Fact sheet: Schroder ISFGbTactAsAlo

Fund information

Fund name
Schroder ISF Global Tactical Asset Allocation C NAV USD
Fund company manager
Schroder Investmt Mgt(LUX)S.A.
Fund type
SIB
Fund manager
Aymeric Forest
since 17/02/2010
Fund objective
The fund aims to provide capital growth of USD 3 month LIBOR +3-5% per annum (gross of fees) over a market cycle by actively allocating across a diversified range of assets and markets worldwide. The fund aims to provide this return with a volatility (a measure of how much the fund's returns may vary over a year) of between 4-10% per annum.
Benchmark
EURIBOR 3 Month
Investment style
Multi Strategy
Investment method
Mixed

Quick stats

1 Year return

6.04 %

1 Year rank in sector

23/146

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 184.8 m

FE Risk score

38

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    42.87%
  • UK
    31.58%
  • Not Specified
    15.35%
  • Japan
    7.77%
  • International
    2.36%
  • Government Bonds
    82.23%
  • Others
    17.77%
  • US Fixed Interest
    42.87%
  • UK Fixed Interest
    31.58%
  • Money Market
    13.92%
  • Japanese Fixed Interest
    7.77%
  • Others
    2.49%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.02 %2.16 %6.04 %-1.27 %2.37 %
Sector0.15 %0.73 %0.75 %2.34 %7.25 %
Rank within sector84 / 14947 / 16323 / 14678 / 9958 / 75
Quartile th3 rd2 nd1 st4 th4 th

Calendar performance

YTD-20172016201520142013
Fund1.52 %2.7 %-6.45 %2.65 %-0.65 %
Sector1.69 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector87 / 16038 / 12996 / 10655 / 9154 / 80
Quartile th3 rd2 nd4 th3 rd3 rd

Risk statistics

Alpha-0.95
Beta0.5
Sharpe-0
Volatility4.82
Tracking error4.82
Information ratio-0.28
R-Squared0.04

Price movement

52 week high101.1847
52 week low93.1562
Current bid price0
Current offer price0
Current mid price101.0735

Holdings by region

  • 42.87% USA
  • 31.58% UK
  • 15.35% Not Specified
  • 7.77% Japan
  • 2.36% International
  • 0.06% Sweden

Holdings by sector

  • 82.23% Government Bonds
  • 17.77% Others

Holdings by asset type

  • 42.87% US Fixed Interest
  • 31.58% UK Fixed Interest
  • 13.92% Money Market
  • 7.77% Japanese Fixed Interest
  • 2.49% Others
  • 2.36% International Equities
  • -1.01% Alternative Investment Strategies

Individual holdings

  • 9.82% UNITED STATES OF AMER TREAS BILLS 0% TB 18/01/18 USD100
  • 9.27% UNITED STATES OF AMER TREAS BILLS 0% TB 21/09/17 USD100
  • 8.43% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 11/12/17 GBP1
  • 8.43% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 30/10/17 GBP1
  • 8.42% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 15/01/18 GBP1
  • 8.15% UNITED STATES OF AMER TREAS BILLS 0% TB 19/10/17 USD100
  • 8.12% UNITED STATES DEPARTMENT OF THE TREASURY
  • 7.77% JAPAN(GOVERNMENT OF) 0% TB 20/11/17 JPY10000000
  • 7.51% UNITED STATES OF AMER TREAS BILLS 0% TB 09/11/17 USD1
  • 6.31% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 04/12/17 GBP1