Fact sheet: AXA Rosbrg PanEurEnhncIdEqAlp

Fund information
Fund name
AXA Rosbrg Pan European Enhanced Index Equity Alpha B EUR
Fund manager company
AXA Rosenberg Management Irela
Fund type
Unit Trust
Fund manager
  • AXA Rosenberg Investment Management Ltd.since 06/10/2003
Fund objective
The aim of the Sub-Fund is to provide long-term capital growth above that of the MSCI Europe Index on a rolling three year basis, while seeking to maintain a level of risk close to that of the index.
Benchmark
  • MSCI Europe
Investment style
Active
Investment method
Shares
Quick stats
1 Year return
-9.9%
1 Year rank in sector
145/227
Sector
FO Equity - Europe inc UK
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
1.03%
Fund size
£30m (£16m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
99
Top in this sector
Fund name1 Year
SPL Parallel Private Equity IC27%
IVI European22.4%
GS Eur CORE Eq Portfolio17.5%
Mirabaud Eqts PanEur SmllMid16.2%
JOHCM European Sel Val13.7%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • UK28.7%
    Switzerland14.7%
    France14.6%
    Germany14.1%
    Spain6.4%
  • Consumer Staples16.4%
    Financials15%
    Industrials12.9%
    Health Care11.7%
    Materials10.9%
  • UK Equities28.7%
    Swiss Equities14.7%
    French Equities14.6%
    German Equities14.1%
    Spanish Equities6.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2%0.1%-0.4%-9.9%9.3%55.9%
Sector0.1%-1%-1.9%-8.3%10.8%57.7%
Rank within sector48 / 23388 / 234104 / 232145 / 227130 / 200117 / 175
Quartile1st2nd2nd3rd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund-5.3%7.6%6.7%20.2%16.3%
Sector-5.2%11.1%4.2%21.1%17.6%
Rank within sector117 / 228149 / 21378 / 200117 / 188137 / 177
Quartile3rd3rd2nd3rd4th
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
-0.74
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
1.03
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-0
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
13.03
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
3.57
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-0.2
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.93
Price movement
52 week high23.12
52 week low18.21
Current bid price-
Current offer price-
Current mid price20.85
Region
1UK28.68%
2Switzerland14.65%
3France14.59%
4Germany14.12%
5Spain6.37%
6Sweden4.78%
7Netherlands4.21%
8Denmark3.01%
9Italy2.58%
Industry sector
1Consumer Staples16.43%
2Financials15.03%
3Industrials12.9%
4Health Care11.72%
5Materials10.9%
6Consumer Discretionary10.64%
7Energy6.58%
8Telecommunications Utilities5.37%
9Utilities4.11%
Asset type
1UK Equities28.68%
2Swiss Equities14.65%
3French Equities14.59%
4German Equities14.12%
5Spanish Equities6.37%
6Swedish Equities4.78%
7Dutch Equities4.21%
8Danish Equities3.01%
9Italian Equities2.58%
Individual holdings
1NESTLE SA3.57%
2UNILEVER3.09%
3ROCHE HLDG AG3.03%
4ROYAL DUTCH SHELL2.07%
5BASF SE2.04%
6SIEMENS AG1.89%
7HSBC HLDGS1.71%
8DIAGEO1.68%
9NOVARTIS AG1.66%
Management
Fund manager group
AXA Investment Managers
Fund manager company
AXA Rosenberg Management Irela
Fund type
Unit Trust
Fund objective
The aim of the Sub-Fund is to provide long-term capital growth above that of the MSCI Europe Index on a rolling three year basis, while seeking to maintain a level of risk close to that of the index.
Benchmark
  • MSCI Europe
Investment style
Active
Investment method
Shares
Fund manager
NameSinceBiography
AXA Rosenberg Investment Management Ltd.06/10/2003
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Sweden
AXA Rosbrg Pan European Enhanced Index Equity Alpha A EUR
Initial charge-
Annual charge0.35%
Min single investment£100,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.58%
Total expense ratio (TER)0.44%
Bid price-
Offer price-
Mid price20.93
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeZW55
AXA Rosbrg Pan European Enhanced Index Equity Alpha B EUR
Initial charge-
Annual charge0.8%
Min single investment£5,000
Min regular saving£2,000
Available in ISANo
Ongoing charge (OCF)1.03%
Total expense ratio (TER)0.92%
Bid price-
Offer price-
Mid price20.85
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEGR9
AXA Rosbrg Pan European Enhanced Index Equity Alpha I EUR
Initial charge-
Annual charge0.25%
Min single investment£30,000,000
Min regular saving£1,500,000
Available in ISANo
Ongoing charge (OCF)0.48%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.15
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNCOS
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