Fact sheet: SEI Gbl Mgd Vol

Fund information

Fund name
SEI Global Managed Volatility Hedged Wealth A Dis GBP
Fund company manager
SEI Global Masters Fund Plc
Fund type
SIB
Fund manager(s)
Fund objective
The investment objective is capital appreciation through investment primarily in equity securities of issuers located in Developed Countries .
Benchmark
MSCI World
Investment style
Growth
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

12.53 %

1 Year rank in sector

332/476

Sector

FO Equity - International

Yield
-
Fund size

£ 1.5 b

FE Risk score

57

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    54%
  • Others
    10%
  • Japan
    9%
  • Canada
    7%
  • UK
    5%
  • Consumer Staples
    17%
  • Health Care
    17%
  • Financials
    16%
  • Consumer Discretionary
    10%
  • Utilities
    9%
  • US Equities
    54%
  • International Equities
    10%
  • Japanese Equities
    9%
  • Canadian Equities
    7%
  • UK Equities
    5%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund1.67 %5.46 %12.53 %35.36 %75.88 %
Sector2.42 %8.34 %16.13 %32.48 %60.31 %
Rank within sector332 / 503358 / 498332 / 476174 / 38184 / 294
Quartile th3 rd3 rd3 rd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund9.37 %8.61 %4.88 %13.78 %23.57 %
Sector13.46 %7.94 %0.71 %5.96 %21.26 %
Rank within sector343 / 489161 / 444125 / 39682 / 347130 / 305
Quartile th3 rd2 nd2 nd1 st2 nd

Risk statistics

Alpha4.35
Beta0.61
Sharpe0.83
Volatility6.66
Tracking error5.14
Information ratio0.3
R-Squared0.7

Price movement

52 week high19.52
52 week low17.22
Current bid price0
Current offer price0
Current mid price19.56

Holdings by region

  • 54% USA
  • 10% Others
  • 9% Japan
  • 7% Canada
  • 5% UK
  • 4% Switzerland
  • 3% Hong Kong
  • 2% Australia
  • 2% France
  • 2% Germany

Holdings by sector

  • 17% Consumer Staples
  • 17% Health Care
  • 16% Financials
  • 10% Consumer Discretionary
  • 9% Utilities
  • 8% Industrials
  • 7% Information Technology
  • 7% Telecommunications
  • 4% Real Estate
  • 3% Materials

Holdings by asset type

  • 54% US Equities
  • 10% International Equities
  • 9% Japanese Equities
  • 7% Canadian Equities
  • 5% UK Equities
  • 4% Swiss Equities
  • 3% Hong Kong Equities
  • 2% Australian Equities
  • 2% French Equities
  • 2% German Equities

Individual holdings

  • 1.99% JOHNSON & JOHNSON
  • 1.35% PFIZER INC
  • 1.3% WAL-MART STORES INC
  • 1.18% MERCK & CO INC(NEW)
  • 1.1% BERKSHIRE HATHAWAY INC
  • 0.94% CISCO SYSTEMS INC
  • 0.93% NIPPON TELEGRAPH & TELEPHONE CORP
  • 0.9% APPLE INC
  • 0.87% COMCAST CORP(NEW)
  • 0.84% GLAXOSMITHKLINE PLC