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

29.24 %

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
    22.91%
  • Switzerland
    16.2%
  • France
    16.09%
  • Germany
    14.73%
  • Netherlands
    6.06%
  • Financials
    30.89%
  • Consumer Discretionary
    14.99%
  • Energy
    14.93%
  • Materials
    13.6%
  • Telecommunications Utilities
    7.58%
  • UK Equities
    22.95%
  • Swiss Equities
    16.19%
  • French Equities
    16.09%
  • German Equities
    14.73%
  • Dutch Equities
    6.06%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund4.46 %12.99 %28.16 %-1.21 %59.58 %
Sector-0.99 %8.39 %14.99 %22 %65.34 %
Rank within sector3 / 23426 / 2296 / 224196 / 197112 / 172
Quartile th1 st1 st1 st4 th3 rd

Calendar performance

YTD-20172016201520142013
Fund16.88 %5.13 %-9.3 %-8.41 %29.61 %
Sector9.17 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector18 / 22937 / 219201 / 201188 / 19124 / 177
Quartile th1 st1 st4 th4 th1 st

Risk statistics

Alpha-6.86
Beta0.9
Sharpe-0.01
Volatility14.92
Tracking error9.7
Information ratio-0.8
R-Squared0.57

Price movement

52 week high9.9
52 week low7.59
Current bid price0
Current offer price0
Current mid price9.83

Holdings by region

  • 22.91% UK
  • 16.2% Switzerland
  • 16.09% France
  • 14.73% Germany
  • 6.06% Netherlands
  • 5.06% Spain
  • 4.51% Sweden
  • 3.47% Denmark
  • 2.51% Italy
  • 1.64% 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

  • 22.95% UK Equities
  • 16.19% Swiss Equities
  • 16.09% French Equities
  • 14.73% German Equities
  • 6.06% Dutch Equities
  • 5.06% Spanish Equities
  • 4.5% Swedish Equities
  • 3.46% Danish Equities
  • 2.51% Italian Equities
  • 1.64% Finnish Equities

Individual holdings

  • 4.72% BP
  • 4.41% NOVARTIS AG
  • 3.99% TOTAL SA
  • 3.49% HSBC HLDGS
  • 2.92% VODAFONE GROUP PLC
  • 2.87% DAIMLER AG
  • 2.62% ROYAL DUTCH SHELL
  • 2.19% BANCO SANTANDER SA
  • 2.17% BNP PARIBAS
  • 2.08% LLOYDS BANKING GROUP PLC