Fact sheet: Schroder ISF Gl MA Bln

Fund information

Fund name
Schroder ISF Global Multi Asset Balanced C Acc NAV EUR
Fund company manager
Schroder Investmt Mgt(LUX)S.A.
Fund type
SIB
Fund manager(s)
Ugo Montrucchio
since 28/09/2009
Urs Duss
since 28/09/2009
Fund objective
The fund aims to provide capital growth and income in excess of 3 month Euribor +3% per annum (gross of fees) over a market cycle by investing in a diversified range of assets and markets worldwide. The fund aims to provide a volatility (a measure of how much the fund's returns vary over a year) of 4-7% per annum. The fund is designed to participate in rising markets whilst aiming to limit losses to a maximum of 10% of the value of the fund, over a rolling 12-month period. The limitation of losses cannot be guaranteed.
Benchmark
No Specified Index
Investment style
Flexible
Investment method
None

Quick stats

1 Year return

4.39 %

1 Year rank in sector

122/169

Sector

FO Mixed Asset - Flexible

Yield

0.57

Fund size

£ 493.9 m

FE Risk score

29

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    32.44%
  • Netherlands
    11.58%
  • Not Specified
    7.45%
  • Germany
    6.88%
  • Spain
    5.02%
  • Government Bonds
    56.53%
  • Others
    19.65%
  • Financials
    5.41%
  • Information Technology
    3.91%
  • Health Care
    2.8%
  • US Fixed Interest
    20.38%
  • US Equities
    12.06%
  • Dutch Fixed Interest
    11.35%
  • Others
    10.76%
  • German Fixed Interest
    6.51%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.55 %2.7 %4.39 %2.38 %14.39 %
Sector2.05 %4.67 %8.67 %12.79 %24.92 %
Rank within sector110 / 187126 / 179122 / 169107 / 11669 / 84
Quartile th3 rd3 rd3 rd4 th4 th

Calendar performance

YTD-20182017201620152014
Fund1.21 %3.72 %0.59 %-2.86 %6.54 %
Sector1.52 %7.96 %3.43 %-0.06 %4.97 %
Rank within sector114 / 184127 / 169107 / 13897 / 11639 / 97
Quartile th3 rd4 th4 th4 th2 nd

Risk statistics

Alpha-2.29
Beta0.75
Sharpe-0
Volatility3.94
Tracking error2.11
Information ratio-1.5
R-Squared0.8

Price movement

52 week high137.5519
52 week low131.2248
Current bid price0
Current offer price0
Current mid price137.1851

Holdings by region

  • 32.44% USA
  • 11.58% Netherlands
  • 7.45% Not Specified
  • 6.88% Germany
  • 5.02% Spain
  • 4.95% Luxembourg
  • 4.65% Japan
  • 4.58% France
  • 3.92% UK
  • 3.73% Italy

Holdings by sector

  • 56.53% Government Bonds
  • 19.65% Others
  • 5.41% Financials
  • 3.91% Information Technology
  • 2.8% Health Care
  • 2.48% Materials
  • 2.41% Consumer Discretionary
  • 2.09% Consumer Staples
  • 1.92% Industrials
  • 1.44% Energy

Holdings by asset type

  • 20.38% US Fixed Interest
  • 12.06% US Equities
  • 11.35% Dutch Fixed Interest
  • 10.76% Others
  • 6.51% German Fixed Interest
  • 5.43% Money Market
  • 4.79% Spanish Fixed Interest
  • 3.91% French Fixed Interest
  • 3.51% Italian Fixed Interest
  • 2.83% Japanese Fixed Interest

Individual holdings

  • 6.3% UNITED STATES OF AMER TREAS NOTES 0.125% BDS 15/01/22 USD100
  • 4.45% GERMANY (FED REP) T-BILL 0% TB 11/04/18 EUR0.01
  • 4.44% DUTCH TREASURY CERT 0% BDS 29/03/18 EUR1
  • 4.06% DUTCH TREASURY CERT 0% BDS 30/04/18 EUR1
  • 3.89% UNITED STATES OF AMER TREAS BILLS 0.125% BDS 15/04/21 USD100
  • 2.32% SCHRODER GAIA CAT BOND I ACC NAV USD
  • 2.31% SCHRODER INTERNATIONAL SELECT FD GLOBAL CONSERVATIVE CONVERT BD I USD ACC
  • 1.93% SCHRODER INVESTMENT MANAGEMENT(LUX)
  • 1.76% MAJEDIE ASSET MANAGEMENT TORTOISE Z H ACC EUR
  • 1.66% SPAIN(KINGDOM OF) 0% BDS 15/06/18 EUR1000