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(s)
Anthony Penel
since 30/12/2005
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

12.35 %

1 Year rank in sector

136/224

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 395.6 m

FE Risk score

118

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    32.6%
  • UK
    20.6%
  • Germany
    19.7%
  • Netherlands
    8.9%
  • Finland
    6.1%
  • Financials
    22.9%
  • Industrials
    14.6%
  • Energy
    11.5%
  • Consumer Discretionary
    10.7%
  • Telecommunications Utilities
    10.2%
  • French Equities
    32.6%
  • UK Equities
    20.6%
  • German Equities
    19.7%
  • Dutch Equities
    8.9%
  • Finnish Equities
    6.1%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund2.14 %1.6 %12.35 %35.46 %57.85 %
Sector2.42 %4.75 %14 %23.87 %55.37 %
Rank within sector141 / 235209 / 229136 / 22436 / 19884 / 174
Quartile th3 rd4 th3 rd1 st2 nd

Calendar performance

YTD-20182017201620152014
Fund2.69 %10.06 %14.19 %8.82 %-4.23 %
Sector2.73 %11.78 %-0.56 %11.08 %4.22 %
Rank within sector118 / 235133 / 22416 / 214126 / 198176 / 190
Quartile th3 rd3 rd1 st3 rd4 th

Risk statistics

Alpha7.37
Beta0.5
Sharpe0.7
Volatility10.65
Tracking error10.89
Information ratio0.32
R-Squared0.32

Price movement

52 week high1.94
52 week low1.65
Current bid price0
Current offer price0
Current mid price1.91

Holdings by region

  • 32.6% France
  • 20.6% UK
  • 19.7% Germany
  • 8.9% Netherlands
  • 6.1% Finland
  • 5.6% Italy
  • 2.7% Money Market
  • 2.4% Ireland
  • 1.4% Sweden

Holdings by sector

  • 22.9% Financials
  • 14.6% Industrials
  • 11.5% Energy
  • 10.7% Consumer Discretionary
  • 10.2% Telecommunications Utilities
  • 9.8% Health Care
  • 5.6% Information Technology
  • 5.5% Consumer Staples
  • 4.1% Utilities
  • 2.7% Money Market

Holdings by asset type

  • 32.6% French Equities
  • 20.6% UK Equities
  • 19.7% German Equities
  • 8.9% Dutch Equities
  • 6.1% Finnish Equities
  • 5.6% Italian Equities
  • 2.7% Money Market
  • 2.4% Irish Equities
  • 1.4% Swedish Equities

Individual holdings

  • 5.1% ROYAL DUTCH SHELL PLC
  • 4.9% TOTAL SA
  • 4.7% BAE SYSTEMS
  • 4.4% ASTRAZENECA PLC
  • 4.2% DEUTSCHE TELEKOM AG