Fact sheet: EDRF Gbl Val

Fund information

Fund name
EDRF Global Value R EUR
Fund company manager
Edmond de Rothschild Asset Man
Fund type
SIB
Fund manager
Pierre Nebout
since 31/10/2008
Fund objective
The objective is to grow its net assets by selecting stocks that are listed primarily on the international equity markets, and to outperform the MSCI World index, over the recommended investment period.
Benchmark
MSCI World
Investment style
Active,Value
Investment method
Shares

Performance snapshot

Quick stats

1 Year return

13.64 %

1 Year rank in sector

269/471

Sector

FO Equity - International

Yield
-
Fund size

£ 195.6 m

FE Risk score

127

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    58.9%
  • Not Specified
    19.3%
  • Asia Pacific ex Japan
    10%
  • Europe
    7.1%
  • Money Market
    2.8%
  • Financials
    24.1%
  • Health Care
    16.6%
  • Energy
    13.5%
  • Consumer Discretionary
    13.2%
  • Information Technology
    8.8%
  • North American Equities
    58.9%
  • International Equities
    19.3%
  • Asia Pacific ex Japan Equities
    10%
  • European Equities
    7.1%
  • Money Market
    2.8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.86 %-3.08 %13.69 %14.21 %75.63 %
Sector0.5 %7.73 %14.31 %20.8 %65.43 %
Rank within sector349 / 502485 / 491269 / 471276 / 379109 / 292
Quartile th3 rd4 th3 rd3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund-1.38 %15.57 %-6.51 %16.69 %31.33 %
Sector10.25 %7.94 %0.71 %5.96 %21.26 %
Rank within sector479 / 48990 / 448373 / 39952 / 35633 / 314
Quartile th4 th1 st4 th1 st1 st

Risk statistics

Alpha-3.18
Beta1.42
Sharpe0.07
Volatility15.73
Tracking error9.68
Information ratio-0.14
R-Squared0.68

Price movement

52 week high214.44
52 week low169.86
Current bid price0
Current offer price0
Current mid price200.99

Holdings by region

  • 58.9% North America
  • 19.3% Not Specified
  • 10% Asia Pacific ex Japan
  • 7.1% Europe
  • 2.8% Money Market
  • 1.9% Japan

Holdings by sector

  • 24.1% Financials
  • 16.6% Health Care
  • 13.5% Energy
  • 13.2% Consumer Discretionary
  • 8.8% Information Technology
  • 7.6% Materials
  • 6.1% Industrials
  • 5.1% Telecommunications Utilities
  • 2.8% Money Market
  • 2.2% Real Estate

Holdings by asset type

  • 58.9% North American Equities
  • 19.3% International Equities
  • 10% Asia Pacific ex Japan Equities
  • 7.1% European Equities
  • 2.8% Money Market
  • 1.9% Japanese Equities

Individual holdings

  • 5% JPMORGAN CHASE & CO
  • 4.9% METLIFE INC
  • 4.7% BANK OF AMERICA CORP
  • 3.9% ALLERGAN PLC
  • 3.3% PFIZER INC