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 Large Value Index
Investment style
Value
Investment method
Shares

Performance snapshot

Quick stats

1 Year return

24.87 %

1 Year rank in sector

5/224

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 61.9 m

FE Risk score

125

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    22.9%
  • Switzerland
    16.27%
  • France
    15.9%
  • Germany
    15.23%
  • Netherlands
    5.79%
  • Financials
    30.89%
  • Consumer Discretionary
    14.99%
  • Energy
    14.93%
  • Materials
    13.6%
  • Telecommunications Utilities
    7.58%
  • UK Equities
    22.86%
  • Swiss Equities
    16.27%
  • French Equities
    15.9%
  • German Equities
    15.23%
  • Dutch Equities
    5.79%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.71 %13.34 %24.87 %3.76 %48.8 %
Sector-1.93 %4.7 %11.12 %22.84 %57.04 %
Rank within sector22 / 23414 / 2295 / 224193 / 198121 / 172
Quartile th1 st1 st1 st4 th3 rd

Calendar performance

YTD-20172016201520142013
Fund18.19 %5.13 %-9.3 %-8.41 %29.61 %
Sector7.62 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector12 / 22937 / 220202 / 202190 / 19324 / 178
Quartile th1 st1 st4 th4 th1 st

Risk statistics

Alpha-4.29
Beta0.89
Sharpe-0
Volatility14.95
Tracking error10.01
Information ratio-0.53
R-Squared0.54

Price movement

52 week high10.13
52 week low7.7
Current bid price0
Current offer price0
Current mid price9.94

Holdings by region

  • 22.9% UK
  • 16.27% Switzerland
  • 15.9% France
  • 15.23% Germany
  • 5.79% Netherlands
  • 5.76% Spain
  • 4.43% Sweden
  • 3.51% Denmark
  • 2.61% Italy
  • 1.65% Finland

Holdings by sector

  • 30.89% Financials
  • 14.99% Consumer Discretionary
  • 14.93% Energy
  • 13.6% Materials
  • 7.58% Telecommunications Utilities
  • 7.19% Industrials
  • 3.82% Health Care
  • 2.77% Consumer Staples
  • 2.56% Utilities
  • 1.67% Information Technology

Holdings by asset type

  • 22.86% UK Equities
  • 16.27% Swiss Equities
  • 15.9% French Equities
  • 15.23% German Equities
  • 5.79% Dutch Equities
  • 5.76% Spanish Equities
  • 4.4% Swedish Equities
  • 3.51% Danish Equities
  • 2.61% Italian Equities
  • 1.65% Finnish Equities

Individual holdings

  • 4.61% BP
  • 4.53% NOVARTIS AG
  • 3.83% TOTAL SA
  • 3.74% HSBC HLDGS
  • 3.18% VODAFONE GROUP PLC
  • 2.88% DAIMLER AG
  • 2.69% ROYAL DUTCH SHELL
  • 2.52% BANCO SANTANDER SA
  • 2.23% BNP PARIBAS
  • 2.01% LLOYDS BANKING GROUP PLC