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

18.35 %

1 Year rank in sector

74/225

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 403.7 m

FE Risk score

117

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    32.3%
  • Germany
    22.6%
  • UK
    20.6%
  • Netherlands
    6.4%
  • Italy
    6.3%
  • Financials
    21.4%
  • Industrials
    15.8%
  • Energy
    11.5%
  • Consumer Discretionary
    11%
  • Telecommunications Utilities
    9.9%
  • French Equities
    32.3%
  • German Equities
    22.6%
  • UK Equities
    20.6%
  • Dutch Equities
    6.4%
  • Italian Equities
    6.3%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-2.6 %-0.53 %18.35 %33.57 %68.47 %
Sector-0.62 %0.47 %16.43 %22.14 %57.99 %
Rank within sector226 / 233133 / 23174 / 22538 / 19959 / 171
Quartile th4 th3 rd2 nd1 st2 nd

Calendar performance

YTD-20172016201520142013
Fund10.65 %14.19 %8.82 %-4.23 %23.48 %
Sector10.79 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector108 / 22816 / 217127 / 200177 / 19267 / 174
Quartile th2 nd1 st3 rd4 th2 nd

Risk statistics

Alpha7.33
Beta0.53
Sharpe0.77
Volatility11.19
Tracking error11.06
Information ratio0.26
R-Squared0.34

Price movement

52 week high1.94
52 week low1.56
Current bid price0
Current offer price0
Current mid price1.87

Holdings by region

  • 32.3% France
  • 22.6% Germany
  • 20.6% UK
  • 6.4% Netherlands
  • 6.3% Italy
  • 6.2% Finland
  • 2.5% Ireland
  • 2.3% Sweden
  • 0.8% Money Market

Holdings by sector

  • 21.4% Financials
  • 15.8% Industrials
  • 11.5% Energy
  • 11% Consumer Discretionary
  • 9.9% Telecommunications Utilities
  • 9.8% Health Care
  • 5.8% Utilities
  • 5.7% Information Technology
  • 5% Consumer Staples
  • 3.3% Materials

Holdings by asset type

  • 32.3% French Equities
  • 22.6% German Equities
  • 20.6% UK Equities
  • 6.4% Dutch Equities
  • 6.3% Italian Equities
  • 6.2% Finnish Equities
  • 2.5% Irish Equities
  • 2.3% Swedish Equities
  • 0.8% Money Market

Individual holdings

  • 4.9% ROYAL DUTCH SHELL PLC
  • 4.8% TOTAL SA
  • 4.7% BAE SYSTEMS PLC
  • 4.4% MUENCHENER RUECKVERSICHERUNG N
  • 4.3% ASTRAZENECA PLC