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

5.16 %

1 Year rank in sector

34/35

Sector

FO Equity - North America

Yield
-
Fund size

£ 869.1 m

FE Risk score

135

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    95.9%
  • Money Market
    4.1%
  • Financials
    22.1%
  • Health Care
    20.6%
  • Energy
    19.4%
  • Industrials
    10.9%
  • Information Technology
    7.3%
  • North American Equities
    95.9%
  • Money Market
    4.1%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund4.67 %-0.89 %5.16 %51.35 %111.32 %
Sector2.93 %5.63 %15.74 %40.83 %78.18 %
Rank within sector6 / 3729 / 3534 / 357 / 295 / 26
Quartile th1 st4 th4 th1 st1 st

Calendar performance

YTD-20172016201520142013
Fund-3.03 %46.2 %-8.14 %15.44 %41.9 %
Sector9.44 %14.78 %-0.85 %12.93 %29.7 %
Rank within sector34 / 352 / 3429 / 3010 / 282 / 27
Quartile th4 th1 st4 th2 nd1 st

Risk statistics

Alpha2.79
Beta1
Sharpe0.65
Volatility13.05
Tracking error8.1
Information ratio0.3
R-Squared0.61

Price movement

52 week high2.43
52 week low2.04
Current bid price0
Current offer price0
Current mid price2.24

Holdings by region

  • 95.9% North America
  • 4.1% Money Market

Holdings by sector

  • 22.1% Financials
  • 20.6% Health Care
  • 19.4% Energy
  • 10.9% Industrials
  • 7.3% Information Technology
  • 6.2% Materials
  • 4.4% Consumer Discretionary
  • 4.1% Money Market
  • 2.1% Telecommunications Utilities
  • 1.6% Real Estate

Holdings by asset type

  • 95.9% North American Equities
  • 4.1% Money Market

Individual holdings

  • 4.7% BANK OF AMERICA CORP
  • 4.6% CHEVRON CORP
  • 4.6% CITIGROUP INC
  • 4.3% METLIFE INC
  • 3.8% GILEAD SCIENCES INC