Fact sheet: Lazard Gbl Mgd Vol

Fund information

Fund name
Lazard Global Managed Volatility Inst Hedged Acc GBP
Fund company manager
Lazard (IRL)
Fund type
SIB
Fund manager
Paul Moghtader and Team
since 12/12/2011
Fund objective
To seek long-term capital growth through investment in an actively managed, long-only equity portfolio.
Benchmark
MSCI World
Investment style
Growth
Investment method
Shares

Quick stats

1 Year return

8.03 %

1 Year rank in sector

321/470

Sector

FO Equity - International

Yield
-
Fund size

£ 198.7 m

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    59.6%
  • Asia Pacific ex Japan
    12.2%
  • Continental Europe
    11.6%
  • Japan
    9.7%
  • UK
    5.4%
  • Consumer Discretionary
    13.6%
  • Industrials
    12.5%
  • Consumer Staples
    11.6%
  • Financials
    11.5%
  • Utilities
    11.5%
  • North American Equities
    59.6%
  • Asia Pacific ex Japan Equities
    12.2%
  • European Equities
    11.6%
  • Japanese Equities
    9.7%
  • UK Equities
    5.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.12 %6.93 %8.71 %41.3 %76.06 %
Sector-0.29 %5.14 %11.4 %21.65 %57.78 %
Rank within sector79 / 501190 / 491321 / 470 / /
Quartile th1 st2 nd3 rd th th

Calendar performance

YTD-20172016201520142013
Fund11.1 %0 %0 %0 %0 %
Sector9.3 %7.94 %0.71 %5.96 %21.26 %
Rank within sector196 / 487 / / / /
Quartile th2 nd th th th th

Risk statistics

Alpha9.26
Beta0.51
Sharpe1.19
Volatility7.78
Tracking error7.77
Information ratio0.74
R-Squared0.36

Price movement

52 week high112.7238
52 week low97.6223
Current bid price0
Current offer price0
Current mid price112.3234

Holdings by region

  • 59.6% North America
  • 12.2% Asia Pacific ex Japan
  • 11.6% Continental Europe
  • 9.7% Japan
  • 5.4% UK
  • 0.9% Middle East
  • 0.6% Money Market

Holdings by sector

  • 13.6% Consumer Discretionary
  • 12.5% Industrials
  • 11.6% Consumer Staples
  • 11.5% Financials
  • 11.5% Utilities
  • 10.2% Health Care
  • 9.4% Information Technology
  • 7.8% Others
  • 6.8% Real Estate
  • 4.5% Materials

Holdings by asset type

  • 59.6% North American Equities
  • 12.2% Asia Pacific ex Japan Equities
  • 11.6% European Equities
  • 9.7% Japanese Equities
  • 5.4% UK Equities
  • 0.9% Middle East & African Equities
  • 0.6% Money Market

Individual holdings

  • 1.5% 3M CO
  • 1.5% PEPSICO INC
  • 1.5% ROCHE HLDG AG
  • 1.5% TJX COS INC
  • 1.5% XCEL ENERGY INC
  • 1.4% AMEREN CORP
  • 1.4% PG&E CORP
  • 1.3% AT&T INC
  • 1.3% STOCKLAND STAPLED (UT ORD)
  • 1.3% SYSCO CORP