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

19.22 %

1 Year rank in sector

11/53

Sector

FO Equity - Ethical

Yield

0.2474

Fund size

£ 111.8 m

FE Risk score

110

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    52.63%
  • Japan
    15.12%
  • Netherlands
    6.98%
  • Switzerland
    5.27%
  • Others
    3.86%
  • Financials
    29.28%
  • Consumer Discretionary
    15.83%
  • Information Technology
    11.5%
  • Industrials
    9.79%
  • Health Care
    8.8%
  • US Equities
    52.63%
  • Japanese Equities
    15.12%
  • Dutch Equities
    6.98%
  • Swiss Equities
    5.27%
  • International Equities
    3.86%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.3 %3.81 %17.92 %43.06 %112.06 %
Sector-0.86 %6.44 %13.08 %22.41 %66.27 %
Rank within sector22 / 6135 / 5711 / 5310 / 423 / 30
Quartile th2 nd3 rd1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund4.26 %31.74 %9.04 %-2.8 %29.29 %
Sector8.24 %7.95 %3.15 %7.26 %18.43 %
Rank within sector43 / 572 / 4512 / 4239 / 403 / 32
Quartile th4 th1 st2 nd4 th1 st

Risk statistics

Alpha7.32
Beta0.7
Sharpe0.8
Volatility10.8
Tracking error8.42
Information ratio0.6
R-Squared0.5

Price movement

52 week high142.79
52 week low117.08
Current bid price0
Current offer price0
Current mid price140.13

Holdings by region

  • 52.63% USA
  • 15.12% Japan
  • 6.98% Netherlands
  • 5.27% Switzerland
  • 3.86% Others
  • 3.64% France
  • 3.61% UK
  • 2.09% Denmark
  • 1.95% Australia
  • 1.95% Germany

Holdings by sector

  • 29.28% Financials
  • 15.83% Consumer Discretionary
  • 11.5% Information Technology
  • 9.79% Industrials
  • 8.8% Health Care
  • 8.63% Materials
  • 8.18% Consumer Staples
  • 3.2% Telecommunications Utilities
  • 2.81% Energy
  • 1.2% Money Market

Holdings by asset type

  • 52.63% US Equities
  • 15.12% Japanese Equities
  • 6.98% Dutch Equities
  • 5.27% Swiss Equities
  • 3.86% International Equities
  • 3.64% French Equities
  • 3.61% UK Equities
  • 2.09% Danish Equities
  • 1.95% Australian Equities
  • 1.95% German Equities

Individual holdings

  • 4.09% REGIONS FINANCIAL CORP (NEW)
  • 3.83% TRAVELERS COMPANIES INC (THE)
  • 3.81% MICROSOFT CORP
  • 2.93% JOHNSON & JOHNSON
  • 2.7% CITIGROUP INC
  • 2.55% JPMORGAN CHASE & CO
  • 2.46% PROCTER & GAMBLE CO
  • 2.44% PFIZER INC
  • 2.43% ESTEE LAUDER COMPANIES INC
  • 2.38% PULTE GROUP INC