Fact sheet: Schroder ISFGlMACsv

Fund information
Fund name
Schroder ISF Global Multi Asset Conservative C Acc NAV EUR
Fund manager company
Schroder Investmt Mgt(LUX)S.A.
Fund type
Offshore Fund
Fund managers
  • Ugo Montrucchiosince 01/12/2011
  • Urs Dusssince 01/12/2011
Fund objective
The Fund aims to provide a total return of 3 month EURIBOR +1.5% p.a. (gross of fees) over a market cycle, which is typically five years, by investing directly in equity and debt securities traded worldwide or indirectly through financial derivative instruments.
Benchmark
  • No Specified Index
Investment style
Cautious
Investment method
Mixed
Quick stats
1 Year return
1.5%
1 Year rank in sector
75/84
Sector
FO Mixed Asset - Cautious
Yield
1.3%
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.
0.74%
Fund size
£41m (£51m 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.
63
Top in this sector
Fund name1 Year
HSBC Pfl World Seltn 125.4%
SEI GblMtiAtInc22.9%
Towry A455017.1%
SEI Core15.8%
CG Capital Value15%
...more in FO Mixed Asset - Cautious

Performance snapshot

Holdings snapshot

  • USA39.6%
    UK14.8%
    France11.3%
    Italy7.4%
    Germany6.5%
  • Government Bonds45.1%
    Industrials15.8%
    Financials14.3%
    Others7.5%
    Utilities3.6%
  • US Fixed Interest28.4%
    UK Fixed Interest13.3%
    US Equities11.2%
    French Fixed Interest10.6%
    Italian Fixed Interest7.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.3%0.7%1.3%1.5%5.4%12.5%
Sector0.2%2.9%3.8%4.8%9.2%20.6%
Rank within sector75 / 8880 / 8778 / 8675 / 8454 / 6449 / 56
Quartile4th4th4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund1.2%-1.9%5.1%1.5%5.5%
Sector3.9%-0.7%4.3%4.2%6.1%
Rank within sector75 / 8661 / 8031 / 6649 / 6136 / 56
Quartile4th4th2nd4th3rd
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.
-0.03
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.
0.62
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
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%.
2.96
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.
2.37
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.
-0.56
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.
0.59
Price movement
52 week high130.61
52 week low126.85
Current bid price-
Current offer price-
Current mid price129.58
Region
1USA39.61%
2UK14.77%
3France11.34%
4Italy7.36%
5Germany6.51%
6Netherlands4.81%
7Not Specified2.9%
8Luxembourg2.81%
9Sweden2.19%
Industry sector
1Government Bonds45.14%
2Industrials15.85%
3Financials14.31%
4Others7.5%
5Utilities3.62%
6Health Care2.86%
7Consumer Discretionary2.86%
8Information Technology2.74%
9Consumer Staples1.98%
Asset type
1US Fixed Interest28.42%
2UK Fixed Interest13.31%
3US Equities11.19%
4French Fixed Interest10.58%
5Italian Fixed Interest7.27%
6Money Market6.71%
7German Fixed Interest5.63%
8Dutch Fixed Interest4.54%
9UK Equities2.93%
Individual holdings
1UNITED STATES OF AMER TREAS BONDS 3.125% BDS 15/08/44 USD10002.82%
2UNITED STATES OF AMER TREAS NOTES 2.375% BDS 31/12/20 USD10002.73%
3UNITED STATES OF AMER TREAS NOTES 1.625% TB 15/11/22 USD10002.62%
4UNITED STATES OF AMER TREAS NOTES 1.25% BDS 29/02/20 USD1002.29%
5ITALY(REPUBLIC OF) 5.5% BDS 01/09/22 EUR10001.92%
6FRANCE(GOVT OF) 4.25% OAT 25/4/19 EUR11.91%
7UNITED STATES OF AMER TREAS NOTES 0% NTS 30/09/19 USD10001.87%
8UNITED STATES OF AMER TREAS NOTES 2% TB 15/11/21 USD10001.84%
9GERMANY(FEDERAL REPUBLIC OF) 6.25% BDS 4/1/2024 EUR0.01`492`1.75%
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 a total return of 3 month EURIBOR +1.5% p.a. (gross of fees) over a market cycle, which is typically five years, by investing directly in equity and debt securities traded worldwide or indirectly through financial derivative instruments.
Benchmark
  • No Specified Index
Investment style
Cautious
Investment method
Mixed
Fund managers
NameSinceBiography
Ugo Montrucchio01/12/2011Multi-Asset Portfolio Manager Joined Schroders in December 2013 and is based in London. Ugo is a portfolio manager for the Strategic Beta portfolios and member of the European portfolio management team. He is also a member of the Credit risk premia research team. Prior to joining Schroders, Ugo worked as a Director at BlackRock from 2007 (formerly Barclays Global Investors) where he was the lead portfolio manager specialising in diversified growth and risk parity strategies. He joined as a research associate in 2006 in the Liability Driven Investment (LDI) Team. Prior to this, Ugo worked as a fixed income investment analyst at Barings Asset Management from 2004 to 2006. He was the joint portfolio manager specialising in a bespoke cash-based LDI strategy. Ugo’s career commenced in 2000 at Barra International Ltd, where he worked as a consultant to portfolio/risk managers CFA and CAIA Charterholder BSc in Economics, Turin (Italy); MSc Finance, Greenwich (UK)
Urs Duss01/12/2011Urs Duss, CFA – Senior Portfolio Manager – Multi Asset-Solutions Continental Europe – Member of the Swiss Investment Committee – Responsible for Fixed Income in Switzerland – Joined Schroders in June 2008 – 17 years investment experience – Chartered Financial Analyst (CFA) – Master (MSc) in Economics, University of St. Gallen (HSG)
