Fact sheet: Dimensional Gbl Tgtd Val

Fund information

Fund name
Dimensional Global Targeted Value Acc USD
Fund company manager
Dimensional Fund Advisors(IRL)
Fund type
SIB
Fund manager(s)
Dimensional Portfolio Management Team
since 06/02/2008
Fund objective
The investment objective of the Global Targeted Value Fund ("Fund") is to maximise long-term total return.
Benchmark
MSCI World SMID Value Index
Investment style
Value
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

22.73 %

1 Year rank in sector

171/483

Sector

FO Equity - International

Yield
-
Fund size

£ 2.5 b

FE Risk score

115

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    55.46%
  • Japan
    11.06%
  • UK
    6.24%
  • Canada
    3.29%
  • Germany
    2.96%
  • Financials
    27.03%
  • Industrials
    19.33%
  • Consumer Discretionary
    16.85%
  • Materials
    10.36%
  • Information Technology
    8.97%
  • US Equities
    54.68%
  • Japanese Equities
    11.01%
  • UK Equities
    6.51%
  • Canadian Equities
    3.29%
  • German Equities
    2.96%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund6.18 %13.49 %22.73 %43.7 %74.07 %
Sector3.06 %9.16 %18.04 %31.52 %61.46 %
Rank within sector50 / 50185 / 497171 / 48375 / 38996 / 304
Quartile th1 st1 st2 nd1 st2 nd

Calendar performance

YTD-20182017201620152014
Fund4.87 %18.29 %16.95 %-4.05 %-1.88 %
Sector3.09 %16.28 %7.94 %0.71 %5.96 %
Rank within sector90 / 499209 / 48289 / 438335 / 388311 / 342
Quartile th1 st2 nd1 st4 th4 th

Risk statistics

Alpha0.99
Beta1.12
Sharpe0.52
Volatility12.22
Tracking error6.83
Information ratio0.24
R-Squared0.69

Price movement

52 week high19.6
52 week low16.02
Current bid price0
Current offer price0
Current mid price19.6

Holdings by region

  • 55.46% USA
  • 11.06% Japan
  • 6.24% UK
  • 3.29% Canada
  • 2.96% Germany
  • 2.75% Australia
  • 2.19% France
  • 2.1% Switzerland
  • 1.99% Bermuda
  • 1.68% Italy

Holdings by sector

  • 27.03% Financials
  • 19.33% Industrials
  • 16.85% Consumer Discretionary
  • 10.36% Materials
  • 8.97% Information Technology
  • 6.43% Energy
  • 4.97% Health Care
  • 3.8% Consumer Staples
  • 1.28% Utilities
  • 0.91% Telecommunications Utilities

Holdings by asset type

  • 54.68% US Equities
  • 11.01% Japanese Equities
  • 6.51% UK Equities
  • 3.29% Canadian Equities
  • 2.96% German Equities
  • 2.75% Australian Equities
  • 2.19% French Equities
  • 2.1% Swiss Equities
  • 1.99% North American Equities
  • 1.68% Italian Equities

Individual holdings

  • 0.31% ALLY FINANCIAL INC
  • 0.29% BANK OF IRELAND GROUP PLC
  • 0.29% LKQ CORP
  • 0.27% BANCO DE SABADELL SA
  • 0.27% COMERICA INC
  • 0.27% E TRADE FINANCIAL CORP
  • 0.27% LEAR CORP
  • 0.27% PULTE GROUP INC
  • 0.27% REINSURANCE GROUP OF AMERICA
  • 0.27% UNUM GROUP