Fact sheet: Mercer Divfd Gth

Fund information

Fund name
Mercer Diversified Growth M - 12 Hedge GBP
Fund company manager
Mercer Global Investment Mgmt
Fund type
SIB
Fund manager(s)
Mercer Global Investments Europe Limited
since 08/06/2011
Fund objective
The fund invests in a broad range of asset classes focusing on passively managed instruments. The aim is to achieve returns of Cash / LIBOR + 3% to 3.5% over the long term p.a. with volatility of 10% to 12% p.a. This compares with the expected return on equities of Cash / LIBOR + 4.5% p.a. with 17% to 18% p.a. volatility.
Benchmark
Citigroup GBP 1 Month Euro Deposit
Investment style
Flexible
Investment method
None

Quick stats

1 Year return

10.56 %

1 Year rank in sector

39/164

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 4.8 b

FE Risk score

52

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Global Developed Equities
    22.7%
  • Hedge
    16%
  • Global Emerging Market Equities
    10.1%
  • Property
    10%
  • Global Emerging Market Fixed Interest
    9.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.28 %5.67 %10.56 %22.03 %0 %
Sector1.15 %3.98 %6.97 %14.98 %24.58 %
Rank within sector72 / 18251 / 17439 / 16434 / 112 /
Quartile th2 nd2 nd1 st2 nd th

Calendar performance

YTD-20172016201520142013
Fund9.54 %7.6 %-1.28 %0 %0 %
Sector6.85 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector43 / 17141 / 14180 / 118 / /
Quartile th2 nd2 nd3 rd th th

Risk statistics

Alpha0.2
Beta1.52
Sharpe0.24
Volatility7.67
Tracking error3.54
Information ratio0.52
R-Squared0.89

Price movement

52 week high116.84
52 week low102.91
Current bid price0
Current offer price0
Current mid price116.93

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 22.7% Global Developed Equities
  • 16% Hedge
  • 10.1% Global Emerging Market Equities
  • 10% Property
  • 9.4% Global Emerging Market Fixed Interest
  • 9% International Small Cap Companies
  • 7.1% Global High Yield Fixed Interest
  • 6.5% International Equities
  • 4% Global Corporate Fixed Interest
  • 3% Eurozone Equity

Individual holdings

-