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, while still delivering returns in line with (or better than) the MSCI World (NDR) Index over the longer term.
Benchmark
MSCI World (NDR)
Investment style
None
Investment method
Shares

Quick stats

1 Year return

7.9 %

1 Year rank in sector

379/471

Sector

FO Equity - International

Yield
-
Fund size

£ 1.4 b

FE Risk score

93

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    61.5%
  • Others
    10.3%
  • Japan
    5.9%
  • UK
    5.8%
  • France
    4.6%
  • Information Technology
    16.8%
  • Health Care
    14.1%
  • Others
    13.7%
  • Consumer Staples
    13.6%
  • Consumer Discretionary
    11.1%
  • US Equities
    61.5%
  • International Equities
    10.3%
  • Japanese Equities
    5.9%
  • UK Equities
    5.8%
  • French Equities
    4.6%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-4.29 %-1.02 %7.9 %48.64 %0 %
Sector1.12 %5.59 %13.29 %21.24 %55.54 %
Rank within sector495 / 503433 / 492379 / 47123 / 374 /
Quartile th4 th4 th4 th1 st th

Calendar performance

YTD-20172016201520142013
Fund3.78 %27.05 %7.78 %0 %0 %
Sector10.7 %7.94 %0.71 %5.96 %21.26 %
Rank within sector376 / 48532 / 44175 / 391 / /
Quartile th4 th1 st1 st th th

Risk statistics

Alpha13.07
Beta0.45
Sharpe1.39
Volatility8.9
Tracking error9.41
Information ratio0.98
R-Squared0.22

Price movement

52 week high170.57
52 week low149.93
Current bid price0
Current offer price0
Current mid price162.6

Holdings by region

  • 61.5% USA
  • 10.3% Others
  • 5.9% Japan
  • 5.8% UK
  • 4.6% France
  • 3.7% Switzerland
  • 3% Canada
  • 1.6% Sweden
  • 1.4% Germany
  • 1.1% Denmark

Holdings by sector

  • 16.8% Information Technology
  • 14.1% Health Care
  • 13.7% Others
  • 13.6% Consumer Staples
  • 11.1% Consumer Discretionary
  • 10.9% Financials
  • 9.8% Industrials
  • 3.4% Materials
  • 2.7% Utilities
  • 2.1% Real Estate

Holdings by asset type

  • 61.5% US Equities
  • 10.3% International Equities
  • 5.9% Japanese Equities
  • 5.8% UK Equities
  • 4.6% French Equities
  • 3.7% Swiss Equities
  • 3% Canadian Equities
  • 1.6% Swedish Equities
  • 1.4% German Equities
  • 1.1% Danish Equities

Individual holdings

  • 2.4% ORACLE CORP
  • 2.3% MICROSOFT CORP
  • 2% COMCAST CORP(NEW)
  • 1.9% ETFS PHYSICAL GOLD USD
  • 1.9% ETFS PHYSICAL GOLD USD
  • 1.4% AMERICAN EXPRESS CO
  • 1.4% APPLE INC
  • 1.4% NESTLE SA
  • 1.3% CHARTER COMMUNICATIONS INC
  • 1.3% CVS HEALTH CORP