Fact sheet: Sparinvest Global Value

Fund information

Fund name
Sparinvest Global Value EUR R
Fund company manager
Sparinvest (LUX)
Fund type
SIB
Fund manager
Jens Moestrup Rasmussen
since 14/12/2001
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 will not hold cash for more than 15% of its total assets.
Benchmark
MSCI World
Investment style
Active,Value
Investment method
Shares

Quick stats

1 Year return

9.73 %

1 Year rank in sector

378/470

Sector

FO Equity - International

Yield

0.0307

Fund size

£ 264.2 m

FE Risk score

103

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    51.36%
  • Japan
    11.96%
  • UK
    6.72%
  • Netherlands
    5.65%
  • Switzerland
    4.19%
  • Financials
    22.26%
  • Consumer Discretionary
    14.05%
  • Information Technology
    12.96%
  • Industrials
    11.44%
  • Consumer Staples
    9.54%
  • US Equities
    51.36%
  • Japanese Equities
    11.96%
  • UK Equities
    6.72%
  • Dutch Equities
    5.65%
  • Swiss Equities
    4.19%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.78 %-5.62 %9.73 %21.11 %65.02 %
Sector1.44 %4.28 %14.91 %20.39 %55.67 %
Rank within sector361 / 501480 / 491378 / 470191 / 373108 / 285
Quartile th3 rd4 th4 th3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund-3.11 %14.6 %12.3 %4.16 %25.48 %
Sector10.54 %7.94 %0.71 %5.96 %21.26 %
Rank within sector478 / 48490 / 44033 / 390211 / 34497 / 301
Quartile th4 th1 st1 st3 rd2 nd

Risk statistics

Alpha-0.17
Beta1.11
Sharpe0.21
Volatility13.02
Tracking error8.04
Information ratio0.02
R-Squared0.62

Price movement

52 week high269.07
52 week low225.46
Current bid price0
Current offer price0
Current mid price250.13

Holdings by region

  • 51.36% USA
  • 11.96% Japan
  • 6.72% UK
  • 5.65% Netherlands
  • 4.19% Switzerland
  • 4.03% Others
  • 3.99% Denmark
  • 3.72% France
  • 3.7% Money Market
  • 1.67% Hong Kong

Holdings by sector

  • 22.26% Financials
  • 14.05% Consumer Discretionary
  • 12.96% Information Technology
  • 11.44% Industrials
  • 9.54% Consumer Staples
  • 8.34% Materials
  • 6.88% Energy
  • 6.85% Health Care
  • 3.7% Money Market
  • 3.31% Telecommunications

Holdings by asset type

  • 51.36% US Equities
  • 11.96% Japanese Equities
  • 6.72% UK Equities
  • 5.65% Dutch Equities
  • 4.19% Swiss Equities
  • 4.03% International Equities
  • 3.99% Danish Equities
  • 3.72% French Equities
  • 3.7% Money Market
  • 1.67% Hong Kong Equities

Individual holdings

  • 3.21% MICROSOFT CORP
  • 3.06% REGIONS FINANCIAL CORP (NEW)
  • 2.89% CORNING INC
  • 2.85% TRAVELERS COMPANIES INC (THE)
  • 2.35% AP MOLLER-MAERSK A/S
  • 2.28% JOHNSON & JOHNSON
  • 2.13% CITIGROUP INC
  • 2.1% ESTEE LAUDER COMPANIES INC
  • 2.03% PROCTER & GAMBLE CO
  • 1.97% JPMORGAN CHASE & CO