Fact sheet: Sparinvest Ethical Gbl Val

Fund information

Fund name
Sparinvest Ethical Global Value GBP R
Fund company manager
Sparinvest (LUX)
Fund type
SIB
Fund manager(s)
Jens Moestrup Rasmussen
since 30/05/2008
Kasper Jacobsen
since 01/07/2011
Fund objective
The Sub-Fund aims at providing a positive return over the long term by investing in equity securities and, to a limited extent, convertible securities and warrants on transferable securities that are admitted to official listing on a stock exchange or that are traded on a Regulated Market within the OECD countries, EU member states (the “EU Member States”), Singapore or Hong Kong. The Sub-Fund applies an ethical screening that identifies the companies that do not fulfill an ethical framework, and they are excluded.
Benchmark
MSCI World
Investment style
Value
Investment method
Shares

Quick stats

1 Year return

11.67 %

1 Year rank in sector

30/80

Sector

FO Equity - Ethical

Yield

0.2474

Fund size

£ 125.8 m

FE Risk score

113

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    55.3%
  • Japan
    12%
  • Netherlands
    7.4%
  • UK
    4.7%
  • Switzerland
    3.8%
  • Financials
    25.07%
  • Consumer Goods
    15.8%
  • Information Technology
    14.4%
  • Health Care
    10.7%
  • Consumer Staples
    7.9%
  • US Equities
    55.3%
  • Japanese Equities
    12%
  • Dutch Equities
    7.4%
  • UK Equities
    4.7%
  • Swiss Equities
    3.8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.96 %7.22 %11.67 %57.82 %70.62 %
Sector1.56 %5.34 %10.88 %24.42 %53.91 %
Rank within sector33 / 9136 / 8730 / 807 / 6520 / 54
Quartile th2 nd2 nd2 nd1 st2 nd

Calendar performance

YTD-20182017201620152014
Fund4.08 %12.92 %31.74 %9.04 %-2.8 %
Sector4.13 %14.87 %7.95 %3.15 %7.26 %
Rank within sector42 / 8732 / 755 / 6511 / 6156 / 57
Quartile th2 nd2 nd1 st1 st4 th

Risk statistics

Alpha11.25
Beta0.65
Sharpe1.23
Volatility9.98
Tracking error8.29
Information ratio1.03
R-Squared0.46

Price movement

52 week high160.14
52 week low135.6
Current bid price0
Current offer price0
Current mid price157.96

Holdings by region

  • 55.3% USA
  • 12% Japan
  • 7.4% Netherlands
  • 4.7% UK
  • 3.8% Switzerland
  • 3.63% Money Market
  • 3.1% France
  • 2.77% Others
  • 2.4% Denmark
  • 1.8% Canada

Holdings by sector

  • 25.07% Financials
  • 15.8% Consumer Goods
  • 14.4% Information Technology
  • 10.7% Health Care
  • 7.9% Consumer Staples
  • 7.4% Materials
  • 6.9% Industrials
  • 4.8% Energy
  • 3.63% Money Market
  • 2.5% Telecommunications

Holdings by asset type

  • 55.3% US Equities
  • 12% Japanese Equities
  • 7.4% Dutch Equities
  • 4.7% UK Equities
  • 3.8% Swiss Equities
  • 3.63% Money Market
  • 3.1% French Equities
  • 2.77% International Equities
  • 2.4% Danish Equities
  • 1.8% Canadian Equities

Individual holdings

  • 3.62% REGIONS FINANCIAL CORP (NEW)
  • 3.27% TRAVELERS COS INC/THE
  • 2.82% MICROSOFT CORP
  • 2.73% INTEL CORP
  • 2.73% VISHAY INTERTECHNOLOGY INC
  • 2.69% JPMORGAN CHASE & CO
  • 2.69% PULTE GROUP INC
  • 2.51% PFIZER INC
  • 2.49% CITIGROUP INC
  • 2.48% ORACLE CORP