Fact sheet: EDRF US Value & Yield

Fund information

Fund name
EDRF US Value & Yield L GBP
Fund company manager
Edmond de Rothschild Asset Man
Fund type
SIB
Fund manager(s)
Adeline Salat Baroux
since 01/09/2007
Christophe Foliot
since 01/09/2003
Fund objective
The Sub-Fund actively selects undervalued and recovery stocks that have a healthy balance sheet and whose prospects are improving. The Sub-Fund is invested in North American large capitalisations.
Benchmark
Standard & Poor's (S&P) 500 Index (Total Return Net)
Investment style
Value
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-1.32 %

1 Year rank in sector

35/35

Sector

FO Equity - North America

Yield
-
Fund size

£ 823.5 m

FE Risk score

136

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    92%
  • Money Market
    8%
  • Energy
    19.9%
  • Financials
    19.7%
  • Health Care
    18.8%
  • Industrials
    10.8%
  • Money Market
    8%
  • North American Equities
    92%
  • Money Market
    8%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-2.18 %3.7 %-1.32 %32.54 %119.61 %
Sector1.26 %7.09 %13.94 %28.56 %87.45 %
Rank within sector36 / 3732 / 3535 / 3510 / 296 / 27
Quartile th4 th4 th4 th2 nd1 st

Calendar performance

YTD-20172016201520142013
Fund-3.03 %46.2 %-8.14 %15.44 %41.9 %
Sector11.44 %14.78 %-0.85 %12.93 %29.7 %
Rank within sector35 / 352 / 3429 / 3010 / 282 / 27
Quartile th4 th1 st4 th2 nd1 st

Risk statistics

Alpha2.34
Beta0.99
Sharpe0.63
Volatility13.05
Tracking error8.18
Information ratio0.23
R-Squared0.6

Price movement

52 week high2.43
52 week low2.14
Current bid price0
Current offer price0
Current mid price2.24

Holdings by region

  • 92% North America
  • 8% Money Market

Holdings by sector

  • 19.9% Energy
  • 19.7% Financials
  • 18.8% Health Care
  • 10.8% Industrials
  • 8% Money Market
  • 7.4% Information Technology
  • 6% Materials
  • 4.5% Consumer Discretionary
  • 2.1% Telecommunications Utilities
  • 1.5% Utilities

Holdings by asset type

  • 92% North American Equities
  • 8% Money Market

Individual holdings

  • 4.3% BANK OF AMERICA CORP
  • 4.1% CHEVRON CORP
  • 4.1% CITIGROUP INC
  • 3.8% ALLERGAN PLC
  • 3.8% METLIFE INC