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
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

Quick stats

1 Year return

6.93 %

1 Year rank in sector

32/35

Sector

FO Equity - North America

Yield
-
Fund size

£ 859.6 m

FE Risk score

130

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    92.4%
  • Money Market
    7.6%
  • Financials
    21.2%
  • Health Care
    21%
  • Energy
    16.7%
  • Industrials
    10.7%
  • Money Market
    7.6%
  • North American Equities
    92.4%
  • Money Market
    7.6%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %-4.85 %6.93 %32.52 %105.71 %
Sector2.75 %2.49 %13.97 %26.66 %72.77 %
Rank within sector33 / 3733 / 3532 / 3510 / 305 / 26
Quartile th4 th4 th4 th2 nd1 st

Calendar performance

YTD-20172016201520142013
Fund-6.49 %46.2 %-8.14 %15.44 %41.9 %
Sector6.87 %14.78 %-0.85 %12.93 %29.7 %
Rank within sector33 / 352 / 3430 / 3111 / 292 / 28
Quartile th4 th1 st4 th2 nd1 st

Risk statistics

Alpha3.21
Beta1.01
Sharpe0.6
Volatility13.11
Tracking error8
Information ratio0.37
R-Squared0.62

Price movement

52 week high2.43
52 week low1.99
Current bid price0
Current offer price0
Current mid price2.16

Holdings by region

  • 92.4% North America
  • 7.6% Money Market

Holdings by sector

  • 21.2% Financials
  • 21% Health Care
  • 16.7% Energy
  • 10.7% Industrials
  • 7.6% Money Market
  • 7% Information Technology
  • 6.2% Materials
  • 4.2% Consumer Discretionary
  • 2.1% Real Estate
  • 2% Telecommunications Utilities

Holdings by asset type

  • 92.4% North American Equities
  • 7.6% Money Market

Individual holdings

  • 4.4% BANK OF AMERICA CORP
  • 4.3% CITIGROUP INC
  • 4.2% CHEVRON CORP
  • 4.1% METLIFE INC
  • 3.9% GILEAD SCIENCES INC