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

32.3 %

1 Year rank in sector

6/224

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 61.9 m

FE Risk score

127

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    24.73%
  • France
    16.92%
  • Germany
    15.71%
  • Switzerland
    15.26%
  • Netherlands
    6.53%
  • Financials
    32.7%
  • Energy
    16.11%
  • Consumer Discretionary
    13.8%
  • Materials
    11.61%
  • Telecommunications Utilities
    8.12%
  • UK Equities
    24.73%
  • French Equities
    16.92%
  • German Equities
    15.71%
  • Swiss Equities
    15.26%
  • Dutch Equities
    6.53%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund8.48 %17.09 %32.3 %29.76 %48.9 %
Sector3.08 %6.08 %14.42 %22.51 %55.89 %
Rank within sector2 / 2352 / 2296 / 22447 / 198128 / 174
Quartile th1 st1 st1 st1 st3 rd

Calendar performance

YTD-20182017201620152014
Fund7.87 %26.87 %5.13 %-9.3 %-8.41 %
Sector3.1 %11.78 %-0.56 %11.08 %4.22 %
Rank within sector1 / 2358 / 22438 / 214198 / 198187 / 190
Quartile th1 st1 st1 st4 th4 th

Risk statistics

Alpha0.44
Beta0.9
Sharpe0.21
Volatility14.46
Tracking error9.55
Information ratio-0.07
R-Squared0.55

Price movement

52 week high11.51
52 week low8.57
Current bid price0
Current offer price0
Current mid price11.51

Holdings by region

  • 24.73% UK
  • 16.92% France
  • 15.71% Germany
  • 15.26% Switzerland
  • 6.53% Netherlands
  • 4.76% Spain
  • 4.59% Sweden
  • 2.77% Denmark
  • 2.39% Italy
  • 1.65% Belgium

Holdings by sector

  • 32.7% Financials
  • 16.11% Energy
  • 13.8% Consumer Discretionary
  • 11.61% Materials
  • 8.12% Telecommunications Utilities
  • 6.29% Industrials
  • 5.17% Health Care
  • 2.78% Utilities
  • 2.71% Consumer Staples
  • 0.71% Information Technology

Holdings by asset type

  • 24.73% UK Equities
  • 16.92% French Equities
  • 15.71% German Equities
  • 15.26% Swiss Equities
  • 6.53% Dutch Equities
  • 4.76% Spanish Equities
  • 4.42% Swedish Equities
  • 2.77% Danish Equities
  • 2.39% Italian Equities
  • 1.65% Belgian Equities

Individual holdings

  • 4.71% NOVARTIS AG
  • 4.64% BP
  • 4.49% TOTAL SA
  • 3.74% VODAFONE GROUP PLC
  • 3.37% HSBC HLDGS
  • 3.05% DAIMLER AG
  • 2.83% ROYAL DUTCH SHELL
  • 2.68% BNP PARIBAS
  • 2.28% LLOYDS BANKING GROUP PLC
  • 2.17% ROYAL DUTCH SHELL