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

9.76 %

1 Year rank in sector

25/69

Sector

FO Equity - Ethical

Yield

0.2474

Fund size

£ 123.1 m

FE Risk score

111

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    53.8%
  • Japan
    13.9%
  • Netherlands
    7.2%
  • Money Market
    4.77%
  • UK
    4.6%
  • Financials
    25.63%
  • Consumer Goods
    16%
  • Information Technology
    13.8%
  • Health Care
    10.3%
  • Consumer Staples
    7.8%
  • US Equities
    53.8%
  • Japanese Equities
    13.9%
  • Dutch Equities
    7.2%
  • Money Market
    4.77%
  • UK Equities
    4.6%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.45 %1.41 %9.76 %52.79 %74.24 %
Sector1.01 %2.87 %8.41 %19.65 %55.74 %
Rank within sector52 / 8047 / 7425 / 694 / 5415 / 44
Quartile th3 rd3 rd2 nd1 st2 nd

Calendar performance

YTD-20182017201620152014
Fund1.72 %12.92 %31.74 %9.04 %-2.8 %
Sector3.07 %14.87 %7.95 %3.15 %7.26 %
Rank within sector47 / 7729 / 652 / 5510 / 5146 / 47
Quartile th3 rd2 nd1 st1 st4 th

Risk statistics

Alpha9.38
Beta0.69
Sharpe0.86
Volatility10.6
Tracking error8.37
Information ratio0.92
R-Squared0.49

Price movement

52 week high155.74
52 week low135.6
Current bid price0
Current offer price0
Current mid price154.38

Holdings by region

  • 53.8% USA
  • 13.9% Japan
  • 7.2% Netherlands
  • 4.77% Money Market
  • 4.6% UK
  • 3.8% Switzerland
  • 3.1% France
  • 2.83% Others
  • 1.7% Canada
  • 1.6% Germany

Holdings by sector

  • 25.63% Financials
  • 16% Consumer Goods
  • 13.8% Information Technology
  • 10.3% Health Care
  • 7.8% Consumer Staples
  • 7.4% Materials
  • 5.7% Industrials
  • 5% Energy
  • 4.77% Money Market
  • 2.7% Telecommunications

Holdings by asset type

  • 53.8% US Equities
  • 13.9% Japanese Equities
  • 7.2% Dutch Equities
  • 4.77% Money Market
  • 4.6% UK Equities
  • 3.8% Swiss Equities
  • 3.1% French Equities
  • 2.83% International Equities
  • 1.7% Canadian Equities
  • 1.6% German Equities

Individual holdings

  • 3.64% REGIONS FINANCIAL CORP (NEW)
  • 3.16% TRAVELERS COS INC/THE
  • 3.05% MICROSOFT CORP
  • 2.84% INTEL CORP
  • 2.7% JPMORGAN CHASE & CO
  • 2.69% VISHAY INTERTECHNOLOGY INC
  • 2.66% PULTE GROUP INC
  • 2.58% ORACLE CORP
  • 2.52% ESTEE LAUDER COMPANIES INC
  • 2.44% PFIZER INC