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

30.49 %

1 Year rank in sector

9/225

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
    24.11%
  • France
    16.06%
  • Germany
    15.59%
  • Switzerland
    15.52%
  • Netherlands
    6.05%
  • Financials
    32.7%
  • Energy
    16.11%
  • Consumer Discretionary
    13.8%
  • Materials
    11.61%
  • Telecommunications Utilities
    8.12%
  • UK Equities
    24.01%
  • French Equities
    16.06%
  • German Equities
    15.59%
  • Swiss Equities
    15.5%
  • Dutch Equities
    6.05%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.29 %7.44 %30.49 %12.92 %47.94 %
Sector-0.62 %0.47 %16.43 %22.14 %57.99 %
Rank within sector39 / 23310 / 2319 / 225170 / 199130 / 171
Quartile th1 st1 st1 st4 th4 th

Calendar performance

YTD-20172016201520142013
Fund23.66 %5.13 %-9.3 %-8.41 %29.61 %
Sector10.79 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector10 / 22838 / 217200 / 200189 / 19224 / 174
Quartile th1 st1 st4 th4 th1 st

Risk statistics

Alpha-2.56
Beta0.89
Sharpe0.09
Volatility14.8
Tracking error9.85
Information ratio-0.39
R-Squared0.55

Price movement

52 week high10.52
52 week low7.89
Current bid price0
Current offer price0
Current mid price10.4

Holdings by region

  • 24.11% UK
  • 16.06% France
  • 15.59% Germany
  • 15.52% Switzerland
  • 6.05% Netherlands
  • 5.95% Spain
  • 4.18% Sweden
  • 3.21% Denmark
  • 2.95% Italy
  • 1.58% 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

  • 24.01% UK Equities
  • 16.06% French Equities
  • 15.59% German Equities
  • 15.5% Swiss Equities
  • 6.05% Dutch Equities
  • 5.95% Spanish Equities
  • 4.18% Swedish Equities
  • 3.21% Danish Equities
  • 2.95% Italian Equities
  • 1.58% Belgian Equities

Individual holdings

  • 4.81% BP
  • 4.28% NOVARTIS AG
  • 3.81% TOTAL SA
  • 3.55% HSBC HLDGS
  • 3.47% VODAFONE GROUP PLC
  • 2.92% DAIMLER AG
  • 2.88% ROYAL DUTCH SHELL
  • 2.69% BANCO SANTANDER SA
  • 2.61% BNP PARIBAS
  • 2.45% LLOYDS BANKING GROUP PLC