Fact sheet: Schroder ISF QEPGAcVal

Fund information

Fund name
Schroder ISF QEP Global Active Value Z Acc NAV EUR
Fund company manager
Schroder Investmt Mgt(LUX)S.A.
Fund type
SIB
Fund manager
Quantitative Equity Products Investment Team
since 29/10/2004
Fund objective
The fund aims to provide capital growth and income by investing in equities of companies worldwide. The fund invests at least two-thirds of its assets in a diversified portfolio of equities of companies worldwide.The fund focuses on companies that have certain "Value" characteristics. Value means looking at indicators such as cash flows, dividends and earnings to identify securities which the manager believes have been undervalued by the market.The fund may use derivatives with the aim of achieving investment gains, reducing risk or managing the fund more efficiently. The fund may also hold cash.
Benchmark
MSCI AC World
Investment style
Value
Investment method
Shares

Quick stats

1 Year return

8.05 %

1 Year rank in sector

391/471

Sector

FO Equity - International

Yield

2.2

Fund size

£ 2.2 b

FE Risk score

101

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    34.17%
  • Japan
    11.35%
  • UK
    8.98%
  • Not Specified
    4.46%
  • France
    3.94%
  • Financials
    17.82%
  • Information Technology
    14.35%
  • Health Care
    12.09%
  • Consumer Discretionary
    10.54%
  • Telecommunications Utilities
    8.13%
  • US Equities
    34.17%
  • Japanese Equities
    11.35%
  • UK Equities
    8.98%
  • Money Market
    4.11%
  • French Equities
    3.94%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.14 %-5.02 %8.05 %19.02 %62.71 %
Sector1.95 %4.68 %14.42 %20.6 %55.76 %
Rank within sector361 / 502486 / 492391 / 471218 / 374123 / 286
Quartile th3 rd4 th4 th3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund-1.42 %13.72 %4.48 %16.38 %19.29 %
Sector10.85 %7.94 %0.71 %5.96 %21.26 %
Rank within sector469 / 48596 / 441128 / 39153 / 345212 / 302
Quartile th4 th1 st2 nd1 st3 rd

Risk statistics

Alpha-0.45
Beta1.14
Sharpe0.22
Volatility12.44
Tracking error6.87
Information ratio0.01
R-Squared0.7

Price movement

52 week high196.9895
52 week low166.0259
Current bid price0
Current offer price0
Current mid price183.4129

Holdings by region

  • 34.17% USA
  • 11.35% Japan
  • 8.98% UK
  • 4.46% Not Specified
  • 3.94% France
  • 3.08% Taiwan
  • 2.99% China
  • 2.98% Korea
  • 2.87% Canada
  • 2.61% Switzerland

Holdings by sector

  • 17.82% Financials
  • 14.35% Information Technology
  • 12.09% Health Care
  • 10.54% Consumer Discretionary
  • 8.13% Telecommunications Utilities
  • 7.99% Industrials
  • 7.64% Consumer Staples
  • 6.96% Energy
  • 6.86% Materials
  • 4.46% Others

Holdings by asset type

  • 34.17% US Equities
  • 11.35% Japanese Equities
  • 8.98% UK Equities
  • 4.11% Money Market
  • 3.94% French Equities
  • 3.08% Taiwanese Equities
  • 2.99% Chinese Equities
  • 2.98% South Korean Equities
  • 2.87% Canadian Equities
  • 2.61% Swiss Equities

Individual holdings

  • 0.79% GILEAD SCIENCES INC
  • 0.78% CENTRAL JAPAN RAILWAY CO
  • 0.76% KDDI CORP
  • 0.76% LYONDELLBASELL INDUSTRIES NV
  • 0.74% INTEL CORP
  • 0.74% NTT DOCOMO INC
  • 0.74% PFIZER INC
  • 0.73% NOVO NORDISK A/S
  • 0.71% QUALCOMM INC
  • 0.7% AMGEN INC