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

14.1 %

1 Year rank in sector

31/59

Sector

FO Equity - Ethical

Yield

0.2474

Fund size

£ 116.3 m

FE Risk score

114

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    54.67%
  • Japan
    15.14%
  • Netherlands
    7.18%
  • Switzerland
    4.49%
  • France
    4.1%
  • Financials
    29.37%
  • Consumer Discretionary
    15.89%
  • Information Technology
    13.45%
  • Materials
    8.89%
  • Health Care
    8.73%
  • US Equities
    54.67%
  • Japanese Equities
    15.14%
  • Dutch Equities
    7.18%
  • Swiss Equities
    4.49%
  • French Equities
    4.1%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.7 %10.84 %14.1 %54.73 %112.09 %
Sector0.49 %5.2 %15.95 %26.28 %64.78 %
Rank within sector7 / 676 / 6331 / 594 / 474 / 37
Quartile th1 st1 st3 rd1 st1 st

Calendar performance

YTD-20172016201520142013
Fund10.58 %31.74 %9.04 %-2.8 %29.29 %
Sector12.52 %7.95 %3.15 %7.26 %18.43 %
Rank within sector33 / 612 / 5011 / 4745 / 453 / 38
Quartile th3 rd1 st1 st4 th1 st

Risk statistics

Alpha9.92
Beta0.68
Sharpe1.19
Volatility10.51
Tracking error8.31
Information ratio0.83
R-Squared0.5

Price movement

52 week high150.5
52 week low127.19
Current bid price0
Current offer price0
Current mid price148.63

Holdings by region

  • 54.67% USA
  • 15.14% Japan
  • 7.18% Netherlands
  • 4.49% Switzerland
  • 4.1% France
  • 3.78% UK
  • 2.76% Others
  • 1.99% Denmark
  • 1.81% Australia
  • 1.76% Canada

Holdings by sector

  • 29.37% Financials
  • 15.89% Consumer Discretionary
  • 13.45% Information Technology
  • 8.89% Materials
  • 8.73% Health Care
  • 8.1% Industrials
  • 7.65% Consumer Staples
  • 3.44% Energy
  • 3.1% Telecommunications Utilities
  • 0.78% Real Estate

Holdings by asset type

  • 54.67% US Equities
  • 15.14% Japanese Equities
  • 7.18% Dutch Equities
  • 4.49% Swiss Equities
  • 4.1% French Equities
  • 3.78% UK Equities
  • 2.76% International Equities
  • 1.99% Danish Equities
  • 1.81% Australian Equities
  • 1.76% Canadian Equities

Individual holdings

  • 4.4% MICROSOFT CORP
  • 4.13% REGIONS FINANCIAL CORP (NEW)
  • 3.84% TRAVELERS COMPANIES INC (THE)
  • 3.01% VISHAY INTERTECHNOLOGY INC
  • 2.96% JOHNSON & JOHNSON
  • 2.84% CITIGROUP INC
  • 2.81% PULTE GROUP INC
  • 2.69% JPMORGAN CHASE & CO
  • 2.49% INTEL CORP
  • 2.43% PFIZER INC