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

60/224

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 439.2 m

FE Risk score

116

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    31.3%
  • UK
    21.5%
  • Germany
    21.1%
  • Finland
    7.1%
  • Netherlands
    5.7%
  • Financials
    18.9%
  • Industrials
    15.4%
  • Consumer Discretionary
    10.6%
  • Energy
    10.5%
  • Health Care
    10.2%
  • French Equities
    31.3%
  • UK Equities
    21.5%
  • German Equities
    21.1%
  • Finnish Equities
    7.1%
  • Dutch Equities
    5.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.06 %10 %14.02 %36.5 %73.15 %
Sector-2.11 %4.66 %10.68 %22.63 %57.09 %
Rank within sector45 / 23425 / 22960 / 22433 / 19839 / 172
Quartile th1 st1 st2 nd1 st1 st

Calendar performance

YTD-20172016201520142013
Fund10.65 %14.19 %8.82 %-4.23 %23.48 %
Sector7.43 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector43 / 22912 / 220130 / 202178 / 19365 / 178
Quartile th1 st1 st3 rd4 th2 nd

Risk statistics

Alpha6.86
Beta0.56
Sharpe0.61
Volatility11.49
Tracking error10.9
Information ratio0.34
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

  • 31.3% France
  • 21.5% UK
  • 21.1% Germany
  • 7.1% Finland
  • 5.7% Netherlands
  • 5.3% Italy
  • 3.7% Money Market
  • 2.3% Ireland
  • 2% Sweden

Holdings by sector

  • 18.9% Financials
  • 15.4% Industrials
  • 10.6% Consumer Discretionary
  • 10.5% Energy
  • 10.2% Health Care
  • 9.8% Telecommunications Utilities
  • 6.4% Information Technology
  • 6.1% Utilities
  • 5.4% Consumer Staples
  • 3.7% Money Market

Holdings by asset type

  • 31.3% French Equities
  • 21.5% UK Equities
  • 21.1% German Equities
  • 7.1% Finnish Equities
  • 5.7% Dutch Equities
  • 5.3% Italian Equities
  • 3.7% Money Market
  • 2.3% Irish Equities
  • 2% Swedish Equities

Individual holdings

  • 5% BAE SYSTEMS
  • 4.3% ASTRAZENECA PLC
  • 4.3% Nokia Oyj DR
  • 4.2% DEUTSCHE TELEKOM AG
  • 4.2% TOTAL SA