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(s)
Quantitative Equity Products Investment Team
since 21/12/2005
Fund objective
The Fund aims to provide capital growth and income by investing in equity and equity related securities of companies worldwide.
Benchmark
MSCI World
Investment style
Value
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

10.21 %

1 Year rank in sector

224/249

Sector

UT Global

Yield

1.77

Fund size

£ 2.4 b

FE Risk score

104

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    37.03%
  • Japan
    12.4%
  • Others
    11.49%
  • UK
    8.6%
  • France
    3.76%
  • Banks
    10.35%
  • Biotechnology/Medical
    9.78%
  • Hardware
    6.97%
  • Financial Services
    6.44%
  • Oil & Gas Exploration & Production
    5.38%
  • US Equities
    37.03%
  • Japanese Equities
    12.4%
  • International Equities
    11.49%
  • UK Equities
    8.6%
  • French Equities
    3.76%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.39 %4.77 %10.21 %37.72 %92.34 %
Sector0.26 %6.87 %15.75 %40.21 %84.11 %
Rank within sector198 / 268195 / 254224 / 249151 / 225104 / 201
Quartile th3 rd4 th4 th3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund5.7 %33.5 %-1.29 %9.11 %21.91 %
Sector12.14 %20.95 %3.38 %6.68 %19.7 %
Rank within sector234 / 25011 / 237206 / 22578 / 212104 / 202
Quartile th4 th1 st4 th2 nd3 rd

Risk statistics

Alpha-1.79
Beta1.04
Sharpe0.78
Volatility11.01
Tracking error3.22
Information ratio-0.43
R-Squared0.91

Price movement

52 week high102.4
52 week low90.62
Current bid price0
Current offer price0
Current mid price101.4

Holdings by region

  • 37.03% USA
  • 12.4% Japan
  • 11.49% Others
  • 8.6% UK
  • 3.76% France
  • 2.91% Money Market
  • 2.84% Taiwan
  • 2.83% Switzerland
  • 2.8% China
  • 2.77% Canada

Holdings by sector

  • 10.35% Banks
  • 9.78% Biotechnology/Medical
  • 6.97% Hardware
  • 6.44% Financial Services
  • 5.38% Oil & Gas Exploration & Production
  • 4.32% Telecommunications
  • 3.99% Automotive
  • 3.89% Food Producers
  • 3.7% Chemicals
  • 3.29% Wireless & Mobile Communications

Holdings by asset type

  • 37.03% US Equities
  • 12.4% Japanese Equities
  • 11.49% International Equities
  • 8.6% UK Equities
  • 3.76% French Equities
  • 2.91% Money Market
  • 2.84% Taiwanese Equities
  • 2.83% Swiss Equities
  • 2.8% Chinese Equities
  • 2.77% Canadian Equities

Individual holdings

  • 0.85% INTEL CORP
  • 0.76% CENTRAL JAPAN RAILWAY CO
  • 0.75% JOHNSON & JOHNSON
  • 0.75% KDDI CORP
  • 0.75% TAIWAN SEMICONDUCTOR MANUFACTURING
  • 0.74% NIPPON TELEGRAPH & TELEPHONE CORP
  • 0.73% EXPRESS SCRIPTS HLDG CO
  • 0.73% PFIZER INC
  • 0.71% AMGEN INC
  • 0.69% QUALCOMM INC