Fact sheet: EDRF Eur Val & Yld

Fund information

Fund name
EDRF Europe Value & Yield L GBP
Fund company manager
Edmond de Rothschild Asset Man
Fund type
SIB
Fund manager
Philippe Lecoq
since 31/10/2008
Fund objective
EdR Europe Value & Yield is invested in European large capitalisations. Along with an active cash management, the sub-fund selects high quality undervalued stocks and/or the ones able to deliver an above average return. Defensive stocks and cash represent at least 50% of the portfolio while financial and cyclical stocks cannot exceed 50%.
Benchmark
MSCI Europe
Investment style
Active,Value
Investment method
Shares

Performance snapshot

Quick stats

1 Year return

14.02 %

1 Year rank in sector

89/224

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 443.3 m

FE Risk score

115

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    32.3%
  • Germany
    21.9%
  • UK
    20.9%
  • Finland
    7.3%
  • Italy
    5.8%
  • Financials
    19.4%
  • Industrials
    16%
  • Energy
    11.2%
  • Consumer Discretionary
    10.5%
  • Telecommunications Utilities
    10.3%
  • French Equities
    32.3%
  • German Equities
    21.9%
  • UK Equities
    20.9%
  • Finnish Equities
    7.3%
  • Dutch Equities
    5.8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.58 %5.65 %14.02 %35.51 %66.96 %
Sector1.97 %4.95 %12.81 %21.87 %57.28 %
Rank within sector219 / 23568 / 23289 / 22434 / 19856 / 173
Quartile th4 th2 nd2 nd1 st2 nd

Calendar performance

YTD-20172016201520142013
Fund10.65 %14.19 %8.82 %-4.23 %23.48 %
Sector9.76 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector77 / 23013 / 219127 / 200177 / 19266 / 177
Quartile th2 nd1 st3 rd4 th2 nd

Risk statistics

Alpha6.93
Beta0.56
Sharpe0.59
Volatility11.48
Tracking error10.93
Information ratio0.36
R-Squared0.37

Price movement

52 week high1.92
52 week low1.56
Current bid price0
Current offer price0
Current mid price1.87

Holdings by region

  • 32.3% France
  • 21.9% Germany
  • 20.9% UK
  • 7.3% Finland
  • 5.8% Italy
  • 5.8% Netherlands
  • 2.3% Ireland
  • 2.1% Sweden
  • 1.6% Money Market

Holdings by sector

  • 19.4% Financials
  • 16% Industrials
  • 11.2% Energy
  • 10.5% Consumer Discretionary
  • 10.3% Telecommunications Utilities
  • 9.7% Health Care
  • 6.6% Information Technology
  • 6.6% Utilities
  • 5% Consumer Staples
  • 3.1% Materials

Holdings by asset type

  • 32.3% French Equities
  • 21.9% German Equities
  • 20.9% UK Equities
  • 7.3% Finnish Equities
  • 5.8% Dutch Equities
  • 5.8% Italian Equities
  • 2.3% Irish Equities
  • 2.1% Swedish Equities
  • 1.6% Money Market

Individual holdings

  • 4.8% BAE SYSTEMS PLC
  • 4.5% Nokia Oyj DR
  • 4.5% TOTAL SA
  • 4.4% ROYAL DUTCH SHELL PLC
  • 4.4% VINCI SA