Fact sheet: DNB Global SRI

Fund information

Fund name
DNB Global SRI A EUR
Fund company manager
DNB Asset Management S.A.
Fund type
SIB
Fund manager(s)
Rune Kaland
since 01/11/2016
Fund objective
The fund objective is to achieve long-term capital growth by investing in global developed markets. The fund relies on our global equities investment process, a structured matrix of regions and sectors where each individual unit is managed to optimize performance relative to risk.
Benchmark
MSCI AC World
Investment style
Growth
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

8.58 %

1 Year rank in sector

53/59

Sector

FO Equity - Ethical

Yield
-
Fund size

£ 35.2 m

FE Risk score

116

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    59.79%
  • France
    7.02%
  • UK
    6.05%
  • Others
    5.89%
  • Italy
    4.5%
  • Technology
    21.37%
  • Financial Services
    20.36%
  • Energy
    10.69%
  • Cyclical Consumer Goods
    10.67%
  • Industrials
    10.4%
  • US Equities
    59.79%
  • French Equities
    7.02%
  • UK Equities
    6.05%
  • International Equities
    5.89%
  • Italian Equities
    4.5%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund1.2 %0.68 %8.58 %25.55 %75.62 %
Sector1.44 %5.77 %16.61 %25.74 %65.5 %
Rank within sector34 / 6759 / 6353 / 5933 / 4723 / 37
Quartile th3 rd4 th4 th3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund4.04 %10.65 %7.41 %12.97 %22.82 %
Sector13.58 %7.95 %3.15 %7.26 %18.43 %
Rank within sector57 / 6125 / 5020 / 4715 / 4523 / 38
Quartile th4 th2 nd2 nd2 nd3 rd

Risk statistics

Alpha-1.79
Beta1.35
Sharpe0.37
Volatility15.64
Tracking error6.32
Information ratio0.1
R-Squared0.89

Price movement

52 week high4.0783
52 week low3.6542
Current bid price0
Current offer price0
Current mid price3.9805

Holdings by region

  • 59.79% USA
  • 7.02% France
  • 6.05% UK
  • 5.89% Others
  • 4.5% Italy
  • 3.98% Japan
  • 3.27% Sweden
  • 2.99% Korea
  • 2.56% Netherlands
  • 2.41% Denmark

Holdings by sector

  • 21.37% Technology
  • 20.36% Financial Services
  • 10.69% Energy
  • 10.67% Cyclical Consumer Goods
  • 10.4% Industrials
  • 9.66% Health Care
  • 5.28% Basic Materials
  • 5.2% Telecommunications Utilities
  • 4.1% Consumer Staples
  • 1.52% Utilities

Holdings by asset type

  • 59.79% US Equities
  • 7.02% French Equities
  • 6.05% UK Equities
  • 5.89% International Equities
  • 4.5% Italian Equities
  • 3.98% Japanese Equities
  • 3.27% Swedish Equities
  • 2.99% South Korean Equities
  • 2.56% Dutch Equities
  • 2.41% Danish Equities

Individual holdings

  • 3.78% CITIGROUP DIVERSIFIED PORT
  • 3.11% TELEFONAKTIEBOLAGET LM ERICSSON
  • 2.89% ANADARKO PETROLEUM CORP
  • 2.84% UNICREDIT SPA
  • 2.8% MICROSOFT CORP
  • 2.74% PRUDENTIAL PLC
  • 2.73% INTEL CORP
  • 2.65% INGERSOLL-RAND PLC
  • 2.61% JOHNSON & JOHNSON
  • 2.48% BANK OF AMERICA CORP