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, Greece, Italy, Luxembourg, Netherlands, Norway, Offshore, Poland, Portugal, Sweden
Schroder ISF Global Multi Asset Conservative A Acc EUR
Initial charge3%
Annual charge1%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.29%
Total expense ratio (TER)1.4%
Bid price128.5108
Offer price132.4854
Mid price-
CurrencyEUR
Price updated26/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG3WF
Schroder ISF Global Multi Asset Conservative A Acc NAV EUR
Initial charge3%
Annual charge1%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.29%
Total expense ratio (TER)1.4%
Bid price-
Offer price-
Mid price128.5108
CurrencyEUR
Price updated26/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG3WG
Schroder ISF Global Multi Asset Conservative A Dis EUR
Initial charge3%
Annual charge1%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.29%
Total expense ratio (TER)1.4%
Bid price117.7954
Offer price121.4386
Mid price-
CurrencyEUR
Price updated26/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeG3WB
Schroder ISF Global Multi Asset Conservative A Dis NAV EUR
Initial charge3%
Annual charge1%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.29%
Total expense ratio (TER)1.4%
Bid price-
Offer price-
Mid price117.7954
CurrencyEUR
Price updated26/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeG3WE
Schroder ISF Global Multi Asset Conservative A Hedged Acc CHF
Initial charge3%
Annual charge1%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.29%
Total expense ratio (TER)1.4%
Bid price144.5242
Offer price148.994
Mid price-
CurrencyCHF
Price updated26/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFDEH
Schroder ISF Global Multi Asset Conservative A Hedged Acc NAV CHF
Initial charge3%
Annual charge1%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.29%
Total expense ratio (TER)1.4%
Bid price-
Offer price-
Mid price144.5242
CurrencyCHF
Price updated26/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFDEG
Schroder ISF Global Multi Asset Conservative A Hedged Acc NAV SEK
Initial charge3%
Annual charge1%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.29%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1209.4855
CurrencySEK
Price updated26/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE80K
Schroder ISF Global Multi Asset Conservative A Hedged Acc SEK
Initial charge3%
Annual charge1%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.29%
Total expense ratio (TER)-
Bid price1209.4855
Offer price1246.8923
Mid price-
CurrencySEK
Price updated26/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE80L
Schroder ISF Global Multi Asset Conservative A1 Acc EUR
Initial charge2%
Annual charge1%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.79%
Total expense ratio (TER)1.9%
Bid price125.5562
Offer price128.1186
Mid price-
CurrencyEUR
Price updated26/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG3WH
Schroder ISF Global Multi Asset Conservative A1 Acc NAV EUR
Initial charge2%
Annual charge1%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.79%
Total expense ratio (TER)1.9%
Bid price-
Offer price-
Mid price125.5562
CurrencyEUR
Price updated26/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG3WI
Schroder ISF Global Multi Asset Conservative A1 Dis EUR
Initial charge2%
Annual charge1%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.79%
Total expense ratio (TER)1.9%
Bid price98.3476
Offer price100.3547
Mid price-
CurrencyEUR
Price updated26/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeG3WJ
Schroder ISF Global Multi Asset Conservative A1 Dis NAV EUR
Initial charge2%
Annual charge1%
Min single investment£1,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.79%
Total expense ratio (TER)1.9%
Bid price-
Offer price-
Mid price98.3476
CurrencyEUR
Price updated26/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeG3WK
Schroder ISF Global Multi Asset Conservative C Acc EUR
Initial charge1%
Annual charge0.5%
Min single investment£500,000
Min regular saving£250,000
Available in ISANo
Ongoing charge (OCF)0.74%
Total expense ratio (TER)-
Bid price129.5756
Offer price130.8844
Mid price-
CurrencyEUR
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBN2V
Schroder ISF Global Multi Asset Conservative C Acc NAV EUR
Initial charge1%
Annual charge0.5%
Min single investment£500,000
Min regular saving£250,000
Available in ISANo
Ongoing charge (OCF)0.74%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price129.5756
CurrencyEUR
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBN2U
Schroder ISF Global Multi Asset Conservative I Acc EUR
Initial charge-
Annual charge-
Min single investment£5,000,000
Min regular saving£2,500,000
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)-
Bid price130.9729
Offer price130.9729
Mid price-
CurrencyEUR
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBN2T
Schroder ISF Global Multi Asset Conservative I Acc NAV EUR
Initial charge-
Annual charge-
Min single investment£5,000,000
Min regular saving£2,500,000
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price130.9729
CurrencyEUR
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBN2S
Data provided by

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