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(s)
Mercer Global Investments Europe Limited
since 23/05/2011
Fund objective
This fund provides a diversified portfolio of equities which are managed by a number of specialist low-volatility equity managers that are highly rated by Mercer. The managers have been brought together with the aim of providing lower volatility of performance than would typically be provided by equity markets.
Benchmark
MSCI World (NDR)
Investment style
None
Investment method
Shares

Quick stats

1 Year return

10.36 %

1 Year rank in sector

384/483

Sector

FO Equity - International

Yield
-
Fund size

£ 1.3 b

FE Risk score

95

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    59.2%
  • Others
    12.3%
  • Japan
    6.2%
  • UK
    6.1%
  • France
    4.8%
  • Information Technology
    15.2%
  • Health Care
    14.1%
  • Consumer Staples
    13.5%
  • Others
    12.7%
  • Financials
    11%
  • US Equities
    59.2%
  • International Equities
    12.3%
  • Japanese Equities
    6.2%
  • UK Equities
    6.1%
  • French Equities
    4.8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.36 %4.05 %10.36 %47.84 %0 %
Sector1.03 %6.64 %17.3 %24.2 %65.08 %
Rank within sector341 / 507371 / 502384 / 48331 / 384 /
Quartile th3 rd3 rd4 th1 st th

Calendar performance

YTD-20172016201520142013
Fund8.5 %27.05 %7.78 %0 %0 %
Sector14.64 %7.94 %0.71 %5.96 %21.26 %
Rank within sector383 / 49238 / 44778 / 395 / /
Quartile th4 th1 st1 st th th

Risk statistics

Alpha11.74
Beta0.42
Sharpe1.26
Volatility9.21
Tracking error9.95
Information ratio0.67
R-Squared0.17

Price movement

52 week high172.17
52 week low150.38
Current bid price0
Current offer price0
Current mid price170

Holdings by region

  • 59.2% USA
  • 12.3% Others
  • 6.2% Japan
  • 6.1% UK
  • 4.8% France
  • 3.6% Switzerland
  • 3.4% Canada
  • 1.6% Sweden
  • 1.5% Germany
  • 1.3% Denmark

Holdings by sector

  • 15.2% Information Technology
  • 14.1% Health Care
  • 13.5% Consumer Staples
  • 12.7% Others
  • 11% Financials
  • 10.9% Consumer Discretionary
  • 10.5% Industrials
  • 4.2% Materials
  • 3% Utilities
  • 2.6% Real Estate

Holdings by asset type

  • 59.2% US Equities
  • 12.3% International Equities
  • 6.2% Japanese Equities
  • 6.1% UK Equities
  • 4.8% French Equities
  • 3.6% Swiss Equities
  • 3.4% Canadian Equities
  • 1.6% Swedish Equities
  • 1.5% German Equities
  • 1.3% Danish Equities

Individual holdings

  • 7.3% US DOLLAR
  • 2.2% ETFS PHYSICAL GOLD USD
  • 2.2% ETFS PHYSICAL GOLD USD
  • 2.1% MICROSOFT CORP
  • 1.8% ORACLE CORP
  • 1.7% COMCAST CORP(NEW)
  • 1.3% AMERICAN EXPRESS CO
  • 1.3% APPLE INC
  • 1.3% NESTLE SA
  • 1.1% ALPHABET INC