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(s)
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

30.13 %

1 Year rank in sector

6/226

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
    24.06%
  • France
    15.84%
  • Switzerland
    15.81%
  • Germany
    14.93%
  • Spain
    5.95%
  • Financials
    32.54%
  • Energy
    15%
  • Consumer Discretionary
    14.02%
  • Materials
    12.52%
  • Telecommunications Utilities
    8.05%
  • UK Equities
    24.05%
  • French Equities
    15.84%
  • Swiss Equities
    15.81%
  • German Equities
    14.93%
  • Spanish Equities
    5.95%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund1.96 %19.24 %30.13 %19.79 %44.18 %
Sector2.26 %5.71 %17.07 %33.25 %58.83 %
Rank within sector154 / 2375 / 2336 / 226183 / 201148 / 175
Quartile th3 rd1 st1 st4 th4 th

Calendar performance

YTD-20172016201520142013
Fund23.78 %5.13 %-9.3 %-8.41 %29.61 %
Sector11.83 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector12 / 23137 / 220203 / 203191 / 19423 / 178
Quartile th1 st1 st4 th4 th1 st

Risk statistics

Alpha-2.33
Beta0.89
Sharpe0
Volatility14.96
Tracking error9.89
Information ratio-0.35
R-Squared0.55

Price movement

52 week high10.44
52 week low7.87
Current bid price0
Current offer price0
Current mid price10.41

Holdings by region

  • 24.06% UK
  • 15.84% France
  • 15.81% Switzerland
  • 14.93% Germany
  • 5.95% Spain
  • 5.23% Netherlands
  • 4.43% Sweden
  • 3.39% Denmark
  • 3.08% Italy
  • 1.56% 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

  • 24.05% UK Equities
  • 15.84% French Equities
  • 15.81% Swiss Equities
  • 14.93% German Equities
  • 5.95% Spanish Equities
  • 5.23% Dutch Equities
  • 4.43% Swedish Equities
  • 3.39% Danish Equities
  • 3.08% Italian Equities
  • 1.56% Belgian Equities

Individual holdings

  • 4.55% BP
  • 4.41% NOVARTIS AG
  • 3.86% TOTAL SA
  • 3.6% HSBC HLDGS
  • 3.55% VODAFONE GROUP PLC
  • 2.79% DAIMLER AG
  • 2.69% ROYAL DUTCH SHELL
  • 2.63% BANCO SANTANDER SA
  • 2.48% BNP PARIBAS
  • 2.33% LLOYDS BANKING GROUP PLC