Fact sheet: Dimensional UK Value

Fund information

Fund name
Dimensional UK Value Acc
Fund company manager
Dimensional Fund Advisors
Fund type
OEIC
Fund manager(s)
Dimensional Portfolio Management Team
since 01/01/2008
Fund objective
The investment objective of the United Kingdom Value Fund ("Fund") is to maximise long-term total return.
Benchmark
MSCI United Kingdom Index
Investment style
Value
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

13.03 %

1 Year rank in sector

173/274

Sector

UT UK All Companies

Yield

2.28

Fund size

£ 585.0 m

FE Risk score

112

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    85.45%
  • Jersey
    11.42%
  • Bermuda
    0.76%
  • Money Market
    0.7%
  • Isle of Man
    0.47%
  • Financials
    31.89%
  • Materials
    18.5%
  • Consumer Discretionary
    16.15%
  • Energy
    13.63%
  • Industrials
    7.49%
  • UK Equities
    97.34%
  • North American Equities
    0.76%
  • Money Market
    0.7%
  • Spanish Equities
    0.46%
  • American Emerging Equities
    0.46%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-2.38 %3.02 %13.03 %20.75 %50.47 %
Sector-2.05 %1.49 %14.83 %27.68 %66.72 %
Rank within sector199 / 28063 / 277173 / 274215 / 258220 / 245
Quartile th3 rd1 st3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund8.66 %20.69 %-6.77 %-6.56 %24.06 %
Sector9.68 %11.16 %3.66 %0.59 %25.66 %
Rank within sector132 / 27514 / 265255 / 258243 / 252148 / 245
Quartile th2 nd1 st4 th4 th3 rd

Risk statistics

Alpha-2.81
Beta1.08
Sharpe0.37
Volatility11.15
Tracking error5.56
Information ratio-0.39
R-Squared0.75

Price movement

52 week high25.06
52 week low21.17
Current bid price0
Current offer price0
Current mid price24.21

Holdings by region

  • 85.45% UK
  • 11.42% Jersey
  • 0.76% Bermuda
  • 0.7% Money Market
  • 0.47% Isle of Man
  • 0.46% Spain
  • 0.44% Cayman Islands
  • 0.22% Ireland
  • 0.07% Canada
  • 0.02% British Virgin Islands

Holdings by sector

  • 31.89% Financials
  • 18.5% Materials
  • 16.15% Consumer Discretionary
  • 13.63% Energy
  • 7.49% Industrials
  • 4.46% Consumer Staples
  • 3.6% Health Care
  • 3.17% Telecommunications Utilities
  • 0.89% Information Technology
  • 0.22% Utilities

Holdings by asset type

  • 97.34% UK Equities
  • 0.76% North American Equities
  • 0.7% Money Market
  • 0.46% Spanish Equities
  • 0.46% American Emerging Equities
  • 0.22% Irish Equities
  • 0.07% Canadian Equities
  • 0% Alternative Investment Strategies

Individual holdings

  • 6.82% HSBC HLDGS
  • 4.86% GLENCORE PLC
  • 4.75% ROYAL DUTCH SHELL
  • 4.33% BP
  • 4.23% RIO TINTO
  • 3.77% LLOYDS BANKING GROUP PLC
  • 3.66% ROYAL DUTCH SHELL
  • 3.24% BHP BILLITON PLC
  • 3.14% VODAFONE GROUP PLC
  • 3.05% ANGLO AMERICAN