Fact sheet: Schroder ISF QEPGblValPl

Fund information

Fund name
Schroder ISF QEP Global Value Plus A Acc NAV USD
Fund company manager
Schroder Investmt Mgt(LUX)S.A.
Fund type
SIB
Fund manager
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

11.11 %

1 Year rank in sector

288/471

Sector

FO Equity - International

Yield

0.96

Fund size

£ 97.7 m

FE Risk score

100

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    40.45%
  • Japan
    17.15%
  • Not Specified
    14.45%
  • Australia
    3.85%
  • Switzerland
    3.75%
  • Others
    86.4%
  • US Fixed Interest
    13.6%
  • Japanese Equities
    16.98%
  • Global Short Maturity Fixed Interest
    16.59%
  • Others
    14.53%
  • US Fixed Interest
    13.6%
  • US Equities
    10.79%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.05 %2.88 %11.11 %8.46 %42.35 %
Sector1.12 %5.59 %13.29 %21.24 %55.54 %
Rank within sector310 / 503304 / 492288 / 471344 / 374241 / 286
Quartile th3 rd3 rd3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund8.87 %10.77 %-7.28 %0.15 %24.4 %
Sector10.7 %7.94 %0.71 %5.96 %21.26 %
Rank within sector280 / 485121 / 441371 / 391286 / 345117 / 302
Quartile th3 rd2 nd4 th4 th2 nd

Risk statistics

Alpha-4.5
Beta1.08
Sharpe-0
Volatility10.92
Tracking error4.67
Information ratio-0.89
R-Squared0.82

Price movement

52 week high205.5623
52 week low178.5029
Current bid price0
Current offer price0
Current mid price204.698

Holdings by region

  • 40.45% USA
  • 17.15% Japan
  • 14.45% Not Specified
  • 3.85% Australia
  • 3.75% Switzerland
  • 3.39% Canada
  • 3.15% Germany
  • 1.7% Hong Kong
  • 1.65% Norway
  • 1.61% Singapore

Holdings by sector

  • 86.4% Others
  • 13.6% US Fixed Interest

Holdings by asset type

  • 16.98% Japanese Equities
  • 16.59% Global Short Maturity Fixed Interest
  • 14.53% Others
  • 13.6% US Fixed Interest
  • 10.79% US Equities
  • 3.79% Swiss Equities
  • 3.78% Australian Equities
  • 3.39% Canadian Equities
  • 3.18% German Equities
  • 1.65% Norwegian Equities

Individual holdings

  • 9.82% UNITED STATES OF AMERICA BILL ZERO CPN 07/SEP/2017
  • 6.96% UNITED STATES OF AMERICA BILL ZERO CPN 26/OCT/2017
  • 6.77% UNITED STATES OF AMERICA BILL ZERO CPN 21/SEP/2017
  • 6.64% UNITED STATES OF AMERICA BILL ZERO CPN 05/OCT/2017
  • 0.98% NTT DOCOMO INC
  • 0.95% NOVO NORDISK A/S
  • 0.94% INTERNATIONAL BUSINESS MACHINES CORP
  • 0.94% ROCHE HOLDING AG
  • 0.88% ASTELLAS PHARMA INC
  • 0.88% TELSTRA CORP LTD