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

5.82 %

1 Year rank in sector

445/482

Sector

FO Equity - International

Yield

1.88

Fund size

£ 95.5 m

FE Risk score

101

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    44.72%
  • Japan
    12.33%
  • Not Specified
    11.98%
  • Australia
    4.16%
  • Switzerland
    3.95%
  • Others
    94.77%
  • US Fixed Interest
    5.23%
  • Global Short Maturity Fixed Interest
    27.61%
  • Japanese Equities
    12.47%
  • Others
    12.01%
  • US Equities
    10.47%
  • US Fixed Interest
    5.23%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.23 %6.94 %4.78 %43.28 %83.24 %
Sector3.8 %9.11 %17.28 %31.78 %62.2 %
Rank within sector344 / 501327 / 497445 / 48280 / 38968 / 302
Quartile th3 rd3 rd4 th1 st1 st

Calendar performance

YTD-20182017201620152014
Fund1.47 %8.19 %33.39 %-1.07 %7.4 %
Sector2.86 %16.28 %7.94 %0.71 %5.96 %
Rank within sector410 / 499392 / 48210 / 438266 / 388152 / 341
Quartile th4 th4 th1 st3 rd2 nd

Risk statistics

Alpha7.28
Beta0.65
Sharpe0.92
Volatility9.9
Tracking error8.57
Information ratio0.48
R-Squared0.35

Price movement

52 week high179.3295
52 week low162.0723
Current bid price0
Current offer price0
Current mid price177.9441

Holdings by region

  • 44.72% USA
  • 12.33% Japan
  • 11.98% Not Specified
  • 4.16% Australia
  • 3.95% Switzerland
  • 3.24% Canada
  • 2.95% Germany
  • 1.69% Singapore
  • 1.6% Hong Kong
  • 1.14% Sweden

Holdings by sector

  • 94.77% Others
  • 5.23% US Fixed Interest

Holdings by asset type

  • 27.61% Global Short Maturity Fixed Interest
  • 12.47% Japanese Equities
  • 12.01% Others
  • 10.47% US Equities
  • 5.23% US Fixed Interest
  • 4.28% Australian Equities
  • 3.97% Swiss Equities
  • 3.21% Canadian Equities
  • 2.91% German Equities
  • 2.45% Alternative Investment Strategies

Individual holdings

  • 8.54% UNITED STATES OF AMERICA BILL ZERO CPN 11/JAN/2018
  • 7.16% UNITED STATES OF AMERICA BILL ZERO CPN 25/JAN/2018
  • 6.68% UNITED STATES OF AMERICA BILL ZERO CPN 04/JAN/2018
  • 5.23% UNITED STATES OF AMERICA BILL ZERO CPN 08/FEB/2018
  • 5.23% UNITED STATES OF AMERICA BILL ZERO CPN 18/JAN/2018
  • 0.96% ROCHE HOLDING AG
  • 0.95% NETAPP INC
  • 0.94% CENTRAL JAPAN RAILWAY CO
  • 0.91% ASTELLAS PHARMA INC
  • 0.89% JPMORGAN CHASE & CO