Fact sheet: Schroder Strategic Beta

Fund information

Fund name
Schroder Strategic Beta I
Fund company manager
Schroder UT Managers
Fund type
UKA
Fund manager(s)
Ugo Montrucchio
since 27/11/2013
Keir Livesey
since 01/09/2017
Matthias Scheiber
since 27/11/2013
Fund objective
The fund aims to provide capital growth and income. The fund makes investments into different markets directly in shares and bonds and indirectly through investment funds and financial derivative instruments. The fund allocates its risk across four 'risk premia' categories: Growth, Inflation, Duration and Strategies. Over the medium term the allocation to each category is adjusted to reflect changes in the category's potential risk and reward. The Growth category contains the risks that tend to generate returns during positive economic conditions and includes the shares of large companies in the US, UK, Continental Europe, Japan, the Pacific basin and emerging markets, as well as the return from the credit risk of bonds issued by US, UK and European companies. The Inflation category contains the risks that tend to generate returns during inflationary or stagflationary times and includes the four main commodity sectors (oil, agriculture, industrial metals and gold) and US Treasury inflation-protected securities. The Duration category contains the risks that perform well when interest rates are falling and includes all major government bond markets (US, UK, Continental Europe, Japan, Canada and Australia) and emerging market bonds. The Strategies category contains the risks that are driven by other systematic risk factors, including behavioural factors such as following trends, and others such as the extra risk associated with investing in small cap relative to large cap stocks, value relative to growth stocks, high interest rate relative to low interest rate currencies and volatility in financial markets.
Benchmark
-
Investment style
Flexible
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

3.79 %

1 Year rank in sector

229/240

Sector

UT Flexible Investment

Yield

0.23

Fund size

£ 5.1 m

FE Risk score

30

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.09 %0.7 %3.79 %7.74 %0 %
Sector-0.04 %3.21 %11.49 %25.59 %54.01 %
Rank within sector93 / 268222 / 255229 / 240197 / 207 /
Quartile th2 nd4 th4 th4 th th

Calendar performance

YTD-20172016201520142013
Fund2.67 %8.69 %-4.7 %5.04 %0 %
Sector8.32 %12.84 %2.01 %4.85 %14.08 %
Rank within sector224 / 241185 / 227213 / 215113 / 193 /
Quartile th4 th4 th4 th3 rd th

Risk statistics

Alpha0.79
Beta0.24
Sharpe-0
Volatility3.89
Tracking error5.75
Information ratio-0.87
R-Squared0.13

Price movement

52 week high56.47
52 week low54.02
Current bid price0
Current offer price0
Current mid price56.09

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-