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

4.54 %

1 Year rank in sector

124/168

Sector

FO Mixed Asset - Flexible

Yield

0.57

Fund size

£ 449.7 m

FE Risk score

28

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    29.5%
  • Netherlands
    13.71%
  • Germany
    9.91%
  • Not Specified
    7.01%
  • Luxembourg
    4.98%
  • Government Bonds
    52.7%
  • Others
    25.09%
  • Financials
    5.35%
  • Information Technology
    3.69%
  • Health Care
    2.86%
  • US Fixed Interest
    18.26%
  • Others
    11.4%
  • US Equities
    11.25%
  • Global Short Maturity Fixed Interest
    10.47%
  • Dutch Fixed Interest
    7.51%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.23 %1.13 %4.54 %1.4 %15.88 %
Sector0.23 %3.2 %8.73 %10.66 %26.26 %
Rank within sector76 / 184128 / 176124 / 168107 / 11467 / 82
Quartile th2 nd3 rd3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund3.26 %0.59 %-2.86 %6.54 %6 %
Sector7.08 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector126 / 172112 / 14398 / 11839 / 9953 / 85
Quartile th3 rd4 th4 th2 nd3 rd

Risk statistics

Alpha-2.16
Beta0.76
Sharpe-0
Volatility4.04
Tracking error2.13
Information ratio-1.44
R-Squared0.81

Price movement

52 week high135.55
52 week low128.6627
Current bid price0
Current offer price0
Current mid price134.9573

Holdings by region

  • 29.5% USA
  • 13.71% Netherlands
  • 9.91% Germany
  • 7.01% Not Specified
  • 4.98% Luxembourg
  • 4.89% Japan
  • 4.33% France
  • 3.73% Italy
  • 3.68% UK
  • 3.43% Australia

Holdings by sector

  • 52.7% Government Bonds
  • 25.09% Others
  • 5.35% Financials
  • 3.69% Information Technology
  • 2.86% Health Care
  • 2.13% Consumer Discretionary
  • 1.94% Industrials
  • 1.91% Materials
  • 1.74% Consumer Staples
  • 1.27% Energy

Holdings by asset type

  • 18.26% US Fixed Interest
  • 11.4% Others
  • 11.25% US Equities
  • 10.47% Global Short Maturity Fixed Interest
  • 7.51% Dutch Fixed Interest
  • 5.1% Money Market
  • 5.03% German Fixed Interest
  • 3.64% French Fixed Interest
  • 3.49% Italian Fixed Interest
  • 3.11% Australian Fixed Interest

Individual holdings

  • 6.42% UNITED STATES OF AMER TREAS NOTES 0.125% BDS 15/01/22 USD100
  • 6.08% NETHERLANDS(KINGDOM OF) 0% BDS 30/11/17 EUR1
  • 4.39% DUTCH TREASURY CERT 0% BDS 29/03/18 EUR1
  • 4.39% GERMANY(FEDERAL REPUBLIC OF) 0% TB 15/11/17 EUR0.01
  • 3.97% UNITED STATES OF AMER TREAS BILLS 0.125% BDS 15/04/21 USD100
  • 2.34% SCHRODER INTERNATIONAL SELECT FD GLOBAL CONSERVATIVE CONVERT BD I USD ACC
  • 2.33% SCHRODER GAIA CAT BOND I ACC NAV USD
  • 1.89% SCHRODER INVESTMENT MANAGEMENT(LUX)
  • 1.75% MAJEDIE ASSET MANAGEMENT TORTOISE Z H ACC EUR
  • 1.64% SPAIN(KINGDOM OF) 0% TB 11/05/18 EUR1000