Fact sheet: State Street Gbl Val

Fund information
Fund name
State Street Global Value I
Fund manager company
State Street Gbl Advisors LUX
Fund type
Offshore Fund
Fund manager
No data available.
Fund objective
The objective of the Fund is to seek to provide an investment return in excess of the performance of the MSCI World Index by 2-3% per annum over rolling three year periods.
Benchmark
  • MSCI World
Investment style
Active,Concentrated,Value
Investment method
Shares
Quick stats
1 Year return
22.5%
1 Year rank in sector
99/478
Sector
FO Equity - International
Yield
-
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%
Fund size
£157m (£146m 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.
110
Top in this sector
Fund name1 Year
Dodge & Cox Gbl Stk45.7%
Morg Stnly Global Discovery41%
T. Rowe Price GblFcsGrEq40.7%
Guinness Gbl Innovators40.4%
RWC Global Horizon38.9%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • USA30.7%
    Others15%
    Japan12.7%
    Korea9.3%
    France7.9%
  • Financials24.9%
    Health Care15.3%
    Industrials14%
    Information Technology10.6%
    Energy10.5%
  • US Equities30.7%
    International Equities15%
    Japanese Equities12.7%
    South Korean Equities9.3%
    French Equities7.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.4%6.8%14.6%22.5%--
Sector1.7%3.4%10.4%17.2%21.8%66.5%
Rank within sector131 / 50494 / 50473 / 49799 / 478--
Quartile2nd1st1st1st
Calendar performance
 YTD - 20172016201520142013
Fund11.4%14.6%---
Sector8.2%7.9%0.7%6%21.3%
Rank within sector126 / 50196 / 462---
Quartile2nd1st
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high12.03
52 week low8.95
Current bid price-
Current offer price-
Current mid price12.03
Region
1USA30.73%
2Others15.04%
3Japan12.69%
4Korea9.28%
5France7.89%
6UK6.24%
7Switzerland5.47%
8Germany4.67%
9Netherlands3.44%
Industry sector
1Financials24.85%
2Health Care15.27%
3Industrials14.02%
4Information Technology10.62%
5Energy10.52%
6Materials9.77%
7Consumer Discretionary8.24%
8Consumer Staples4.24%
9Telecommunications2.47%
Asset type
1US Equities30.73%
2International Equities15.04%
3Japanese Equities12.69%
4South Korean Equities9.28%
5French Equities7.89%
6UK Equities6.24%
7Swiss Equities5.47%
8German Equities4.67%
9Dutch Equities3.44%
Individual holdings
1OWENS-ILLINOIS INC2.3%
2CIGNA CORP2.22%
3MCKESSON CORP2.15%
4MOSAIC CO(THE)2.09%
5MERCK & CO INC(NEW)1.96%
6UNITED TECHNOLOGIES CORP1.94%
7ACS ACTIVIDADES DE CONSTRUCCION Y1.75%
8WOODSIDE PETROLEUM1.68%
9WH GROUP LTD1.67%
Management
Fund manager group
State Street
Fund manager company
State Street Gbl Advisors LUX
Fund type
Offshore Fund
Fund objective
The objective of the Fund is to seek to provide an investment return in excess of the performance of the MSCI World Index by 2-3% per annum over rolling three year periods.
Benchmark
  • MSCI World
Investment style
Active,Concentrated,Value
Investment method
Shares
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, Transparent for German Tax, Reporting Fund Status, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Offshore, Sweden
State Street Global Value B EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price12.0057
CurrencyEUR
Price updated23/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBNIT
State Street Global Value B Hedged EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price12.1515
CurrencyEUR
Price updated23/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNCEV
State Street Global Value I
Initial charge3%
Annual charge0.75%
Min single investment£3,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1%
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price12.0345
CurrencyUSD
Price updated23/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN10C
Data provided by

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