Fact sheet: Schroder ISFGlMACsv

Fund information

Fund name
Schroder ISF Global Multi Asset Conservative C Acc NAV EUR
Fund company manager
Schroder Investmt Mgt(LUX)S.A.
Fund type
SIB
Fund manager
Ugo Montrucchio
since 01/12/2011
Fund objective
The fund aims to provide income and capital growth in excess of 3 month Euribor +1.5% per annum (gross of fees) over a market cycle by investing in 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 vary over a year) of 2-3% per annum.
Benchmark
No Specified Index
Investment style
Cautious
Investment method
Mixed

Quick stats

1 Year return

0.5 %

1 Year rank in sector

89/99

Sector

FO Mixed Asset - Cautious

Yield

1.34

Fund size

£ 22.2 m

FE Risk score

78

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    22.64%
  • Netherlands
    15.04%
  • France
    12%
  • Germany
    11.16%
  • Italy
    9.74%
  • Government Bonds
    44.37%
  • Others
    22.37%
  • Industrials
    15.31%
  • Financials
    13.33%
  • Utilities
    3.42%
  • US Fixed Interest
    14.55%
  • Dutch Fixed Interest
    12.44%
  • French Fixed Interest
    12%
  • German Fixed Interest
    11.16%
  • Global Short Maturity Fixed Interest
    9.68%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.12 %0.31 %0.5 %1.15 %7.21 %
Sector0.18 %1.95 %4.08 %7.63 %17.47 %
Rank within sector59 / 10676 / 10489 / 9974 / 7747 / 50
Quartile th3 rd3 rd4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund0.9 %0.43 %-1.92 %5.11 %1.55 %
Sector3.74 %3.63 %-0.7 %4.28 %4.19 %
Rank within sector87 / 10088 / 9162 / 8127 / 6543 / 55
Quartile th4 th4 th4 th2 nd4 th

Risk statistics

Alpha-1.15
Beta0.59
Sharpe-0
Volatility2.87
Tracking error2.41
Information ratio-0.89
R-Squared0.56

Price movement

52 week high130.5387
52 week low127.6755
Current bid price0
Current offer price0
Current mid price129.6896

Holdings by region

  • 22.64% USA
  • 15.04% Netherlands
  • 12% France
  • 11.16% Germany
  • 9.74% Italy
  • 8.71% UK
  • 8.27% International
  • 5.45% Spain
  • 3.3% Japan
  • 2.75% Sweden

Holdings by sector

  • 44.37% Government Bonds
  • 22.37% Others
  • 15.31% Industrials
  • 13.33% Financials
  • 3.42% Utilities
  • 1.19% Materials

Holdings by asset type

  • 14.55% US Fixed Interest
  • 12.44% Dutch Fixed Interest
  • 12% French Fixed Interest
  • 11.16% German Fixed Interest
  • 9.68% Global Short Maturity Fixed Interest
  • 8.97% Others
  • 8.71% UK Fixed Interest
  • 5.33% Italian Fixed Interest
  • 3.69% Money Market
  • 3.3% Japanese Fixed Interest

Individual holdings

  • 7.08% SCHRODER ISF QEP GLOBAL CORE
  • 4.41% ITALY(REPUBLIC OF) 0% BDS 29/09/17 EUR1000
  • 4.12% DUTCH TREASURY CERT 0% BDS 31/01/18 EUR1
  • 3.42% GERMANY(FEDERAL REPUBLIC OF) 0% TB 15/11/17 EUR0.01
  • 2.68% SPAIN(KINGDOM OF) 0% TB 15/09/17 EUR1000
  • 2.67% ITALY(REPUBLIC OF) 0% TB 28/02/18 EUR1000
  • 2.6% NETHERLANDS(KINGDOM OF) 0% TB 29/09/17 EUR1
  • 2.53% GERMANY(FEDERAL REPUBLIC OF) 0% BDS 10/01/18 EUR0.01
  • 2.06% SCHRODER GAIA CAT BOND I ACC NAV USD
  • 1.46% UNITED STATES OF AMER TREAS NOTES 0% NTS 30/09/19 USD1000