Fact sheet: Schroder ISF Gl MA Bln

Fund information

Fund name
Schroder ISF Global Multi Asset Balanced B Acc NAV EUR
Fund company manager
Schroder Investmt Mgt(LUX)S.A.
Fund type
SIB
Fund manager
Gregor Hirt
since 02/07/2012
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

0.42 %

1 Year rank in sector

143/157

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 482.4 m

FE Risk score

30

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    24.73%
  • Netherlands
    14.02%
  • Germany
    8.39%
  • Not Specified
    7.82%
  • France
    6.89%
  • Government Bonds
    62.87%
  • Others
    16.98%
  • Financials
    4.08%
  • Information Technology
    3.61%
  • Health Care
    2.93%
  • Dutch Fixed Interest
    13.94%
  • US Fixed Interest
    13.13%
  • US Equities
    11.29%
  • Others
    9.97%
  • German Fixed Interest
    7.94%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.59 %0.7 %0.17 %-1.47 %8.66 %
Sector-0.01 %4.11 %5.82 %9.78 %25.77 %
Rank within sector114 / 176147 / 169143 / 15794 / 10170 / 73
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Calendar performance

YTD-20172016201520142013
Fund1.31 %-0.77 %-4.16 %5.11 %4.55 %
Sector4.94 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector144 / 169117 / 138100 / 11355 / 9455 / 80
Quartile th4 th4 th4 th3 rd3 rd

Risk statistics

Alpha-2.63
Beta0.74
Sharpe-0
Volatility4.08
Tracking error2.31
Information ratio-1.47
R-Squared0.77

Price movement

52 week high121.3638
52 week low116.7408
Current bid price0
Current offer price0
Current mid price120.012

Holdings by region

  • 24.73% USA
  • 14.02% Netherlands
  • 8.39% Germany
  • 7.82% Not Specified
  • 6.89% France
  • 5.4% Italy
  • 5.25% Japan
  • 5.23% Luxembourg
  • 4.89% Spain
  • 3.45% UK

Holdings by sector

  • 62.87% Government Bonds
  • 16.98% Others
  • 4.08% Financials
  • 3.61% Information Technology
  • 2.93% Health Care
  • 2.32% Consumer Discretionary
  • 1.78% Industrials
  • 1.68% Consumer Staples
  • 1.29% Energy
  • 1.06% Telecommunications Utilities

Holdings by asset type

  • 13.94% Dutch Fixed Interest
  • 13.13% US Fixed Interest
  • 11.29% US Equities
  • 9.97% Others
  • 7.94% German Fixed Interest
  • 6.08% French Fixed Interest
  • 5.4% Money Market
  • 5.15% Italian Fixed Interest
  • 4.8% Spanish Fixed Interest
  • 3.42% Japanese Fixed Interest

Individual holdings

  • 6.32% NETHERLANDS(KINGDOM OF) 0% BDS 30/11/17 EUR1
  • 5.06% NETHERLANDS(KINGDOM OF) 0% BDS 31/10/17 EUR1
  • 4.56% GERMANY(FEDERAL REPUBLIC OF) 0% TB 15/11/17 EUR0.01
  • 4.17% UNITED STATES OF AMER TREAS BILLS BDS 15/04/21 USD100
  • 3.32% SPAIN(KINGDOM OF) 0% TB 18/08/17 EUR1000
  • 2.65% ITALY(REPUBLIC OF) 0% BDS 29/09/17 EUR1000
  • 2.51% SCHRODER GAIA CAT BOND I ACC NAV USD
  • 2.42% SCHRODER INTERNATIONAL SELECT FD GLOBAL CONSERVATIVE CONVERT BD I USD ACC
  • 1.94% SCHRODER INVESTMENT MANAGEMENT(LUX)
  • 1.87% MAJEDIE ASSET MANAGEMENT TORTOISE Z H ACC EUR