Fact sheet: Mercer LoVolEq

Fund information

Fund name
Mercer Low Volatility Equity M-7 GBP
Fund company manager
Mercer Global Investment Mgmt
Fund type
SIB
Fund manager
Mercer Global Investments Europe Limited
since 23/05/2011
Fund objective
Achieve 75% of the volatility of the MSCI World (NDR) Index over the longer term.
Benchmark
MSCI World (NDR)
Investment style
None
Investment method
Shares

Quick stats

1 Year return

9.25 %

1 Year rank in sector

279/470

Sector

FO Equity - International

Yield
-
Fund size

£ 1.4 b

FE Risk score

90

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    64%
  • International
    9.4%
  • Japan
    5.7%
  • UK
    5.5%
  • France
    4.3%
  • Information Technology
    17%
  • Health Care
    14.6%
  • Others
    14.5%
  • Consumer Staples
    13.6%
  • Financials
    11%
  • US Equities
    64%
  • International Equities
    9.4%
  • Japanese Equities
    5.7%
  • UK Equities
    5.5%
  • French Equities
    4.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.97 %4.03 %11.13 %57.89 %0 %
Sector-0.22 %4.85 %11.4 %21.74 %57.3 %
Rank within sector49 / 502322 / 492279 / 47021 / 374 /
Quartile th1 st3 rd3 rd1 st th

Calendar performance

YTD-20172016201520142013
Fund8.16 %27.05 %7.78 %0 %0 %
Sector9.38 %7.94 %0.71 %5.96 %21.26 %
Rank within sector304 / 48731 / 44375 / 393 / /
Quartile th3 rd1 st1 st th th

Risk statistics

Alpha13.05
Beta0.46
Sharpe1.41
Volatility8.95
Tracking error9.37
Information ratio0.96
R-Squared0.22

Price movement

52 week high170.57
52 week low146.17
Current bid price0
Current offer price0
Current mid price169.46

Holdings by region

  • 64% USA
  • 9.4% International
  • 5.7% Japan
  • 5.5% UK
  • 4.3% France
  • 3.4% Canada
  • 3.3% Switzerland
  • 1.2% Australia
  • 1.1% Germany
  • 1.1% Norway

Holdings by sector

  • 17% Information Technology
  • 14.6% Health Care
  • 14.5% Others
  • 13.6% Consumer Staples
  • 11% Financials
  • 10% Consumer Discretionary
  • 9.4% Industrials
  • 3.7% Materials
  • 2.2% Utilities
  • 2% Real Estate

Holdings by asset type

  • 64% US Equities
  • 9.4% International Equities
  • 5.7% Japanese Equities
  • 5.5% UK Equities
  • 4.3% French Equities
  • 3.4% Canadian Equities
  • 3.3% Swiss Equities
  • 1.2% Australian Equities
  • 1.1% German Equities
  • 1.1% Norwegian Equities

Individual holdings

  • 2.2% MICROSOFT CORP
  • 2.2% ORACLE CORP
  • 2% COMCAST CORP(NEW)
  • 1.9% ETFS PHYSICAL GOLD USD
  • 1.9% ETFS PHYSICAL GOLD USD
  • 1.5% APPLE INC
  • 1.4% CHARTER COMMUNICATIONS INC
  • 1.3% AMERICAN EXPRESS CO
  • 1.3% CVS HEALTH CORP
  • 1.2% NESTLE SA