Fact sheet: Schroder QEP Gbl Active Value

Fund information

Fund name
Schroder QEP Global Active Value Z Acc
Fund company manager
Schroder UT Managers
Fund type
UKA
Fund manager
Quantitative Equity Products Investment Team
since 21/12/2005
Fund objective
The fund aims to provide capital growth and income by investing in equities of companies worldwide. The fund invests at least 80% of its assets in equities of companies worldwide. The fund invests in companies that have certain "Value" characteristics. Value is assessed by 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 may also invest in collective investment schemes and warrants, and hold cash. The fund may use derivatives with the aim of achieving investment gains, reducing risk or managing the fund more efficiently. The fund may use leverage and take short positions.
Benchmark
MSCI World
Investment style
Value
Investment method
Shares

Performance snapshot

Quick stats

1 Year return

35.75 %

1 Year rank in sector

123/241

Sector

UT Global

Yield

1.79

Fund size

£ 2.6 b

FE Risk score

104

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    38.6136%
  • Others
    12.7778%
  • Japan
    11.5369%
  • UK
    8.3274%
  • France
    3.6247%
  • Biotechnology/Medical
    9.7322%
  • Banks
    8.9948%
  • Financial Services
    5.6777%
  • Oil & Gas Exploration & Production
    5.6663%
  • Hardware
    5.6603%
  • US Equities
    38.6136%
  • International Equities
    12.7778%
  • Japanese Equities
    11.5369%
  • UK Equities
    8.3274%
  • French Equities
    3.6247%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.92 %4.98 %27.82 %45.31 %102.37 %
Sector1.73 %9.2 %28.43 %43.57 %88.76 %
Rank within sector99 / 254225 / 247123 / 241118 / 21989 / 197
Quartile th2 nd4 th3 rd3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund4.97 %33.5 %-1.29 %9.11 %21.91 %
Sector9.01 %20.95 %3.38 %6.68 %19.7 %
Rank within sector225 / 24711 / 235206 / 22578 / 213105 / 203
Quartile th4 th1 st4 th2 nd3 rd

Risk statistics

Alpha-0.77
Beta1.05
Sharpe0.82
Volatility11
Tracking error3.23
Information ratio-0.09
R-Squared0.91

Price movement

52 week high102.4
52 week low77.48
Current bid price0
Current offer price0
Current mid price100.7

Holdings by region

  • 38.6136% USA
  • 12.7778% Others
  • 11.5369% Japan
  • 8.3274% UK
  • 3.6247% France
  • 2.8728% Australia
  • 2.765% Money Market
  • 2.7221% China
  • 2.6955% Hong Kong
  • 2.5985% Taiwan

Holdings by sector

  • 9.7322% Biotechnology/Medical
  • 8.9948% Banks
  • 5.6777% Financial Services
  • 5.6663% Oil & Gas Exploration & Production
  • 5.6603% Hardware
  • 4.1239% Software
  • 3.9964% Chemicals
  • 3.629% Telecommunications
  • 3.5973% Wireless & Mobile Communications
  • 3.395% Automotive

Holdings by asset type

  • 38.6136% US Equities
  • 12.7778% International Equities
  • 11.5369% Japanese Equities
  • 8.3274% UK Equities
  • 3.6247% French Equities
  • 2.8728% Australian Equities
  • 2.765% Money Market
  • 2.7221% Chinese Equities
  • 2.6955% Hong Kong Equities
  • 2.5985% Taiwanese Equities

Individual holdings

  • 0.79% KDDI CORP
  • 0.78% NTT DOCOMO INC
  • 0.77% JOHNSON & JOHNSON
  • 0.76% AMGEN INC
  • 0.76% APPLE INC
  • 0.76% ASTELLAS PHARMA INC
  • 0.76% CITIGROUP INC
  • 0.76% INTEL CORP
  • 0.76% NOVO NORDISK A/S
  • 0.76% PFIZER INC