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

15.57 %

1 Year rank in sector

110/226

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 447.9 m

FE Risk score

115

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    32.5%
  • Germany
    22.1%
  • UK
    21.2%
  • Finland
    6.9%
  • Italy
    6.1%
  • Financials
    21.3%
  • Industrials
    16%
  • Consumer Discretionary
    11%
  • Energy
    10.9%
  • Telecommunications Utilities
    10.2%
  • French Equities
    32.5%
  • German Equities
    22.1%
  • UK Equities
    21.2%
  • Finnish Equities
    6.9%
  • Dutch Equities
    6.1%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund3.21 %12.87 %15.57 %47.33 %70.8 %
Sector1.91 %6.12 %15.84 %32.91 %59.1 %
Rank within sector17 / 23721 / 233110 / 22635 / 20152 / 175
Quartile th1 st1 st2 nd1 st2 nd

Calendar performance

YTD-20172016201520142013
Fund14.2 %14.19 %8.82 %-4.23 %23.48 %
Sector11.54 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector56 / 23114 / 220130 / 203179 / 19465 / 178
Quartile th1 st1 st3 rd4 th2 nd

Risk statistics

Alpha7.08
Beta0.55
Sharpe0.66
Volatility11.4
Tracking error11.01
Information ratio0.32
R-Squared0.36

Price movement

52 week high1.93
52 week low1.56
Current bid price0
Current offer price0
Current mid price1.93

Holdings by region

  • 32.5% France
  • 22.1% Germany
  • 21.2% UK
  • 6.9% Finland
  • 6.1% Italy
  • 6.1% Netherlands
  • 2.5% Ireland
  • 2% Sweden
  • 0.6% Money Market

Holdings by sector

  • 21.3% Financials
  • 16% Industrials
  • 11% Consumer Discretionary
  • 10.9% Energy
  • 10.2% Telecommunications Utilities
  • 9.9% Health Care
  • 6.3% Information Technology
  • 5.8% Utilities
  • 4.8% Consumer Staples
  • 3.2% Materials

Holdings by asset type

  • 32.5% French Equities
  • 22.1% German Equities
  • 21.2% UK Equities
  • 6.9% Finnish Equities
  • 6.1% Dutch Equities
  • 6.1% Italian Equities
  • 2.5% Irish Equities
  • 2% Swedish Equities
  • 0.6% Money Market

Individual holdings

  • 5% BAE SYSTEMS PLC
  • 4.6% ROYAL DUTCH SHELL PLC
  • 4.5% TOTAL SA
  • 4.3% DEUTSCHE TELEKOM AG
  • 4.2% ASTRAZENECA PLC