Fact sheet: Sparinvest Securus

Fund information
Fund name
Sparinvest Securus EUR R
Fund manager company
Sparinvest (LUX)
Fund type
Offshore Fund
Fund managers
  • David Bakkegaard Karsbolsince 01/01/2014
Fund objective
This fund uses Sparinvest's strategic asset allocation strategy to deliver a portfolio of securities from companies traded on international regulated markets. The fund is aimed at investors with a time horizon of 3-5 years+ and a medium risk tolerance. The asset allocation of the fund is roughly 75% bonds and 25% equities. The aim is to optimise the relationship between return and risk by exploiting proven style factors and well-tested correlations. Sparinvest is a signatory of the UN Principles for Responsible Investment.
Benchmark
  • BM - Securus
Investment style
Cautious
Investment method
Mixed
Quick stats
1 Year return
4.6%
1 Year rank in sector
66/97
Sector
FO Mixed Asset - Cautious
Yield
0.1%
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.
1.4%
Fund size
£551m (£157m 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.
66
Top in this sector
Fund name1 Year
Polar Capital IncmOpps25.9%
HSBC Pfl World Seltn 118.8%
Ashmore SICV3EmMktMltAst18.1%
SEI Core17.6%
GAM Star Caut14.3%
...more in FO Mixed Asset - Cautious

Performance snapshot

Holdings snapshot

  • International98.1%
    Money Market1.9%
  • Mortgage & Secured Bonds43.8%
    Government Agency Bonds12.9%
    Corporate Bonds12.3%
    Financials6.8%
    Industrials5.3%
  • Global Fixed Interest70.1%
    International Equities28%
    Money Market1.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.1%-0.3%2.5%4.6%9.8%26.5%
Sector0.6%1.3%3.9%6%8.5%20.5%
Rank within sector88 / 10498 / 10477 / 10066 / 9732 / 7019 / 53
Quartile4th4th4th3rd2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund1.3%3.1%2.3%4.9%6%
Sector2.9%3.6%-0.7%4.3%4.2%
Rank within sector80 / 10054 / 9315 / 8133 / 6623 / 60
Quartile4th3rd1st2nd2nd
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.
1.18
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.
0.85
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.
0.02
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%.
3.58
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.
1.89
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.
0.39
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.
0.74
Price movement
52 week high155.97
52 week low146.62
Current bid price-
Current offer price-
Current mid price155.07
Region
1International98.1%
2Money Market1.9%
Industry sector
1Mortgage & Secured Bonds43.82%
2Government Agency Bonds12.86%
3Corporate Bonds12.26%
4Financials6.78%
5Industrials5.28%
6Information Technology3.43%
7Materials2.86%
8Consumer Discretionary2.81%
9Money Market1.9%
Asset type
1Global Fixed Interest70.1%
2International Equities28%
3Money Market1.9%
Individual holdings
12,00% NORDEA REALKRED 20203.05%
2DENMARK(KINGDOM OF) 4% BDS 15/11/19 DKK0.012.53%
31,00% REALKREDIT DK 20202.42%
41,00% BRFKREDIT 20202.34%
5DENMARK(KINGDOM OF) 0.1% BDS 15/11/23 DKK0.011.87%
6HSBC HLDGS0.21%
7APPLE INC0.2%
8ENI0.2%
9VOLKSWAGEN AG0.2%
Management
Fund manager group
Sparinvest
Fund manager company
Sparinvest (LUX)
Fund type
Offshore Fund
Fund objective
This fund uses Sparinvest's strategic asset allocation strategy to deliver a portfolio of securities from companies traded on international regulated markets. The fund is aimed at investors with a time horizon of 3-5 years+ and a medium risk tolerance. The asset allocation of the fund is roughly 75% bonds and 25% equities. The aim is to optimise the relationship between return and risk by exploiting proven style factors and well-tested correlations. Sparinvest is a signatory of the UN Principles for Responsible Investment.
Benchmark
  • BM - Securus
Investment style
Cautious
Investment method
Mixed
Fund managers
NameSinceBiography
David Bakkegaard Karsbol01/01/2014
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Denmark, Finland, Faroe Islands, United Kingdom, Greenland, Luxembourg, Netherlands, Norway, Offshore, Sweden
Sparinvest Securus DKK R
Initial charge1.5%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.38%
Total expense ratio (TER)1.29%
Bid price-
Offer price-
Mid price1157.24
CurrencyDKK
Price updated23/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0H1N
Sparinvest Securus EUR I
Initial charge-
Annual charge0.5%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.83%
Total expense ratio (TER)0.75%
Bid price-
Offer price-
Mid price162.46
CurrencyEUR
Price updated23/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEEA0
Sparinvest Securus EUR R
Initial charge1.5%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.4%
Total expense ratio (TER)1.29%
Bid price-
Offer price-
Mid price155.07
CurrencyEUR
Price updated23/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeY301
Sparinvest Securus SEK R
Initial charge1.5%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.37%
Total expense ratio (TER)1.29%
Bid price-
Offer price-
Mid price1512.19
CurrencySEK
Price updated23/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF27E
Data provided by

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