Fact sheet: Ber Sys Aprch Stk Prot

Fund information

Fund name
Berenberg Systematic Approach Stockpicker Protect A EUR
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

15.56 %

1 Year rank in sector

152/209

Sector

FO Equity - USA

Yield
-
Fund size

£ 71.6 m

FE Risk score

89

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    88.24%
  • Money Market
    7.1%
  • Curacao
    3.71%
  • Not Specified
    0.96%
  • Information Technology
    18.52%
  • Financials
    18.43%
  • Consumer Discretionary
    14.67%
  • Energy
    11.23%
  • Health Care
    10.87%
  • US Equities
    88.24%
  • Money Market
    6.83%
  • American Emerging Equities
    3.71%
  • Foreign Exchange
    1.23%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund4.76 %11.53 %15.56 %19.06 %0 %
Sector3.73 %11.33 %19.73 %35.11 %81.45 %
Rank within sector84 / 219123 / 218152 / 209168 / 176 /
Quartile th2 nd3 rd3 rd4 th th

Calendar performance

YTD-20182017201620152014
Fund4.71 %10.7 %4.52 %-3.97 %7.47 %
Sector4.27 %16.78 %8.86 %-1.57 %10.68 %
Rank within sector99 / 219166 / 209149 / 193132 / 176130 / 162
Quartile th2 nd4 th4 th3 rd4 th

Risk statistics

Alpha-1.42
Beta0.66
Sharpe0.01
Volatility8.81
Tracking error6.63
Information ratio-0.59
R-Squared0.63

Price movement

52 week high130.3
52 week low112.12
Current bid price0
Current offer price0
Current mid price130.03

Holdings by region

  • 88.24% USA
  • 7.1% Money Market
  • 3.71% Curacao
  • 0.96% Not Specified

Holdings by sector

  • 18.52% Information Technology
  • 18.43% Financials
  • 14.67% Consumer Discretionary
  • 11.23% Energy
  • 10.87% Health Care
  • 7.27% Consumer Staples
  • 6.83% Money Market
  • 3.77% Telecommunications Utilities
  • 3.61% Industrials
  • 3.58% Materials

Holdings by asset type

  • 88.24% US Equities
  • 6.83% Money Market
  • 3.71% American Emerging Equities
  • 1.23% Foreign Exchange

Individual holdings

  • 3.88% CHEVRON CORP
  • 3.77% AT&T INC
  • 3.77% VISA INC
  • 3.75% JPMORGAN CHASE & CO
  • 3.75% MCDONALD`S CORP
  • 3.75% MICROSOFT CORP
  • 3.73% COMCAST CORP(NEW)
  • 3.72% LOWES COMPANIES INC
  • 3.71% SCHLUMBERGER
  • 3.69% WELLS FARGO & CO