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
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

12.84 %

1 Year rank in sector

24/55

Sector

FO Equity - Ethical

Yield

0.2474

Fund size

£ 114.4 m

FE Risk score

108

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    52.15%
  • Japan
    15.28%
  • Netherlands
    7.2%
  • Switzerland
    5.36%
  • UK
    3.49%
  • Financials
    28.42%
  • Consumer Discretionary
    15.59%
  • Information Technology
    11.93%
  • Industrials
    9.34%
  • Health Care
    8.76%
  • US Equities
    52.15%
  • Japanese Equities
    15.28%
  • Dutch Equities
    7.2%
  • Swiss Equities
    5.36%
  • UK Equities
    3.49%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.45 %-1.08 %12.84 %39.67 %88.2 %
Sector2.05 %3.1 %12.64 %20.99 %56.24 %
Rank within sector56 / 6153 / 5924 / 5510 / 436 / 32
Quartile th4 th4 th2 nd1 st1 st

Calendar performance

YTD-20172016201520142013
Fund1.9 %31.74 %9.04 %-2.8 %29.29 %
Sector8.78 %7.95 %3.15 %7.26 %18.43 %
Rank within sector51 / 582 / 4612 / 4340 / 413 / 33
Quartile th4 th1 st2 nd4 th1 st

Risk statistics

Alpha8
Beta0.7
Sharpe0.85
Volatility10.71
Tracking error8.37
Information ratio0.69
R-Squared0.5

Price movement

52 week high142.79
52 week low120.64
Current bid price0
Current offer price0
Current mid price136.97

Holdings by region

  • 52.15% USA
  • 15.28% Japan
  • 7.2% Netherlands
  • 5.36% Switzerland
  • 3.49% UK
  • 3.47% France
  • 2.87% Others
  • 2.6% Money Market
  • 2.1% Denmark
  • 2.09% Germany

Holdings by sector

  • 28.42% Financials
  • 15.59% Consumer Discretionary
  • 11.93% Information Technology
  • 9.34% Industrials
  • 8.76% Health Care
  • 8.42% Materials
  • 8.27% Consumer Staples
  • 3.27% Telecommunications
  • 2.6% Money Market
  • 2.54% Energy

Holdings by asset type

  • 52.15% US Equities
  • 15.28% Japanese Equities
  • 7.2% Dutch Equities
  • 5.36% Swiss Equities
  • 3.49% UK Equities
  • 3.47% French Equities
  • 2.87% International Equities
  • 2.6% Money Market
  • 2.1% Danish Equities
  • 2.09% German Equities

Individual holdings

  • 4.11% MICROSOFT CORP
  • 3.91% REGIONS FINANCIAL CORP (NEW)
  • 3.65% TRAVELERS COMPANIES INC (THE)
  • 2.91% JOHNSON & JOHNSON
  • 2.73% CITIGROUP INC
  • 2.68% ESTEE LAUDER COMPANIES INC
  • 2.59% PROCTER & GAMBLE CO
  • 2.52% JPMORGAN CHASE & CO
  • 2.49% PULTE GROUP INC
  • 2.49% VISHAY INTERTECHNOLOGY INC