Fact sheet: Schroder ISF Gl MA Bln

Fund information

Fund name
Schroder ISF Global Multi Asset Balanced A Acc NAV EUR
Fund company manager
Schroder Investmt Mgt(LUX)S.A.
Fund type
SIB
Fund manager
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

1.71 %

1 Year rank in sector

143/167

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 485.7 m

FE Risk score

28

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    26.15%
  • Netherlands
    14.58%
  • Germany
    9.28%
  • Not Specified
    8.51%
  • France
    6.16%
  • Government Bonds
    59.39%
  • Others
    19.16%
  • Financials
    4.74%
  • Information Technology
    3.58%
  • Health Care
    2.83%
  • US Fixed Interest
    15.12%
  • Dutch Fixed Interest
    14.49%
  • US Equities
    10.89%
  • Others
    10.55%
  • German Fixed Interest
    8.85%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.47 %0.31 %1.71 %-0.54 %10.09 %
Sector0.85 %2.67 %6.27 %9.76 %23.08 %
Rank within sector125 / 182139 / 174143 / 167103 / 10871 / 79
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Calendar performance

YTD-20172016201520142013
Fund1.83 %-0.17 %-3.58 %5.76 %5.19 %
Sector5.63 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector136 / 173119 / 142101 / 11850 / 9955 / 83
Quartile th4 th4 th4 th3 rd3 rd

Risk statistics

Alpha-2.33
Beta0.73
Sharpe-0
Volatility4.02
Tracking error2.3
Information ratio-1.35
R-Squared0.78

Price movement

52 week high127.1416
52 week low121.9394
Current bid price0
Current offer price0
Current mid price126.0572

Holdings by region

  • 26.15% USA
  • 14.58% Netherlands
  • 9.28% Germany
  • 8.51% Not Specified
  • 6.16% France
  • 5.44% Italy
  • 5.06% Luxembourg
  • 4.97% Japan
  • 3.52% UK
  • 2.75% Australia

Holdings by sector

  • 59.39% Government Bonds
  • 19.16% Others
  • 4.74% Financials
  • 3.58% Information Technology
  • 2.83% Health Care
  • 2.13% Consumer Discretionary
  • 1.85% Industrials
  • 1.84% Materials
  • 1.78% Consumer Staples
  • 1.27% Energy

Holdings by asset type

  • 15.12% US Fixed Interest
  • 14.49% Dutch Fixed Interest
  • 10.89% US Equities
  • 10.55% Others
  • 8.85% German Fixed Interest
  • 5.99% Money Market
  • 5.35% French Fixed Interest
  • 3.15% Japanese Fixed Interest
  • 2.63% Global Short Maturity Fixed Interest
  • 2.57% Italian Fixed Interest

Individual holdings

  • 6.27% NETHERLANDS(KINGDOM OF) 0% BDS 30/11/17 EUR1
  • 5.01% NETHERLANDS(KINGDOM OF) 0% BDS 31/10/17 EUR1
  • 4.52% GERMANY(FEDERAL REPUBLIC OF) 0% TB 15/11/17 EUR0.01
  • 4.01% UNITED STATES OF AMER TREAS BILLS BDS 15/04/21 USD100
  • 3.24% UNITED STATES OF AMER TREAS NOTES 0.125% BDS 15/01/22 USD100
  • 2.63% ITALY(REPUBLIC OF) 0% BDS 29/09/17 EUR1000
  • 2.43% SCHRODER GAIA CAT BOND I ACC NAV USD
  • 2.31% SCHRODER INTERNATIONAL SELECT FD GLOBAL CONSERVATIVE CONVERT BD I USD ACC
  • 1.92% SCHRODER INVESTMENT MANAGEMENT(LUX)
  • 1.89% MAJEDIE ASSET MANAGEMENT TORTOISE Z H ACC EUR