Fact sheet: Sparinvest Ethical Gbl Val

Fund information
Fund name
Sparinvest Ethical Global Value GBP R
Fund manager company
Sparinvest (LUX)
Fund type
Offshore Fund
Fund managers
  • Kasper Jacobsensince 01/07/2011
  • Jens Rasmussensince 30/05/2008
Fund objective
The Sub-Fund aims at providing a positive return over the long term by investing in equity securities and, to a limited extent, convertible securities and warrants on transferable securities that are admitted to official listing on a stock exchange or that are traded on a Regulated Market within the OECD countries, EU member states (the ''EU Member States''), Singapore or Hong Kong. The Sub-Fund applies an ethical screening that identifies the companies that do not fulfill an ethical framework, and they are excluded.
Benchmark
  • MSCI World
Investment style
Value
Investment method
Shares
Quick stats
1 Year return
30.1%
1 Year rank in sector
7/69
Sector
FO Equity - Ethical
Yield
0.2%
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.
2.01%
Fund size
£87m (£74m 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.
93
Top in this sector
Fund name1 Year
Alquity Latin America48.1%
Impax Environmental Markets40.4%
Impax Asian Envt Markets38.1%
Pictet GlbEnvrOpp33.9%
Alquity Asia32.4%
...more in FO Equity - Ethical

Performance snapshot

Holdings snapshot

  • USA52.4%
    Japan15%
    Netherlands6.9%
    Switzerland5.6%
    UK3.9%
  • Financials26.8%
    Consumer Discretionary18.5%
    Information Technology11.3%
    Industrials9.5%
    Health Care9.3%
  • US Equities52.4%
    Japanese Equities15%
    Dutch Equities6.9%
    Swiss Equities5.6%
    UK Equities3.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.7%13.9%15.7%30.1%28.7%73.8%
Sector0.7%6.7%8.9%11%21.4%62.5%
Rank within sector38 / 7613 / 7411 / 717 / 6924 / 5624 / 46
Quartile2nd1st1st1st2nd3rd
Calendar performance
 YTD - 20162015201420132012
Fund19.4%9%-2.8%29.3%6.2%
Sector5%3.2%7.3%18.4%10.5%
Rank within sector10 / 7022 / 6157 / 585 / 5044 / 48
Quartile1st2nd4th1st4th
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.
4.57
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.
0.71
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.
0.65
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%.
10.54
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.
7.67
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.
0.28
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 high123.2
52 week low91.48
Current bid price-
Current offer price-
Current mid price121.83
Region
1USA52.39%
2Japan14.97%
3Netherlands6.93%
4Switzerland5.61%
5UK3.89%
6Others3.87%
7France2.77%
8Germany2.49%
9Australia2.11%
Industry sector
1Financials26.75%
2Consumer Discretionary18.48%
3Information Technology11.25%
4Industrials9.48%
5Health Care9.32%
6Materials8.59%
7Consumer Staples7.96%
8Telecommunications3.64%
9Energy3.26%
Asset type
1US Equities52.39%
2Japanese Equities14.97%
3Dutch Equities6.93%
4Swiss Equities5.61%
5UK Equities3.89%
6International Equities3.87%
7French Equities2.77%
8German Equities2.49%
9Australian Equities2.11%
Individual holdings
1TRAVELERS COMPANIES INC3.83%
2MICROSOFT CORP3.81%
3REGIONS FINANCIAL CORP (NEW)3.7%
4JOHNSON & JOHNSON2.82%
5PFIZER INC2.69%
6PROCTER & GAMBLE CO2.63%
7ESTEE LAUDER COMPANIES INC2.4%
8VISHAY INTERTECHNOLOGY INC2.28%
9PULTE GROUP INC2.21%
Management
Fund manager group
Sparinvest
Fund manager company
Sparinvest (LUX)
Fund type
Offshore Fund
Fund objective
The Sub-Fund aims at providing a positive return over the long term by investing in equity securities and, to a limited extent, convertible securities and warrants on transferable securities that are admitted to official listing on a stock exchange or that are traded on a Regulated Market within the OECD countries, EU member states (the ''EU Member States''), Singapore or Hong Kong. The Sub-Fund applies an ethical screening that identifies the companies that do not fulfill an ethical framework, and they are excluded.
Benchmark
  • MSCI World
Investment style
Value
Investment method
Shares
Fund managers
NameSinceBiography
Kasper Jacobsen01/07/2011Kasper Jacobsen was born in Gentofte in Feb 1973. He attended Copenhagen Business School graduating with a B.Sc. in Economics. His career so far has seen him progress from analyst roles with KOB and Børsen through the 1990s to taking on fund management responsibilities with Sparinvest in 2001 where he currently manages their Global Small Cap, Value and European Value funds. Kasper is supported by a team of six analysts and portfolio managers and, away from the office, lists golf and bridge amongst his recreational interests.
Jens Rasmussen30/05/2008Born in Copenhagen, where he is still based, Rasmussen holds a maters in economics from the city's university.After six years as a researcher with Kobmandstandens Oplysnings Bureau, he joined Sparinvest in 1997, covering Danish and Nordic equities. He started running funds for the group in 2000 and became head of equities in 2002.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Denmark, Finland, France, Faroe Islands, United Kingdom, Greenland, Iceland, Luxembourg, Netherlands, Norway, Offshore, Sweden
Sparinvest Ethical Global Value EUR I
Initial charge-
Annual charge0.8%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.28%
Total expense ratio (TER)1.28%
Bid price-
Offer price-
Mid price149.64
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeCIB9
Sparinvest Ethical Global Value EUR ID
Initial charge-
Annual charge0.8%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.28%
Total expense ratio (TER)1.28%
Bid price-
Offer price-
Mid price145.4
CurrencyEUR
Price updated23/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeF41B
Sparinvest Ethical Global Value EUR R
Initial charge3%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.01%
Total expense ratio (TER)2.01%
Bid price-
Offer price-
Mid price140.71
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeCIB7
Sparinvest Ethical Global Value EUR RD
Initial charge3%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.99%
Total expense ratio (TER)1.99%
Bid price-
Offer price-
Mid price125.79
CurrencyEUR
Price updated23/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code0OWU
Sparinvest Ethical Global Value EUR RX
Initial charge3%
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.26%
Total expense ratio (TER)1.26%
Bid price-
Offer price-
Mid price143.87
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFCZA
Sparinvest Ethical Global Value GBP R
Initial charge3%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.01%
Total expense ratio (TER)2.01%
Bid price-
Offer price-
Mid price121.83
CurrencyGBP
Price updated23/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeCIC0
Data provided by

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