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
22.8%
1 Year rank in sector
23/228
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.
1.06%
Fund size
£741m (£835m 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.
87
Top in this sector
Fund name1 Year
SPL Parallel Private Equity IC47.7%
EP Pan European Opportunities39.5%
Sparinvest Eurpn Val35.5%
GS Eur CORE Eq Portfolio32.7%
IVI European32.4%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • UK40%
    France17.9%
    Italy8%
    Belgium4.8%
    Not Specified3.8%
  • Financials31.4%
    Consumer Discretionary14.6%
    Industrials13.8%
    Energy8.8%
    Materials6.9%
  • UK Equities40%
    French Equities17.9%
    Italian Equities8%
    Belgian Equities4.8%
    European Emerging Equities3.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.8%8.6%15.5%22.8%25.5%81.1%
Sector2.6%8.5%7.4%12.6%15.8%55.2%
Rank within sector59 / 235139 / 23510 / 23423 / 22841 / 19724 / 171
Quartile2nd3rd1st1st1st1st
Calendar performance
 YTD - 20172016201520142013
Fund3%7%12.7%4.1%26.2%
Sector3.2%-0.6%11.1%4.2%21.1%
Rank within sector139 / 23530 / 22785 / 208116 / 19644 / 182
Quartile3rd1st2nd3rd1st
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.
2.64
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.
0.36
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%.
13.09
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.
4.34
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.
0.57
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 high71.4
52 week low55.56
Current bid price-
Current offer price-
Current mid price70.83
Region
1UK40%
2France17.92%
3Italy7.99%
4Belgium4.83%
5Not Specified3.85%
6Romania3.79%
7Greece3.27%
8Netherlands3.2%
9Australia3.14%
Industry sector
1Financials31.44%
2Consumer Discretionary14.57%
3Industrials13.8%
4Energy8.76%
5Materials6.95%
6Others6.34%
7Consumer Staples6.25%
8Telecommunications Utilities3.56%
9Utilities3.47%
Asset type
1UK Equities40%
2French Equities17.92%
3Italian Equities7.99%
4Belgian Equities4.83%
5European Emerging Equities3.79%
6Greek Equities3.27%
7Dutch Equities3.2%
8Others3.2%
9Australian Equities3.14%
Individual holdings
1ROYAL BANK OF SCOTLAND GROUP PLC5.26%
2HSBC HLDGS4.84%
3CENTRICA PLC3.47%
4TESCO3.31%
5ING GROEP N.V.3.2%
6SOUTH32 LTD3.14%
7MORRISON(WM.)SUPERMARKETS2.94%
8TECHNICOLOR SA2.92%
9LUNDIN MINING CORP2.77%
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)1.86%
Total expense ratio (TER)1.92%
Bid price64.7869
Offer price68.1967
Mid price-
CurrencyEUR
Price updated23/02/2017
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)1.86%
Total expense ratio (TER)1.92%
Bid price-
Offer price-
Mid price64.7869
CurrencyEUR
Price updated23/02/2017
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)1.86%
Total expense ratio (TER)1.92%
Bid price-
Offer price-
Mid price70.7964
CurrencyUSD
Price updated23/02/2017
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)1.86%
Total expense ratio (TER)1.92%
Bid price70.7964
Offer price74.5225
Mid price-
CurrencyUSD
Price updated23/02/2017
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)1.86%
Total expense ratio (TER)1.92%
Bid price54.9947
Offer price57.8892
Mid price-
CurrencyEUR
Price updated23/02/2017
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)1.86%
Total expense ratio (TER)1.92%
Bid price-
Offer price-
Mid price54.9947
CurrencyEUR
Price updated23/02/2017
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)1.86%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price98.6527
CurrencySGD
Price updated23/02/2017
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)1.86%
Total expense ratio (TER)-
Bid price98.6527
Offer price103.8449
Mid price-
CurrencySGD
Price updated23/02/2017
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)2.36%
Total expense ratio (TER)2.42%
Bid price61.4332
Offer price63.9929
Mid price-
CurrencyEUR
Price updated23/02/2017
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)2.36%
Total expense ratio (TER)2.42%
Bid price-
Offer price-
Mid price61.4332
CurrencyEUR
Price updated23/02/2017
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)2.46%
Total expense ratio (TER)2.52%
Bid price59.8268
Offer price59.8268
Mid price-
CurrencyEUR
Price updated23/02/2017
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)2.46%
Total expense ratio (TER)2.52%
Bid price-
Offer price-
Mid price59.8268
CurrencyEUR
Price updated23/02/2017
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)1.31%
Total expense ratio (TER)1.32%
Bid price70.4427
Offer price71.1542
Mid price-
CurrencyEUR
Price updated23/02/2017
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)1.31%
Total expense ratio (TER)1.32%
Bid price-
Offer price-
Mid price70.4427
CurrencyEUR
Price updated23/02/2017
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)1.31%
Total expense ratio (TER)1.32%
Bid price56.7697
Offer price57.3431
Mid price-
CurrencyEUR
Price updated23/02/2017
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)1.31%
Total expense ratio (TER)1.32%
Bid price-
Offer price-
Mid price56.7697
CurrencyEUR
Price updated23/02/2017
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 price87.7852
Offer price87.7852
Mid price-
CurrencyEUR
Price updated23/02/2017
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 price87.7852
CurrencyEUR
Price updated23/02/2017
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)1.06%
Total expense ratio (TER)1.07%
Bid price70.8281
Offer price70.8281
Mid price-
CurrencyEUR
Price updated23/02/2017
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)1.06%
Total expense ratio (TER)1.07%
Bid price-
Offer price-
Mid price70.8281
CurrencyEUR
Price updated23/02/2017
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)1.06%
Total expense ratio (TER)1.07%
Bid price58.5871
Offer price58.5871
Mid price-
CurrencyEUR
Price updated23/02/2017
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)1.06%
Total expense ratio (TER)1.07%
Bid price-
Offer price-
Mid price58.5871
CurrencyEUR
Price updated23/02/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFCSU
Data provided by

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