
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.92%
Total expense ratio (TER)1.92%
Bid price-
Offer price-
Mid price51.8079
CurrencyEUR
Price updated01/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeE7D9
Schroder ISF European Value A Hedged Acc NAV SGD
Initial charge5%
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.91%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price90.4475
CurrencySGD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE13R
Schroder ISF European Value A Hedged Acc SGD
Initial charge5%
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.91%
Total expense ratio (TER)-
Bid price90.4475
Offer price95.2079
Mid price-
CurrencySGD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE13S
Schroder ISF European Value A1 Acc
Initial charge4%
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.42%
Total expense ratio (TER)2.42%
Bid price56.5419
Offer price58.8978
Mid price-
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIZ83
Schroder ISF European Value A1 Acc NAV
Initial charge4%
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.42%
Total expense ratio (TER)2.42%
Bid price-
Offer price-
Mid price56.5419
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE7E0
Schroder ISF European Value B Acc
Initial charge-
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.52%
Total expense ratio (TER)2.52%
Bid price55.076
Offer price55.076
Mid price-
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIZ81
Schroder ISF European Value B Acc NAV
Initial charge-
Annual charge1.5%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)2.52%
Total expense ratio (TER)2.52%
Bid price-
Offer price-
Mid price55.076
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE7E1
Schroder ISF European Value C Acc
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)1.32%
Bid price64.765
Offer price65.4192
Mid price-
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIZ82
Schroder ISF European Value C Acc NAV
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)1.32%
Bid price-
Offer price-
Mid price64.765
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE7E2
Schroder ISF European Value C Dis
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)1.32%
Bid price53.4488
Offer price53.9887
Mid price-
CurrencyEUR
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeYX21
Schroder ISF European Value C Dis NAV
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)1.32%
Bid price-
Offer price-
Mid price53.4488
CurrencyEUR
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE7E3
Schroder ISF European Value I Acc
Initial charge-
Annual charge-
Min single investment£5,000,000
Min regular saving£2,500,000
Available in ISANo
Ongoing charge (OCF)0.07%
Total expense ratio (TER)0.07%
Bid price80.3718
Offer price80.3718
Mid price-
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIZ84
Schroder ISF European Value I Acc NAV
Initial charge-
Annual charge-
Min single investment£5,000,000
Min regular saving£2,500,000
Available in ISANo
Ongoing charge (OCF)0.07%
Total expense ratio (TER)0.07%
Bid price-
Offer price-
Mid price80.3718
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE7E4
Schroder ISF European Value 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)1.07%
Total expense ratio (TER)1.07%
Bid price65.3882
Offer price65.3882
Mid price-
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCSR
Schroder ISF European Value 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)1.07%
Total expense ratio (TER)1.07%
Bid price-
Offer price-
Mid price65.3882
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCST
Schroder ISF European Value 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)1.07%
Total expense ratio (TER)1.07%
Bid price55.1942
Offer price55.1942
Mid price-
CurrencyEUR
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFCSS
Schroder ISF European Value 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)1.07%
Total expense ratio (TER)1.07%
Bid price-
Offer price-
Mid price55.1942
CurrencyEUR
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFCSU
Data provided by

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