Fact sheet: EDRF US Value

Fund information

Fund name
EDRF US Value L GBP
Fund company manager
Edmond de Rothschild Asset Man
Fund type
SIB
Fund manager(s)
Christophe Foliot
since 01/09/2003
Adeline Salat Baroux
since 01/09/2007
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

1.7 %

1 Year rank in sector

36/37

Sector

FO Equity - North America

Yield
-
Fund size

£ 863.1 m

FE Risk score

136

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    91.5%
  • Money Market
    8.5%
  • Energy
    20.7%
  • Financials
    20.1%
  • Health Care
    17.1%
  • Industrials
    10.5%
  • Money Market
    8.5%
  • North American Equities
    91.5%
  • Money Market
    8.5%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund3.46 %8.14 %1.7 %41.42 %107.83 %
Sector3.4 %10.92 %16.99 %38.96 %87.72 %
Rank within sector24 / 4030 / 3936 / 3716 / 319 / 28
Quartile th3 rd4 th4 th3 rd2 nd

Calendar performance

YTD-20182017201620152014
Fund3.02 %0.43 %46.2 %-8.14 %15.44 %
Sector3.41 %14.25 %14.78 %-0.85 %12.93 %
Rank within sector27 / 4036 / 372 / 3530 / 3110 / 29
Quartile th3 rd4 th1 st4 th2 nd

Risk statistics

Alpha1.73
Beta0.98
Sharpe0.54
Volatility12.88
Tracking error8.14
Information ratio0.15
R-Squared0.6

Price movement

52 week high2.43
52 week low2.14
Current bid price0
Current offer price0
Current mid price2.39

Holdings by region

  • 91.5% North America
  • 8.5% Money Market

Holdings by sector

  • 20.7% Energy
  • 20.1% Financials
  • 17.1% Health Care
  • 10.5% Industrials
  • 8.5% Money Market
  • 7.2% Information Technology
  • 6.3% Materials
  • 3.4% Consumer Discretionary
  • 2.7% Telecommunications Utilities
  • 1.8% Utilities

Holdings by asset type

  • 91.5% North American Equities
  • 8.5% Money Market

Individual holdings

  • 4.3% CHEVRON CORP
  • 4.2% BANK OF AMERICA CORP
  • 3.8% CITIGROUP INC
  • 3.8% METLIFE INC
  • 0.8% ALLERGAN PLC