Fact sheet: Dimensional European Value

Fund information

Fund name
Dimensional European Value Acc USD
Fund company manager
Dimensional Fund Advisors(IRL)
Fund type
SIB
Fund manager
Dimensional Portfolio Management Team
since 12/09/2007
Fund objective
The investment objective of the European Value Fund ("Fund") is to achieve long-term total return.
Benchmark
MSCI Europe Value
Investment style
Value
Investment method
Shares

Performance snapshot

Quick stats

1 Year return

28.32 %

1 Year rank in sector

4/224

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 61.9 m

FE Risk score

124

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    23.72%
  • Switzerland
    15.97%
  • France
    15.67%
  • Germany
    14.63%
  • Spain
    6.06%
  • Financials
    32.54%
  • Energy
    15%
  • Consumer Discretionary
    14.02%
  • Materials
    12.52%
  • Telecommunications Utilities
    8.05%
  • UK Equities
    23.71%
  • Swiss Equities
    15.96%
  • French Equities
    15.67%
  • German Equities
    14.63%
  • Spanish Equities
    6.06%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.81 %15.19 %28.32 %8.94 %45.25 %
Sector1.97 %4.95 %12.81 %21.87 %57.28 %
Rank within sector64 / 2356 / 2324 / 224185 / 198132 / 173
Quartile th2 nd1 st1 st4 th4 th

Calendar performance

YTD-20172016201520142013
Fund21.76 %5.13 %-9.3 %-8.41 %29.61 %
Sector9.76 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector9 / 23037 / 219200 / 200189 / 19223 / 177
Quartile th1 st1 st4 th4 th1 st

Risk statistics

Alpha-3.99
Beta0.89
Sharpe-0
Volatility14.96
Tracking error10.01
Information ratio-0.5
R-Squared0.54

Price movement

52 week high10.33
52 week low7.85
Current bid price0
Current offer price0
Current mid price10.24

Holdings by region

  • 23.72% UK
  • 15.97% Switzerland
  • 15.67% France
  • 14.63% Germany
  • 6.06% Spain
  • 5.56% Netherlands
  • 4.25% Sweden
  • 3.49% Denmark
  • 2.66% Italy
  • 1.57% Belgium

Holdings by sector

  • 32.54% Financials
  • 15% Energy
  • 14.02% Consumer Discretionary
  • 12.52% Materials
  • 8.05% Telecommunications Utilities
  • 6.21% Industrials
  • 5.58% Health Care
  • 3.15% Consumer Staples
  • 1.69% Utilities
  • 1.24% Information Technology

Holdings by asset type

  • 23.71% UK Equities
  • 15.96% Swiss Equities
  • 15.67% French Equities
  • 14.63% German Equities
  • 6.06% Spanish Equities
  • 5.56% Dutch Equities
  • 4.25% Swedish Equities
  • 3.49% Danish Equities
  • 2.66% Italian Equities
  • 1.57% Belgian Equities

Individual holdings

  • 4.55% BP
  • 4.48% NOVARTIS AG
  • 3.8% TOTAL SA
  • 3.66% HSBC HLDGS
  • 3.61% VODAFONE GROUP PLC
  • 2.77% ROYAL DUTCH SHELL
  • 2.76% BANCO SANTANDER SA
  • 2.7% DAIMLER AG
  • 2.38% LLOYDS BANKING GROUP PLC
  • 2.37% BNP PARIBAS