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

22.58 %

1 Year rank in sector

65/476

Sector

FO Equity - International

Yield
-
Fund size

£ 2.3 b

FE Risk score

114

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    53.59%
  • Japan
    11.13%
  • UK
    6.22%
  • Canada
    3.74%
  • Germany
    3.12%
  • Financials
    27.7%
  • Industrials
    18.9%
  • Consumer Discretionary
    16.51%
  • Materials
    10.29%
  • Information Technology
    9.41%
  • US Equities
    53.32%
  • Japanese Equities
    11.13%
  • UK Equities
    6.51%
  • Canadian Equities
    3.71%
  • German Equities
    3.12%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund2.86 %11.06 %22.58 %34.3 %76 %
Sector2.42 %8.34 %16.13 %32.48 %60.31 %
Rank within sector181 / 503167 / 49865 / 476185 / 38183 / 294
Quartile th2 nd2 nd1 st2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund13.73 %16.95 %-4.05 %-1.88 %33.24 %
Sector13.46 %7.94 %0.71 %5.96 %21.26 %
Rank within sector246 / 48985 / 444338 / 396311 / 34717 / 305
Quartile th3 rd1 st4 th4 th1 st

Risk statistics

Alpha0.24
Beta1.11
Sharpe0.38
Volatility12.23
Tracking error6.94
Information ratio0.1
R-Squared0.68

Price movement

52 week high18.01
52 week low14.22
Current bid price0
Current offer price0
Current mid price17.97

Holdings by region

  • 53.59% USA
  • 11.13% Japan
  • 6.22% UK
  • 3.74% Canada
  • 3.12% Germany
  • 2.71% Australia
  • 2.2% Switzerland
  • 2.19% France
  • 2.09% Bermuda
  • 1.63% 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

  • 53.32% US Equities
  • 11.13% Japanese Equities
  • 6.51% UK Equities
  • 3.71% Canadian Equities
  • 3.12% German Equities
  • 2.71% Australian Equities
  • 2.2% Swiss Equities
  • 2.19% French Equities
  • 2.09% North American Equities
  • 1.63% Italian Equities

Individual holdings

  • 0.34% BANK OF IRELAND GROUP PLC
  • 0.32% BANCO DE SABADELL SA
  • 0.29% EVEREST RE GROUP
  • 0.27% ARCH CAPITAL GROUP
  • 0.27% FIDELITY NATIONAL FINANCIAL INC
  • 0.27% SWISS LIFE HLDG AG
  • 0.26% E TRADE FINANCIAL CORP
  • 0.26% PHILLIPS VAN HEUSEN CORP
  • 0.26% UNUM GROUP
  • 0.26% XL GROUP LTD