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

17.21 %

1 Year rank in sector

239/483

Sector

FO Equity - International

Yield
-
Fund size

£ 2.3 b

FE Risk score

115

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    54.58%
  • Japan
    10.77%
  • UK
    6.35%
  • Canada
    3.62%
  • Germany
    3.16%
  • Financials
    27.7%
  • Industrials
    18.9%
  • Consumer Discretionary
    16.51%
  • Materials
    10.29%
  • Information Technology
    9.41%
  • US Equities
    54.41%
  • Japanese Equities
    10.77%
  • UK Equities
    6.51%
  • Canadian Equities
    3.62%
  • German Equities
    3.16%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.11 %8.67 %17.21 %26.22 %80.68 %
Sector1.03 %6.64 %17.3 %24.2 %65.08 %
Rank within sector373 / 507125 / 502239 / 483169 / 38486 / 290
Quartile th3 rd1 st2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund14.24 %16.95 %-4.05 %-1.88 %33.24 %
Sector14.64 %7.94 %0.71 %5.96 %21.26 %
Rank within sector254 / 49290 / 447339 / 395313 / 34618 / 302
Quartile th3 rd1 st4 th4 th1 st

Risk statistics

Alpha-0.08
Beta1.1
Sharpe0.4
Volatility12.23
Tracking error6.97
Information ratio0.06
R-Squared0.67

Price movement

52 week high18.07
52 week low15.33
Current bid price0
Current offer price0
Current mid price18.05

Holdings by region

  • 54.58% USA
  • 10.77% Japan
  • 6.35% UK
  • 3.62% Canada
  • 3.16% Germany
  • 2.62% Australia
  • 2.26% France
  • 2.11% Switzerland
  • 1.93% Bermuda
  • 1.67% Italy

Holdings by sector

  • 27.7% Financials
  • 18.9% Industrials
  • 16.51% Consumer Discretionary
  • 10.29% Materials
  • 9.41% Information Technology
  • 5.77% Energy
  • 5.39% Health Care
  • 4.18% Consumer Staples
  • 1.11% Utilities
  • 0.74% Telecommunications Utilities

Holdings by asset type

  • 54.41% US Equities
  • 10.77% Japanese Equities
  • 6.51% UK Equities
  • 3.62% Canadian Equities
  • 3.16% German Equities
  • 2.62% Australian Equities
  • 2.26% French Equities
  • 2.11% Swiss Equities
  • 1.93% North American Equities
  • 1.67% Italian Equities

Individual holdings

  • 0.31% BANK OF IRELAND GROUP PLC
  • 0.26% ALBEMARLE CORP
  • 0.26% ALLY FINANCIAL INC
  • 0.26% ARCH CAPITAL GROUP
  • 0.26% COMERICA INC
  • 0.26% E TRADE FINANCIAL CORP
  • 0.26% UNUM GROUP
  • 0.25% FIDELITY NATIONAL FINANCIAL INC
  • 0.25% LEAR CORP
  • 0.25% ZIONS BANCORP