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
  • Urs Dusssince 01/12/2011
  • Ugo Montrucchiosince 01/12/2011
Fund objective
The fund aims to provide income and capital growth in excess of 3 month Euribor +1.5% per annum (gross of fees) over a market cycle by investing in a diversified range of assets and markets worldwide. The fund aims to provide this return with a volatility (a measure of how much the fund's returns vary over a year) of 2-3% per annum.
Benchmark
  • No Specified Index
Investment style
Cautious
Investment method
Mixed
Quick stats
1 Year return
1.7%
1 Year rank in sector
91/97
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.
0.71%
Fund size
£29m (£44m 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.
70
Top in this sector
Fund name1 Year
Polar Capital IncmOpps26%
Ashmore SICV3EmMktMltAst18.5%
HSBC Pfl World Seltn 118.2%
SEI Core17.7%
TreeTop Convertible Intl16.2%
...more in FO Mixed Asset - Cautious

Performance snapshot

Holdings snapshot

  • USA26.9%
    Italy12.4%
    France12.3%
    Spain10.3%
    UK9.5%
  • Government Bonds52.8%
    Industrials16.5%
    Others15.2%
    Financials12.1%
    Utilities3.4%
  • US Fixed Interest19%
    Italian Fixed Interest12.4%
    French Fixed Interest12.3%
    Spanish Fixed Interest10.3%
    UK Fixed Interest9.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.3%0.4%1.5%1.7%3.5%10.4%
Sector0.8%1.2%3.9%6.2%8.5%20.5%
Rank within sector77 / 10476 / 10491 / 10091 / 9764 / 7050 / 53
Quartile3rd3rd4th4th4th4th
Calendar performance
 YTD - 20172016201520142013
Fund1.2%0.4%-1.9%5.1%1.5%
Sector2.9%3.6%-0.7%4.3%4.2%
Rank within sector84 / 10087 / 9363 / 8129 / 6649 / 60
Quartile4th4th4th2nd4th
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.
-0.38
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.
0.61
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%.
2.97
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.
2.41
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.
-0.6
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.
0.57
Price movement
52 week high130.61
52 week low127.68
Current bid price-
Current offer price-
Current mid price130.05
Region
1USA26.89%
2Italy12.4%
3France12.32%
4Spain10.3%
5UK9.52%
6Netherlands6.97%
7International6.77%
8Japan4.04%
9Germany3.66%
Industry sector
1Government Bonds52.79%
2Industrials16.46%
3Others15.24%
4Financials12.13%
5Utilities3.38%
Asset type
1US Fixed Interest18.95%
2Italian Fixed Interest12.4%
3French Fixed Interest12.32%
4Spanish Fixed Interest10.3%
5UK Fixed Interest9.52%
6Others8.16%
7Dutch Fixed Interest6.97%
8Money Market5.1%
9Japanese Fixed Interest4.04%
Individual holdings
1SCHRODER ISF QEP GLOBAL CORE5.81%
2ITALY(REPUBLIC OF) 0% BDS 29/09/17 EUR10003.41%
3ITALY(REPUBLIC OF) 0% BDS 31/08/17 EUR13.17%
4ITALY(REPUBLIC OF) 0% NTS 31/07/17 EUR10003.17%
5SPAIN(KINGDOM OF) 0% TB 14/07/17 EUR10002.64%
6SPAIN(KINGDOM OF) 0% TB 16/06/17 EUR10002.64%
7UNITED STATES OF AMER TREAS NOTES 2.375% BDS 31/12/20 USD10002.15%
8SPAIN(KINGDOM OF) 0% TB 15/09/17 EUR10002.07%
9UNITED STATES OF AMER TREAS NOTES 2% TB 15/11/21 USD10002.04%
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 income and capital growth in excess of 3 month Euribor +1.5% per annum (gross of fees) over a market cycle by investing in a diversified range of assets and markets worldwide. The fund aims to provide this return with a volatility (a measure of how much the fund's returns vary over a year) of 2-3% per annum.
Benchmark
  • No Specified Index
Investment style
Cautious
Investment method
Mixed
Fund managers
NameSinceBiography
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)
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)
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, Iceland, 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)1.26%
Total expense ratio (TER)1.4%
Bid price128.519
Offer price132.4938
Mid price-
CurrencyEUR
Price updated24/05/2017
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)1.26%
Total expense ratio (TER)1.4%
Bid price-
Offer price-
Mid price128.519
CurrencyEUR
Price updated24/05/2017
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)1.26%
Total expense ratio (TER)1.4%
Bid price116.0348
Offer price119.6235
Mid price-
CurrencyEUR
Price updated24/05/2017
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)1.26%
Total expense ratio (TER)1.4%
Bid price-
Offer price-
Mid price116.0348
CurrencyEUR
Price updated24/05/2017
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)1.26%
Total expense ratio (TER)1.4%
Bid price144.0785
Offer price148.5345
Mid price-
CurrencyCHF
Price updated24/05/2017
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)1.26%
Total expense ratio (TER)1.4%
Bid price-
Offer price-
Mid price144.0785
CurrencyCHF
Price updated24/05/2017
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)1.26%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1208.1899
CurrencySEK
Price updated24/05/2017
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)1.26%
Total expense ratio (TER)-
Bid price1208.1899
Offer price1245.5566
Mid price-
CurrencySEK
Price updated24/05/2017
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)1.76%
Total expense ratio (TER)1.9%
Bid price125.1408
Offer price127.6947
Mid price-
CurrencyEUR
Price updated24/05/2017
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)1.76%
Total expense ratio (TER)1.9%
Bid price-
Offer price-
Mid price125.1408
CurrencyEUR
Price updated24/05/2017
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)1.76%
Total expense ratio (TER)1.9%
Bid price96.5589
Offer price98.5295
Mid price-
CurrencyEUR
Price updated24/05/2017
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)1.76%
Total expense ratio (TER)1.9%
Bid price-
Offer price-
Mid price96.5589
CurrencyEUR
Price updated24/05/2017
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)0.71%
Total expense ratio (TER)-
Bid price130.0501
Offer price131.3637
Mid price-
CurrencyEUR
Price updated24/05/2017
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)0.71%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price130.0501
CurrencyEUR
Price updated24/05/2017
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)0.12%
Total expense ratio (TER)-
Bid price131.9577
Offer price131.9577
Mid price-
CurrencyEUR
Price updated24/05/2017
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)0.12%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price131.9577
CurrencyEUR
Price updated24/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBN2S
Data provided by

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