Fact sheet: Schroder ISF Erpn Tl Rtn

Fund information

Fund name
Schroder ISF European Total Return Z Acc NAV EUR
Fund company manager
Schroder Investmt Mgt(LUX)S.A.
Fund type
SIB
Fund manager
Nicholette MacDonald-Brown
since 07/03/2012
Fund objective
The fund aims to provide capital growth by investing in equities of European companies. The fund is designed to participate in rising markets whilst aiming to limit losses in falling markets through the tactical use of derivatives, cash and money market instruments. The limitation of losses cannot be guaranteed. The fund invests at least two-thirds of its assets in equities of European companies. The fund aims to limit volatility, whilst also providing some capital protection through the tactical use of derivatives and cash.The fund may use derivatives with the aim of achieving investment gains, reducing risk or managing the fund more efficiently and in particular to limit losses in falling markets. The fund may also hold cash.
Benchmark
MSCI Europe
Investment style
Total Return
Investment method
Shares

Quick stats

1 Year return

7.05 %

1 Year rank in sector

202/224

Sector

FO Equity - Europe inc UK

Yield

2.79

Fund size

£ 26.8 m

FE Risk score

81

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Germany
    22.44%
  • UK
    15.55%
  • Italy
    10.01%
  • Switzerland
    9.15%
  • Sweden
    9.13%
  • Financials
    21.83%
  • Materials
    14.49%
  • Health Care
    14.43%
  • Consumer Staples
    9.09%
  • Industrials
    8.78%
  • German Equities
    22.44%
  • UK Equities
    15.55%
  • Italian Equities
    10.01%
  • Swedish Equities
    9.2%
  • Swiss Equities
    9.15%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.94 %4.18 %7.05 %21.83 %38.55 %
Sector-1.22 %5.83 %12.83 %23.89 %57.51 %
Rank within sector162 / 234152 / 229202 / 224114 / 198152 / 172
Quartile th3 rd3 rd4 th3 rd4 th

Calendar performance

YTD-20172016201520142013
Fund7.19 %0.61 %10.42 %0.71 %14.66 %
Sector8.54 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector121 / 22986 / 220104 / 202153 / 193158 / 178
Quartile th3 rd2 nd3 rd4 th4 th

Risk statistics

Alpha0.96
Beta0.81
Sharpe0.27
Volatility10.65
Tracking error4.19
Information ratio-0.04
R-Squared0.9

Price movement

52 week high149.218
52 week low126.5786
Current bid price0
Current offer price0
Current mid price144.1826

Holdings by region

  • 22.44% Germany
  • 15.55% UK
  • 10.01% Italy
  • 9.15% Switzerland
  • 9.13% Sweden
  • 8.65% France
  • 7.01% Denmark
  • 4.6% Netherlands
  • 3.63% Luxembourg
  • 2.6% Norway

Holdings by sector

  • 21.83% Financials
  • 14.49% Materials
  • 14.43% Health Care
  • 9.09% Consumer Staples
  • 8.78% Industrials
  • 7.94% Consumer Discretionary
  • 6.82% Real Estate
  • 5.83% Others
  • 4.41% Energy
  • 3.74% Utilities

Holdings by asset type

  • 22.44% German Equities
  • 15.55% UK Equities
  • 10.01% Italian Equities
  • 9.2% Swedish Equities
  • 9.15% Swiss Equities
  • 8.65% French Equities
  • 7.01% Danish Equities
  • 4.6% Dutch Equities
  • 3.48% Others
  • 2.6% Norwegian Equities

Individual holdings

  • 3.83% NOVO NORDISK A/S
  • 3.63% ANIMA HLDG SPA
  • 3.63% SCHRODER STERLING LIQUIDITY PLUS I ACC
  • 3.49% BAYER AG
  • 3.39% ROCHE HLDG AG
  • 3.31% BRITISH AMERICAN TOBACCO
  • 3.18% VESTAS WIND SYSTEMS
  • 3.16% SIKA AG
  • 3.08% BASF SE
  • 2.99% SIEMENS AG