Fact sheet: Dimensional Gbl Tgtd Val

Fund information

Fund name
Dimensional Global Targeted Value Acc SGD
Fund company manager
Dimensional Fund Advisors(IRL)
Fund type
SIB
Fund manager
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 Small and Mid Cap Value Index
Investment style
Value
Investment method
Shares

Quick stats

1 Year return

18.42 %

1 Year rank in sector

-

Sector

FO Equity - International

Yield
-
Fund size

£ 2.1 b

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    53.78%
  • Japan
    10.8%
  • UK
    6.41%
  • Canada
    3.67%
  • Germany
    3%
  • Financials
    27.04%
  • Industrials
    18.63%
  • Consumer Discretionary
    15.48%
  • Materials
    10.9%
  • Information Technology
    9.92%
  • US Equities
    53.58%
  • Japanese Equities
    10.75%
  • UK Equities
    6.58%
  • Canadian Equities
    3.66%
  • German Equities
    3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.77 %-1.6 %18.42 %26.17 %86.27 %
Sector0.15 %5.45 %12.57 %22.39 %57.57 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund0 %0 %0 %0 %0 %
Sector9.97 %7.94 %0.71 %5.96 %21.26 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha3.1
Beta0.87
Sharpe0.44
Volatility11.61
Tracking error8.52
Information ratio0.22
R-Squared0.47

Price movement

52 week high20
52 week low19.32
Current bid price0
Current offer price0
Current mid price19.32

Holdings by region

  • 53.78% USA
  • 10.8% Japan
  • 6.41% UK
  • 3.67% Canada
  • 3% Germany
  • 2.62% Australia
  • 2.46% Switzerland
  • 2.16% Bermuda
  • 2.08% France
  • 1.5% Italy

Holdings by sector

  • 27.04% Financials
  • 18.63% Industrials
  • 15.48% Consumer Discretionary
  • 10.9% Materials
  • 9.92% Information Technology
  • 7.09% Energy
  • 4.9% Health Care
  • 4.18% Consumer Staples
  • 1.06% Utilities
  • 0.8% Telecommunications Utilities

Holdings by asset type

  • 53.58% US Equities
  • 10.75% Japanese Equities
  • 6.58% UK Equities
  • 3.66% Canadian Equities
  • 3% German Equities
  • 2.62% Australian Equities
  • 2.46% Swiss Equities
  • 2.16% North American Equities
  • 2.08% French Equities
  • 1.5% Italian Equities

Individual holdings

  • 0.33% BANK OF IRELAND(GOVERNOR & CO OF)
  • 0.31% BANCO DE SABADELL SA
  • 0.3% EVEREST RE GROUP
  • 0.28% XL GROUP LTD
  • 0.27% ARCH CAPITAL GROUP
  • 0.27% COMERICA INC
  • 0.26% CENTENE CORP(DEL)
  • 0.26% FIDELITY NATIONAL FINANCIAL INC
  • 0.26% SWISS LIFE HLDG AG
  • 0.26% UNUM GROUP