Fact sheet: Schroder QEP Gbl Active Value

Fund information
Fund name
Schroder QEP Global Active Value Z Acc
Fund manager company
Schroder UT Managers
Fund type
Unit Trust
Fund manager
  • Quantitative Equity Products Teamsince 21/12/2005
Fund objective
The fund aims to provide capital growth and income by investing in equities of companies worldwide. The fund invests at least 80% of its assets in equities of companies worldwide. The fund invests in companies that have certain "Value" characteristics. Value is assessed by looking at indicators such as cash flows, dividends and earnings to identify securities which the manager believes have been undervalued by the market. The fund may also invest in collective investment schemes and warrants, and hold cash. The fund may use derivatives with the aim of achieving investment gains, reducing risk or managing the fund more efficiently. The fund may use leverage and take short positions.
Benchmark
  • MSCI World
Investment style
Value
Investment method
Shares
Quick stats
1 Year return
29.4%
1 Year rank in sector
48/243
Sector
UT Global
Yield
1.7%
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.
0.93%
Fund size
£2,595m (£2,372m 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.
104
Top in this sector
Fund name1 Year
Natixis HarsAsGblConcntdEq44.1%
Investec Gbl Spcl Situations40.1%
Baillie Gifford Global Select39%
Orbis Gbl Eq37.1%
NFU Mutual Global Growth36.9%
...more in UT Global

Performance snapshot

Holdings snapshot

  • USA37.9%
    Others12.2%
    Japan11%
    UK7.7%
    France3.6%
  • Biotechnology/Medical9.8%
    Banks9.6%
    Oil & Gas Exploration & Production6%
    Hardware5.9%
    Financial Services5.4%
  • US Equities37.9%
    International Equities12.2%
    Japanese Equities11%
    UK Equities7.7%
    French Equities3.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.9%0.8%6.1%29.4%44.9%87.9%
Sector0.3%3%5.9%24.2%40.1%73.4%
Rank within sector226 / 254236 / 252120 / 25048 / 243101 / 22378 / 199
Quartile4th4th2nd1st2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund2.1%33.5%-1.3%9.1%21.9%
Sector4.5%21%3.4%6.7%19.7%
Rank within sector230 / 25211 / 240211 / 22980 / 217106 / 205
Quartile4th1st4th2nd3rd
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.
0.79
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.
1.04
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.
0.98
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%.
10.81
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.
2.95
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.
0.4
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.
0.92
Price movement
52 week high102.4
52 week low72.19
Current bid price-
Current offer price-
Current mid price97.9
Region
1USA37.91%
2Others12.23%
3Japan10.97%
4UK7.68%
5France3.62%
6Taiwan3.26%
7Switzerland3.24%
8Hong Kong3.05%
9Australia3.05%
Industry sector
1Biotechnology/Medical9.79%
2Banks9.61%
3Oil & Gas Exploration & Production6.04%
4Hardware5.89%
5Financial Services5.39%
6Software4.3%
7Automotive3.91%
8Wireless & Mobile Communications3.88%
9Mineral Extraction3.75%
Asset type
1US Equities37.91%
2International Equities12.23%
3Japanese Equities10.97%
4UK Equities7.68%
5French Equities3.62%
6Taiwanese Equities3.26%
7Swiss Equities3.24%
8Hong Kong Equities3.05%
9Australian Equities3.05%
Individual holdings
1PFIZER INC0.77%
2INTEL CORP0.75%
3NOVO NORDISK A/S0.75%
4TAIWAN SEMICONDUCTOR MANUFACTURING0.75%
5TELSTRA CORP LTD0.75%
6INTERNATIONAL BUS MACH CORP0.74%
7KDDI CORP0.74%
8NTT DOCOMO INC0.74%
9QUALCOMM INC0.74%
Management
Fund manager group
Schroders
Fund manager company
Schroder UT Managers
Fund type
Unit Trust
Fund objective
The fund aims to provide capital growth and income by investing in equities of companies worldwide. The fund invests at least 80% of its assets in equities of companies worldwide. The fund invests in companies that have certain "Value" characteristics. Value is assessed by looking at indicators such as cash flows, dividends and earnings to identify securities which the manager believes have been undervalued by the market. The fund may also invest in collective investment schemes and warrants, and hold cash. The fund may use derivatives with the aim of achieving investment gains, reducing risk or managing the fund more efficiently. The fund may use leverage and take short positions.
Benchmark
  • MSCI World
Investment style
Value
Investment method
Shares
Fund manager
NameSinceBiography
Quantitative Equity Products Team21/12/2005Established in 1996 by Justin Abercrombie. Schroders’ QEP Investment Team has been managing money for clients since 2000 and has a proven performance track record across its innovative range of global equity strategies. With 25 experienced members of staff located in London and Sydney. As at March 2013, the team manages in excess of USD 34 billion for institutional clients, including pension funds, sovereign wealth funds and insurance companies, all over the world.
Compliance
IA Recognised, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
Schroder QEP Global Active Value A Acc
Initial charge-
Annual charge1.5%
Min single investment£1,000
Min regular saving£500
Available in ISAYes
Ongoing charge (OCF)1.68%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price102.9
CurrencyGBX
Price updated27/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBOI9
Schroder QEP Global Active Value A Inc
Initial charge-
Annual charge1.5%
Min single investment£1,000
Min regular saving£500
Available in ISAYes
Ongoing charge (OCF)1.68%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price88.43
CurrencyGBX
Price updated27/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeBOJ0
Schroder QEP Global Active Value Inst Acc
Initial charge-
Annual charge0.75%
Min single investment£1,000,000
Min regular saving£20,000
Available in ISANo
Ongoing charge (OCF)0.78%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price117
CurrencyGBX
Price updated27/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeQB93
Schroder QEP Global Active Value Inst Inc
Initial charge-
Annual charge0.75%
Min single investment£1,000,000
Min regular saving£20,000
Available in ISANo
Ongoing charge (OCF)0.78%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price89.03
CurrencyGBX
Price updated27/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeQB70
Schroder QEP Global Active Value X Acc
Initial charge-
Annual charge-
Min single investment£1,000,000
Min regular saving£20,000
Available in ISANo
Ongoing charge (OCF)0.03%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price133.5
CurrencyGBX
Price updated27/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeQS88
Schroder QEP Global Active Value X Inc
Initial charge-
Annual charge-
Min single investment£1,000,000
Min regular saving£20,000
Available in ISANo
Ongoing charge (OCF)0.03%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price94.16
CurrencyGBX
Price updated27/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeQS83
Schroder QEP Global Active Value Z Acc
Initial charge-
Annual charge0.75%
Min single investment£1,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.93%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price97.9
CurrencyGBX
Price updated27/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0HDF
Schroder QEP Global Active Value Z Inc
Initial charge-
Annual charge0.75%
Min single investment£1,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.93%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price88.69
CurrencyGBX
Price updated27/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code0HDG
Data provided by

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