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

11.33 %

1 Year rank in sector

41/67

Sector

FO Equity - Ethical

Yield

0.2474

Fund size

£ 122.5 m

FE Risk score

113

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    54.51%
  • Japan
    14.6%
  • Netherlands
    7.01%
  • Switzerland
    4.33%
  • UK
    4.26%
  • Financials
    28.98%
  • Consumer Discretionary
    16.49%
  • Information Technology
    12.29%
  • Health Care
    9.96%
  • Materials
    8.57%
  • US Equities
    54.51%
  • Japanese Equities
    14.6%
  • Dutch Equities
    7.01%
  • Swiss Equities
    4.33%
  • UK Equities
    4.26%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.5 %10.48 %11.33 %64.01 %97.08 %
Sector2.93 %8.06 %15.35 %30.89 %61.78 %
Rank within sector48 / 7422 / 7141 / 672 / 527 / 41
Quartile th3 rd2 nd3 rd1 st1 st

Calendar performance

YTD-20182017201620152014
Fund1.43 %12.92 %31.74 %9.04 %-2.8 %
Sector2.23 %14.87 %7.95 %3.15 %7.26 %
Rank within sector58 / 7531 / 672 / 5611 / 5247 / 48
Quartile th4 th2 nd1 st1 st4 th

Risk statistics

Alpha11.44
Beta0.66
Sharpe1.38
Volatility10.17
Tracking error8.15
Information ratio1.01
R-Squared0.5

Price movement

52 week high155.52
52 week low132.79
Current bid price0
Current offer price0
Current mid price153.94

Holdings by region

  • 54.51% USA
  • 14.6% Japan
  • 7.01% Netherlands
  • 4.33% Switzerland
  • 4.26% UK
  • 3.21% France
  • 2.83% Others
  • 2.2% Money Market
  • 1.93% Denmark
  • 1.84% Germany

Holdings by sector

  • 28.98% Financials
  • 16.49% Consumer Discretionary
  • 12.29% Information Technology
  • 9.96% Health Care
  • 8.57% Materials
  • 7.66% Consumer Staples
  • 6.3% Industrials
  • 3.82% Energy
  • 2.94% Telecommunications
  • 2.2% Money Market

Holdings by asset type

  • 54.51% US Equities
  • 14.6% Japanese Equities
  • 7.01% Dutch Equities
  • 4.33% Swiss Equities
  • 4.26% UK Equities
  • 3.21% French Equities
  • 2.83% International Equities
  • 2.2% Money Market
  • 1.93% Danish Equities
  • 1.84% German Equities

Individual holdings

  • 4.4% REGIONS FINANCIAL CORP (NEW)
  • 4% MICROSOFT CORP
  • 3.47% TRAVELERS COMPANIES INC (THE)
  • 2.94% PULTE GROUP INC
  • 2.73% CITIGROUP INC
  • 2.72% JPMORGAN CHASE & CO
  • 2.56% VISHAY INTERTECHNOLOGY INC
  • 2.45% JOHNSON & JOHNSON
  • 2.41% INTEL CORP
  • 2.39% PFIZER INC