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
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

8.44 %

1 Year rank in sector

52/156

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 4.2 b

FE Risk score

55

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Global Developed Equities
    22.5%
  • Hedge
    16%
  • Global Emerging Market Equities
    10%
  • Property
    10%
  • Global Emerging Market Fixed Interest
    9.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.12 %5.81 %8.43 %14.26 %0 %
Sector-0.23 %3.96 %5.89 %10.12 %23.96 %
Rank within sector79 / 17349 / 16852 / 15640 / 101 /
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Calendar performance

YTD-20172016201520142013
Fund6.74 %7.6 %-1.28 %0 %0 %
Sector4.71 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector43 / 16840 / 13877 / 113 / /
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Risk statistics

Alpha-0.5
Beta1.53
Sharpe0.08
Volatility7.85
Tracking error3.66
Information ratio0.27
R-Squared0.89

Price movement

52 week high114.09
52 week low102.91
Current bid price0
Current offer price0
Current mid price113.95

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 22.5% Global Developed Equities
  • 16% Hedge
  • 10% Global Emerging Market Equities
  • 10% Property
  • 9.7% Global Emerging Market Fixed Interest
  • 9% International Small Cap Companies
  • 7% Global High Yield Fixed Interest
  • 6.5% International Equities
  • 4% Global Corporate Fixed Interest
  • 3% Eurozone Equity

Individual holdings

-