Fact sheet: Third Avenue Small Cap Value

Fund information
Fund name
Third Avenue Small Cap Value Investor
Fund manager company
Third Avenue Management
Fund type
No data available.
Fund manager
  • Curtis Jensensince 01/04/1997
Fund objective
To acheive Long-term capital appreciation with limited investment risk.
Benchmark
No data available.
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
7.9%
1 Year rank in sector
30/30
Sector
FO Equity - Small Cap USA
Yield
-
Fund size
£318m
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.
155
Top in this sector
Fund name1 Year
GS US Sml Cap CORE Eq Pfl36%
SEI US Sm Cos34.5%
JPM US SmalCap Gth31%
Alger Small Cap Focus30.5%
LM Royce US SCapOpp30%
...more in FO Equity - Small Cap USA

Performance snapshot

Holdings snapshot

  • USA93.2%
    Money Market3.7%
    Canada2%
    UK1.1%
  • Industrials34.1%
    Financials19.4%
    Information Technology13.8%
    Consumer Discretionary13%
    Health Care8.4%
  • US Equities93.2%
    Cash & Cash Equivalents3.7%
    Canadian Equities2%
    UK Equities1.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-2.8%-1.9%-6.8%7.9%-1.5%44.3%
Sector-0.8%0%3.7%20.9%26.1%80.6%
Rank within sector31 / 3425 / 3332 / 3230 / 3025 / 2523 / 23
Quartile4th4th4th4th4th4th
Calendar performance
 YTD - 20172016201520142013
Fund0.2%15.6%-18.7%3.9%32.6%
Sector3.2%18.3%-4.1%4.8%37.9%
Rank within sector21 / 3318 / 2926 / 2614 / 2422 / 24
Quartile3rd3rd4th3rd4th
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.
-7.05
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
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%.
17.11
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.
9.85
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.
-0.73
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.
0.69
Price movement
52 week high23.96
52 week low18.86
Current bid price-
Current offer price-
Current mid price21.55
Region
1USA93.2%
2Money Market3.7%
3Canada2%
4UK1.1%
Industry sector
1Industrials34.1%
2Financials19.4%
3Information Technology13.8%
4Consumer Discretionary13%
5Health Care8.4%
6Energy3.4%
7Others2.7%
8Materials2.5%
9Consumer Staples2.3%
Asset type
1US Equities93.2%
2Cash & Cash Equivalents3.7%
3Canadian Equities2%
4UK Equities1.1%
Individual holdings
1COMMERCE BANCSHARES INC3.4%
2UMB FINANCIAL CORP3.1%
3WCI COMMUNITIES INC3%
4INSIGHT ENTERPRISE INC2.7%
5CUBIC CORP2.6%
6SOUTHSIDE BANCSHARES INC2.6%
7MULTI-COLOR CORP2.5%
8ICF INTERNATIONAL INC2.4%
9CULLEN/FROST BANKERS INC2.3%
Management
Fund manager group
Third Avenue Management
Fund manager company
Third Avenue Management
Fund type
No data available.
Fund objective
To acheive Long-term capital appreciation with limited investment risk.
Benchmark
No data available.
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Curtis Jensen01/04/1997Curtis Jensen has 25 Years of Experience and 14 years with Firm. He is an MBA from Yale School of Management; BA, Williams College.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom, Offshore, United States
Third Avenue Small Cap Value Inst
Initial charge-
Annual charge0.9%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price21.76
CurrencyUSD
Price updated24/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFIY0
Third Avenue Small Cap Value Investor
Initial charge-
Annual charge0.9%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price21.55
CurrencyUSD
Price updated24/05/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeIHO6
Data provided by

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