Fact sheet: Ber Sys Aprch Stk Prot

Fund information

Fund name
Berenberg Systematic Approach Stockpicker Protect B
Fund company manager
Universal Investment Luxembour
Fund type
SIB
Fund manager(s)
Till Christian Budelmann
since 04/11/2013
Fund objective
The Berenberg Systematic Approach - STOCKPICKER Protect Fund is a combination of the STOCKPICKER S&P 100 equity portfolio and an overlay protection strategy. The systematic STOCKPICKER screening identifies stocks that are fundamentally undervalued, have shown resistance in falling markets, low sensitivity to negative company news and are currently trending upwards. The S&P 500 futures Protect Overlay is designed as a dynamic hedge against negative market movements. The portfolio's degree of market exposure is determined in six steps (0-100%) based on technical signals using five independent trend-following models.
Benchmark
-
Investment style
Growth
Investment method
Shares

Quick stats

1 Year return

17.18 %

1 Year rank in sector

124/205

Sector

FO Equity - USA

Yield
-
Fund size

£ 71.6 m

FE Risk score

103

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    90.09%
  • Money Market
    6.32%
  • Curacao
    3.83%
  • Not Specified
    -0.24%
  • Financials
    18.45%
  • Consumer Discretionary
    18.16%
  • Information Technology
    18.04%
  • Health Care
    10.78%
  • Energy
    7.53%
  • US Equities
    90.09%
  • Money Market
    6.08%
  • American Emerging Equities
    3.83%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.76 %6.6 %17.18 %18.86 %0 %
Sector2.63 %8.06 %18.01 %32.09 %74.59 %
Rank within sector169 / 217148 / 213124 / 205160 / 174 /
Quartile th4 th3 rd3 rd4 th th

Calendar performance

YTD-20172016201520142013
Fund9.37 %6.35 %-3.75 %7.35 %0 %
Sector12.74 %8.86 %-1.57 %10.68 %31.81 %
Rank within sector146 / 208135 / 193131 / 177133 / 165 /
Quartile th3 rd3 rd3 rd4 th th

Risk statistics

Alpha-0.65
Beta0.67
Sharpe0.09
Volatility8.87
Tracking error6.6
Information ratio-0.46
R-Squared0.64

Price movement

52 week high124.85
52 week low106.17
Current bid price0
Current offer price0
Current mid price124.39

Holdings by region

  • 90.09% USA
  • 6.32% Money Market
  • 3.83% Curacao
  • -0.24% Not Specified

Holdings by sector

  • 18.45% Financials
  • 18.16% Consumer Discretionary
  • 18.04% Information Technology
  • 10.78% Health Care
  • 7.53% Energy
  • 7.31% Industrials
  • 6.53% Consumer Staples
  • 6.08% Money Market
  • 3.63% Telecommunications Utilities
  • 3.49% Materials

Holdings by asset type

  • 90.09% US Equities
  • 6.08% Money Market
  • 3.83% American Emerging Equities

Individual holdings

  • 3.83% METLIFE INC
  • 3.83% SCHLUMBERGER
  • 3.77% UNITED PARCEL SERVICE INC
  • 3.76% WELLS FARGO & CO
  • 3.72% ALPHABET INC
  • 3.72% LOWES COMPANIES INC
  • 3.71% ABBVIE INC
  • 3.7% ALLSTATE CORP
  • 3.7% CHEVRON CORP
  • 3.67% GENERAL MOTORS CO