Evli Equity Factor Global

Equity fund that invests in developed markets’ companies globally using a factor-based strategy

NAV
18.08.2022
Return %
Year-To-Date
Return %
1 y
Return % p.a.
3 y
Return % p.a.
5 y
Return % p.a.
Since start
124.343 2.81 8.58 - - 16.33
NAV
18.08.2022
Return %
Year-To-Date
Return %
1 y
Return % p.a.
3 y
Return % p.a.
5 y
Return % p.a.
Since start
134.934 2.81 8.58 - - 16.33
NAV
18.08.2022
Return %
Year-To-Date
Return %
1 y
Return % p.a.
3 y
Return % p.a.
5 y
Return % p.a.
Since start
125.072 3.00 8.91 - - 16.68
NAV
18.08.2022
Return %
Year-To-Date
Return %
1 y
Return % p.a.
3 y
Return % p.a.
5 y
Return % p.a.
Since start
135.738 3.00 8.91 - - 16.68

Risk

6/7

Morningstar

0/5

Recommended Investment Horizon

7 years or more

Administrative fees

0.95 % p.a.

Suitable for investors

  • who want factors (certain characteristics of equities) to be focused on the fund’s holdings rather than traditional market value
  • who seek the additional return potential offered by factors
  • who seek high returns in the long term
  • who are prepared to tolerate greater price fluctuations in the short term
  • who want to invest responsibly and take into account not only economic analysis but also environmental, social and good governance (ESG) factors.

Invest

min. 1 000 €

Investment Policy

Evli Equity Factor Global Fund invests its assets globally in equities. The fund’s investments are primarily developed economy equities in Europe, North America and Asia-Pasific countries. The fund focuses on four academically determined factors: value, low volatility, momentum and quality.

The fund's investment style is active and the fund does not follow the benchmark index in its investment operations. The fund does not have any sector or country restrictions within its geographical investment area.

Responsibility and consideration of sustainability factors 

SFDR classification*: article 8, light green 

The fund promotes sustainability factors as part of investment operations by integrating responsibility factors into investment analyses and by excluding them. The fund’s investment process is quantitative and is based on academically verified factors, ESG integration and broad diversification. The ESG process is also systematic, and the ESG criteria are fully integrated in the fund’s strategy and is always the same when making investment decisions.

The fund’s ESG process is based on excluding certain sectors and companies and selecting the best companies in their industry in terms of ESG score. First, companies with significant business in the following sectors are excluded: weapons, alcohol, tobacco, mining of thermal coal, gambling or adult entertainment. Second, red flag companies determined by the MSCI or the ISS ESG (companies with serious breaches of standards, including those that have breached UN Global Compact standards) are excluded from the funds. Third, companies that are in the top 5% in carbon intensity are excluded from the funds. Fourth, companies holding fossil reserves are excluded from the funds. Fifth, the fund’s equities are selected from a group of companies that belong in the top 80% of their industry on the basis of an ESG score determined by MSCI. In addition, the fund follows Evli’s general exclusion practices.

The companies in the fund are monitored for violations of the Climate Change Principles, and they are engaged with or excluded if violations are detected.  The ESG indicators of the fund are reported in fund-specific ESG reports, which are updated four times a year. The fund’s benchmark index is a market-based index that does not consider sustainability risks or sustainability factors. The benchmark index used by the fund can be found in the fund-specific key investor information document.

*In accordance with the Sustainable Finance Disclosure Regulation (SFDR), Evli’s funds are classified into three categories with respect to sustainability factors: mainstream funds do not address sustainability factors, light green funds promote sustainability factors among other features, and dark green funds aim to make sustainable investments

 

 

The portfolio is managed by

Mattias Lagerspetz

Mattias Lagerspetz

Peter Lindhal

Peter Lindahl

Antti Sivonen

Antti Sivonen

Investment Objective and Risks

The aim is to earn a return which, in the long term, exceeds the return of the benchmark index.

As the fund's assets are invested in equities or equity-linked securities, the fund unit value can fluctuate significantly within a short period.

Monthly review

31.07.2022

Evli Equity Factor Global focuses on four academically determined factors: value, low risk, momentum and quality. The fund complies with policies for responsible investment (ESG) and excludes from its investments companies that have substantial business in the following areas: weapons, alcohol, tobacco, mining of thermal coal, controversial weapons, gambling and adult entertainment. The fund also excludes companies with the lowest ESG rating and companies which have very severe confirmed ESG controversies.

Evli Equity Factor Global gained 8.5% in July, while the benchmark MSCI World Net TR was up by 11%. The fund lagged its benchmark by 1.7% points since inception as of the end of July.

Fund facts

Type of fund International equity fund (UCITS)
Investment activity began 25.08.2020
Benchmark index

MSCI World TR Net (EUR)

Profit distribution Fund-units are divided into A and B units. Profit share of at least 4% is distributed on A units annually.

Downloadable files

Invest

min. 1 000 €