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

18.99 %

1 Year rank in sector

37/224

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 460.5 m

FE Risk score

119

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    32.1%
  • UK
    22.1%
  • Germany
    20.9%
  • Finland
    7.2%
  • Netherlands
    6%
  • Financials
    18.2%
  • Industrials
    16.1%
  • Energy
    10.9%
  • Consumer Discretionary
    10.7%
  • Health Care
    10.3%
  • French Equities
    32.1%
  • UK Equities
    22.1%
  • German Equities
    20.9%
  • Finnish Equities
    7.2%
  • Dutch Equities
    6%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.52 %11.11 %21.02 %37.68 %86.27 %
Sector-0.99 %8.39 %14.99 %22 %65.34 %
Rank within sector67 / 23451 / 22937 / 22430 / 19731 / 172
Quartile th2 nd1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund12.43 %14.19 %8.82 %-4.23 %23.48 %
Sector9.17 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector47 / 22913 / 219128 / 201176 / 19166 / 177
Quartile th1 st1 st3 rd4 th2 nd

Risk statistics

Alpha5.87
Beta0.57
Sharpe0.49
Volatility11.69
Tracking error10.96
Information ratio0.28
R-Squared0.37

Price movement

52 week high1.92
52 week low1.56
Current bid price0
Current offer price0
Current mid price1.9

Holdings by region

  • 32.1% France
  • 22.1% UK
  • 20.9% Germany
  • 7.2% Finland
  • 6% Netherlands
  • 5.4% Italy
  • 3% Sweden
  • 2.4% Ireland
  • 0.9% Money Market

Holdings by sector

  • 18.2% Financials
  • 16.1% Industrials
  • 10.9% Energy
  • 10.7% Consumer Discretionary
  • 10.3% Health Care
  • 10.3% Telecommunications Utilities
  • 7.4% Consumer Staples
  • 6.6% Information Technology
  • 6.2% Utilities
  • 2.4% Materials

Holdings by asset type

  • 32.1% French Equities
  • 22.1% UK Equities
  • 20.9% German Equities
  • 7.2% Finnish Equities
  • 6% Dutch Equities
  • 5.4% Italian Equities
  • 3% Swedish Equities
  • 2.4% Irish Equities
  • 0.9% Money Market

Individual holdings

  • 5.1% BAE SYSTEMS
  • 4.6% DEUTSCHE TELEKOM AG
  • 4.5% Nokia Oyj DR
  • 4.5% TOTAL SA
  • 4.5% VINCI SA