Fact sheet: Schroder ISF QEPGblValPl

Fund information

Fund name
Schroder ISF QEP Global Value Plus C Acc Nav GBP
Fund company manager
Schroder Investmt Mgt(LUX)S.A.
Fund type
SIB
Fund manager(s)
QEP InvestmentTeam
since 18/07/2008
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 has the flexibility to use leverage to gain long and short. The fund's long exposure 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's short exposure focuses on companies with poor "Quality" characteristics. Quality means looking at indicators such as a company's profitability, stability and financial strength.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

6.63 %

1 Year rank in sector

430/484

Sector

FO Equity - International

Yield

1.88

Fund size

£ 94.4 m

FE Risk score

101

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    39.59%
  • Japan
    18.23%
  • Not Specified
    8.61%
  • Australia
    4.2%
  • Switzerland
    3.81%
  • Others
    84.32%
  • US Fixed Interest
    15.68%
  • Japanese Equities
    18.46%
  • US Fixed Interest
    15.68%
  • Global Short Maturity Fixed Interest
    13.98%
  • US Equities
    10.18%
  • Others
    8.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.17 %4.03 %6.63 %37.52 %87.56 %
Sector0.13 %5.08 %15.88 %24.25 %61.52 %
Rank within sector402 / 503308 / 499430 / 48468 / 38657 / 299
Quartile th4 th3 rd4 th1 st1 st

Calendar performance

YTD-20172016201520142013
Fund5.18 %33.39 %-1.07 %7.4 %24.64 %
Sector14.7 %7.94 %0.71 %5.96 %21.26 %
Rank within sector443 / 48910 / 445270 / 393153 / 344113 / 301
Quartile th4 th1 st3 rd2 nd2 nd

Risk statistics

Alpha6.13
Beta0.65
Sharpe0.76
Volatility9.89
Tracking error8.54
Information ratio0.38
R-Squared0.36

Price movement

52 week high173.4771
52 week low159.1203
Current bid price0
Current offer price0
Current mid price170.4944

Holdings by region

  • 39.59% USA
  • 18.23% Japan
  • 8.61% Not Specified
  • 4.2% Australia
  • 3.81% Switzerland
  • 3.77% Germany
  • 3.75% Canada
  • 1.89% Singapore
  • 1.67% Italy
  • 1.56% Denmark

Holdings by sector

  • 84.32% Others
  • 15.68% US Fixed Interest

Holdings by asset type

  • 18.46% Japanese Equities
  • 15.68% US Fixed Interest
  • 13.98% Global Short Maturity Fixed Interest
  • 10.18% US Equities
  • 8.4% Others
  • 4.28% Australian Equities
  • 3.84% Canadian Equities
  • 3.83% Swiss Equities
  • 3.75% German Equities
  • 1.89% Singapore Equities

Individual holdings

  • 8.93% UNITED STATES OF AMERICA BILL ZERO CPN 07/DEC/2017
  • 7.62% UNITED STATES OF AMERICA BILL ZERO CPN 24/NOV/2017
  • 6.75% UNITED STATES OF AMERICA BILL ZERO CPN 04/JAN/2018
  • 6.36% UNITED STATES OF AMERICA BILL ZERO CPN 09/NOV/2017
  • 1.02% NOVO NORDISK A/S
  • 0.97% ASTELLAS PHARMA INC
  • 0.96% CENTRAL JAPAN RAILWAY CO
  • 0.89% ROCHE HOLDING AG
  • 0.87% NTT DOCOMO INC
  • 0.86% NOVARTIS AG