Storebrand Global Multifactor A (DKK)

SUSTAINABILITY SCORE

7 of 10

RISK

4 of 7

YEAR TO DATE 19.74 % 21.11.2024
ANNUAL RETURN 11.55 % Average last 5 years
Sustainability related disclosures
Periodic Report (SFDR)

Investment Objective

Storebrand Global Multifactor er en aktiefond, som har til formål at opnå et langsigtet merafkast ved at investere i globale, udviklede aktiemarkeder. Fonden er en modelbaseret faktorfond, som søger at udnytte veldokumenterede risikopræmier knyttet til følgende faktorer: Værdi, Størrelse, Momentum og Lav-volatilitet. Porteføljen er sektor- og regionsneutral, ligevægtet på faktorniveau og indeholder normalt 300-400 store og mellemstore selskaber fra referenceindekset. Derivater kan benyttes for at opnå en mere rimelig eller effektiv forvaltning. Fonden forvaltes i tråd med Storebrands principper for bæredygtige investeringer.

Fund Facts

ISIN: NO0010841596
Established: 26.02.2019
NAV: DKK 1827.73 (21.11.2024)
AUM: NOK 24500343327.05 (31.10.2024)
Active share : 77.89 % (31.10.2024)
Ongoing charge: 0.75 % 
Benchmark:  MSCI World
(Ticker: NDDUWI Index)

Sustainability Criteria

  • Follows the Storebrand Exclusion policy
  • Follows the NBIM exclusion list
  • Excludes gambling
  • Excludes alcohol
  • Excludes weapons
  • Excludes pornography
  • Solution company exposure
  • Fossil-free
  • Optimized for high sustainability scores
  • Optimized for low carbon intensity
  • Excludes government bonds in violation of international norms
  • Meets criteria for green bonds

Sustainability Score

Fond

7

av 10

Indeks

6

av 10

Storebrand's sustainability score measures both risk and opportunities related to sustainability. The score ranges from 1–10, where 10 is the most sustainable, and is based on an assessment of the holdings in the fund.

Carbon Intensity

Fund

91

Index

115

Carbon intensity measures a company's emissions in tonnes of CO2 equivalents relative to its earnings. Lower carbon intensity means that companies have lower emissions per million EUR of sales revenue, making them more carbon efficient. The methodology for calculation is based on the EU regulation SFDR. Our calculations currently include scope 1 and 2 emissions, and we will add scope 3 when data quality improves. Read about our method for calculation.

Portfolio Manager

We manage a comprehensive selection of actively managed, factor and index-linked mutual funds. Our portfolio managers have long and varied experience, and work in teams to utilise their expertise across the investment strategies.

Andreas Poole

Portfolio Manager

MANAGED THE FUND SINCE 01.11.2011

Fund Performance

Period Storebrand Global Multifactor A (DKK) Benchmark
YTD 19.74 % 25.48 %
12 months 26.89 % 31.39 %
3 years * 7.62 % 9.45 %
5 years * 11.55 % 13.29 %
Since start (26.02.2019) * 7.09 % -
Benchmark since start (26.02.2019) * - 8.69 %

Last updated: 21.11.2024

*Average annual return

**Average annual return from the period where fund and benchmark has the same start date. The yield from the fund might have a longer history than the benchmark.


Portfolio

Holdings

  • Apple Inc: 3.98 %
  • NVIDIA Corp: 3.87 %
  • Microsoft Corp: 3.14 %
  • Alphabet Inc: 1.7 %
  • Amazon.com Inc: 1.5 %
  • Equitable Holdings Inc: 1.29 %
  • Colgate-Palmolive Co: 1.26 %
  • United Therapeutics Corp: 1.25 %
  • Republic Services Inc: 1.16 %
  • Cencora Inc: 1.12 %
Show all

Last updated: 31.10.2024

Sector Allocation

  •   Information Technology 24.1  %
  •   Financials 16.83  %
  •   Health Care 11.42  %
  •   Industrials 10.96  %
  •   Consumer Discretionary 10.04  %
  •   Communication Services 7.61  %
  •   Consumer Staples 6.17  %
  •   Energy 3.97  %
  •   Materials 3.69  %
  •   Utilities 2.69  %
  •   Real Estate 2.24  %
  •   Cash 0.27  %
  •   Unclassified 0.01  %

Last updated: 31.10.2024

Country Allocation

  • USA: 67.37 %
  • CAN: 7.23 %
  • JPN: 6.84 %
  • DEU: 2.46 %
  • FRA: 2.26 %
  • NLD: 2.13 %
  • GBR: 1.98 %
  • CHE: 1.39 %
  • ISR: 1.26 %
  • SWE: 1.16 %
Show all countries

Last updated: 31.10.2024

Historical returns are no guarantee of future returns. Future returns will depend, among other things, on market developments, the manager's skills, the fund's risk profile and management fees. The returns can be negative as a result of price losses. There is risk associated with investments in the fund due to market movements, developments in currency, interest rates, economic conditions, industry- and company-specific conditions. Before investing, customers are advised to familiarize themselves with the fund's key information and prospectus, which contains further information about the fund's characteristics and costs.