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
16.7%
1 Year rank in sector
42/227
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
£739m (£848m 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.
86
Top in this sector
Fund name1 Year
IVI European40.1%
GS Eur CORE Eq Portfolio38.6%
EP Pan European Opportunities35.6%
JOHCM European Sel Val33.2%
Winton European Equity31.4%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • UK38.8%
    France17.4%
    Italy7.8%
    Not Specified6%
    Luxembourg4.5%
  • Financials29.7%
    Consumer Discretionary15.2%
    Industrials12.8%
    Others10.5%
    Energy8.3%
  • UK Equities38.8%
    French Equities17.4%
    Italian Equities7.8%
    Others5.4%
    Money Market5.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.4%10.6%14.5%16.7%22.6%89.9%
Sector2.1%6.2%6.7%9.4%14.5%61.5%
Rank within sector211 / 23519 / 23323 / 23342 / 22756 / 19925 / 175
Quartile4th1st1st1st2nd1st
Calendar performance
 YTD - 20172016201520142013
Fund0.1%7%12.7%4.1%26.2%
Sector1.3%-0.6%11.1%4.2%21.1%
Rank within sector216 / 23531 / 22785 / 210117 / 19845 / 185
Quartile4th1st2nd3rd1st
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.
3.1
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.
0.34
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%.
13.11
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.
4.33
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.
0.68
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 high70.05
52 week low53.8
Current bid price-
Current offer price-
Current mid price68.81
Region
1UK38.83%
2France17.38%
3Italy7.82%
4Not Specified5.98%
5Luxembourg4.53%
6Belgium4.4%
7Greece3.28%
8Romania3.18%
9Australia3.02%
Industry sector
1Financials29.71%
2Consumer Discretionary15.2%
3Industrials12.84%
4Others10.5%
5Energy8.28%
6Materials6.44%
7Consumer Staples5.98%
8Utilities3.39%
9Telecommunications Utilities3.3%
Asset type
1UK Equities38.83%
2French Equities17.38%
3Italian Equities7.82%
4Others5.44%
5Money Market5.06%
6Belgian Equities4.4%
7Greek Equities3.28%
8European Emerging Equities3.18%
9Australian Equities3.02%
Individual holdings
1ROYAL BANK OF SCOTLAND GROUP PLC4.93%
2SCHRODER ISF EURO LIQUIDITY I ACC NAV EUR4.53%
3HSBC HLDGS4.36%
4TECHNICOLOR SA3.5%
5CENTRICA PLC3.39%
6TESCO3.29%
7SOUTH32 LTD3.02%
8COATS GROUP PLC2.99%
9ING GROEP N.V.2.97%
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 price62.9905
Offer price66.3058
Mid price-
CurrencyEUR
Price updated16/01/2017
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 price62.9905
CurrencyEUR
Price updated16/01/2017
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 price68.9385
CurrencyUSD
Price updated16/01/2017
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 price68.9385
Offer price72.5668
Mid price-
CurrencyUSD
Price updated16/01/2017
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 price53.4696
Offer price56.2838
Mid price-
CurrencyEUR
Price updated16/01/2017
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 price53.4696
CurrencyEUR
Price updated16/01/2017
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 price95.9161
CurrencySGD
Price updated16/01/2017
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 price95.9161
Offer price100.9643
Mid price-
CurrencySGD
Price updated16/01/2017
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 price59.7603
Offer price62.2503
Mid price-
CurrencyEUR
Price updated16/01/2017
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 price59.7603
CurrencyEUR
Price updated16/01/2017
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 price58.204
Offer price58.204
Mid price-
CurrencyEUR
Price updated16/01/2017
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 price58.204
CurrencyEUR
Price updated16/01/2017
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 price68.4679
Offer price69.1595
Mid price-
CurrencyEUR
Price updated16/01/2017
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 price68.4679
CurrencyEUR
Price updated16/01/2017
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 price55.1639
Offer price55.7211
Mid price-
CurrencyEUR
Price updated16/01/2017
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 price55.1639
CurrencyEUR
Price updated16/01/2017
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 price85.192
Offer price85.192
Mid price-
CurrencyEUR
Price updated16/01/2017
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 price85.192
CurrencyEUR
Price updated16/01/2017
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 price68.8064
Offer price68.8064
Mid price-
CurrencyEUR
Price updated16/01/2017
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 price68.8064
CurrencyEUR
Price updated16/01/2017
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 price56.9483
Offer price56.9483
Mid price-
CurrencyEUR
Price updated16/01/2017
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 price56.9483
CurrencyEUR
Price updated16/01/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFCSU
Data provided by

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