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

2.92 %

1 Year rank in sector

134/164

Sector

FO Mixed Asset - Flexible

Yield

0.57

Fund size

£ 478.8 m

FE Risk score

28

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    30.05%
  • Netherlands
    14.27%
  • Germany
    9.3%
  • France
    6.29%
  • Not Specified
    5.75%
  • Government Bonds
    59.28%
  • Others
    18.22%
  • Financials
    5.34%
  • Information Technology
    3.61%
  • Health Care
    3%
  • US Fixed Interest
    18.67%
  • US Equities
    11.38%
  • Others
    10.71%
  • Dutch Fixed Interest
    9.59%
  • German Fixed Interest
    8.84%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.61 %1.44 %2.92 %4.31 %14.58 %
Sector1.15 %3.98 %6.97 %14.98 %24.58 %
Rank within sector136 / 182137 / 174134 / 164104 / 11267 / 83
Quartile th3 rd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund2.98 %0.59 %-2.86 %6.54 %6 %
Sector6.85 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector134 / 171113 / 14197 / 11838 / 10053 / 86
Quartile th4 th4 th4 th2 nd3 rd

Risk statistics

Alpha-1.89
Beta0.75
Sharpe-0
Volatility4.01
Tracking error2.21
Information ratio-1.23
R-Squared0.79

Price movement

52 week high134.7024
52 week low128.6443
Current bid price0
Current offer price0
Current mid price134.5867

Holdings by region

  • 30.05% USA
  • 14.27% Netherlands
  • 9.3% Germany
  • 6.29% France
  • 5.75% Not Specified
  • 5.16% Japan
  • 5.06% Luxembourg
  • 3.9% UK
  • 3.87% Italy
  • 2.75% Australia

Holdings by sector

  • 59.28% Government Bonds
  • 18.22% Others
  • 5.34% Financials
  • 3.61% Information Technology
  • 3% Health Care
  • 2.04% Industrials
  • 2.01% Consumer Discretionary
  • 1.85% Materials
  • 1.75% Consumer Staples
  • 1.41% Energy

Holdings by asset type

  • 18.67% US Fixed Interest
  • 11.38% US Equities
  • 10.71% Others
  • 9.59% Dutch Fixed Interest
  • 8.84% German Fixed Interest
  • 5.5% French Fixed Interest
  • 4.58% Global Short Maturity Fixed Interest
  • 4.54% Money Market
  • 3.6% Italian Fixed Interest
  • 3.15% Japanese Fixed Interest

Individual holdings

  • 6.61% UNITED STATES OF AMER TREAS NOTES 0.125% BDS 15/01/22 USD100
  • 6.35% NETHERLANDS(KINGDOM OF) 0% BDS 30/11/17 EUR1
  • 4.58% GERMANY(FEDERAL REPUBLIC OF) 0% TB 15/11/17 EUR0.01
  • 4.58% NETHERLANDS(KINGDOM OF) 0% BDS 31/10/17 EUR1
  • 4.08% UNITED STATES OF AMER TREAS BILLS BDS 15/04/21 USD100
  • 2.38% SCHRODER GAIA CAT BOND I ACC NAV USD
  • 2.36% SCHRODER INTERNATIONAL SELECT FD GLOBAL CONSERVATIVE CONVERT BD I USD ACC
  • 1.94% SCHRODER INVESTMENT MANAGEMENT(LUX)
  • 1.89% MAJEDIE ASSET MANAGEMENT TORTOISE Z H ACC EUR
  • 1.71% GERMANY(FEDERAL REPUBLIC OF) 0% TB 13/12/17 EUR0.01