Fact sheet: AXA Rosbrg PanEurpeanSmCapAlp

Fund information
Fund name
AXA Rosbrg Pan European Small Cap Alpha A EUR
Fund manager company
AXA Rosenberg Management Irela
Fund type
Unit Trust
Fund manager
  • AXA Rosenberg Investment Management Ltd.since 30/09/1999
Fund objective
The investment objective of the AXA Rosenberg Pan-European Small Cap Alpha Fund is to provide long-term capital appreciation with a total return greater than the return of the MSCI Europe Small Cap Index on a rolling three-year basis. This Sub-Fund will primarily (meaning not less than 75% of its Net Asset Value) invest in equity securities of small capitalisation companies traded principally on Regulated Markets that the Manager has identified as undervalued and that are issued by companies that have their registered office or carry out a predominant portion of their economic activity (meaning not less than 51%) in developed European countries, including the UK. It is intended that this Sub-Fund will be substantially fully invested in such equity securities. The MSCI Europe Small Cap Index is a float-adjusted, market capitalisation weighted, rulesbased benchmark of securities which fall within the bottom 14% of the available market capitalisation within the European equity universe.
Benchmark
  • MSCI Europe Small Cap Index
Investment style
Active,Value
Investment method
Shares
Quick stats
1 Year return
16.9%
1 Year rank in sector
38/50
Sector
FO Equity - Small Cap Europe
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.
1.06%
Fund size
£17m (£24m 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.
93
Top in this sector
Fund name1 Year
Old Mutual Eur(ExUK)SmCo41.6%
SEB 2 Estn Eur Sm Cap40.1%
T. Rowe Price Eurpn SmCo Eq39.9%
Montanaro Europ Inc34.6%
Argos Argonaut34.3%
...more in FO Equity - Small Cap Europe

Performance snapshot

Holdings snapshot

  • UK25.4%
    Switzerland14.3%
    Germany11.7%
    France11%
    Sweden7.4%
  • Industrials23.3%
    Information Technology16.8%
    Consumer Discretionary15.6%
    Financials11%
    Materials10.8%
  • UK Equities25.4%
    Swiss Equities14.3%
    German Equities11.7%
    French Equities11%
    Swedish Equities7.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.5%6.8%17.4%16.9%33.4%136.1%
Sector4.1%8%18.9%20.5%42.3%118.8%
Rank within sector41 / 5341 / 5335 / 5238 / 5040 / 4817 / 40
Quartile4th4th3rd4th4th2nd
Calendar performance
 YTD - 20172016201520142013
Fund11.4%-3.2%22.2%6.7%34%
Sector13.3%1%23.6%3.2%29.7%
Rank within sector39 / 5236 / 5034 / 5018 / 4817 / 42
Quartile3rd3rd3rd2nd2nd
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.
-2.73
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.
1.06
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.
0.41
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%.
13.99
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.
4.36
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.
-0.5
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.
0.91
Price movement
52 week high38.65
52 week low28.04
Current bid price-
Current offer price-
Current mid price37.75
Region
1UK25.37%
2Switzerland14.33%
3Germany11.7%
4France11.01%
5Sweden7.43%
6Spain5.02%
7Belgium4.82%
8Italy4.25%
9Finland3.83%
Industry sector
1Industrials23.29%
2Information Technology16.75%
3Consumer Discretionary15.63%
4Financials10.95%
5Materials10.83%
6Consumer Staples7.3%
7Real Estate6.12%
8Energy4.13%
9Health Care2.82%
Asset type
1UK Equities25.37%
2Swiss Equities14.33%
3German Equities11.7%
4French Equities11.01%
5Swedish Equities7.43%
6Spanish Equities5.02%
7Belgian Equities4.82%
8Italian Equities4.25%
9Finnish Equities3.83%
Individual holdings
1ADECCO GROUP SA1.58%
2ATOS1.57%
3SWISS LIFE HLDG AG1.39%
4ARKEMA1.3%
5BALOISE-HLDGS AG1.2%
6UNITED INTERNET AG1.18%
7DEUTSCHE LUFTHANSA AG1.09%
8HUGO BOSS AG1.09%
9TIETO OYJ1.07%
Management
Fund manager group
AXA Investment Managers
Fund manager company
AXA Rosenberg Management Irela
Fund type
Unit Trust
Fund objective
The investment objective of the AXA Rosenberg Pan-European Small Cap Alpha Fund is to provide long-term capital appreciation with a total return greater than the return of the MSCI Europe Small Cap Index on a rolling three-year basis. This Sub-Fund will primarily (meaning not less than 75% of its Net Asset Value) invest in equity securities of small capitalisation companies traded principally on Regulated Markets that the Manager has identified as undervalued and that are issued by companies that have their registered office or carry out a predominant portion of their economic activity (meaning not less than 51%) in developed European countries, including the UK. It is intended that this Sub-Fund will be substantially fully invested in such equity securities. The MSCI Europe Small Cap Index is a float-adjusted, market capitalisation weighted, rulesbased benchmark of securities which fall within the bottom 14% of the available market capitalisation within the European equity universe.
Benchmark
  • MSCI Europe Small Cap Index
Investment style
Active,Value
Investment method
Shares
Fund manager
NameSinceBiography
AXA Rosenberg Investment Management Ltd.30/09/1999
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Spain, Finland, France, United Kingdom, Hong Kong, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Peru, Singapore, Sweden, Taiwan - Province Of China
AXA Rosbrg Pan European Small Cap Alpha A EUR
Initial charge-
Annual charge0.8%
Min single investment£100,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.06%
Total expense ratio (TER)0.86%
Bid price-
Offer price-
Mid price37.75
CurrencyEUR
Price updated18/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeAP85
AXA Rosbrg Pan European Small Cap Alpha B EUR
Initial charge4.5%
Annual charge1.5%
Min single investment£5,000
Min regular saving£2,000
Available in ISANo
Ongoing charge (OCF)1.76%
Total expense ratio (TER)1.64%
Bid price-
Offer price-
Mid price26.27
CurrencyEUR
Price updated18/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeAB93
AXA Rosbrg Pan European Small Cap Alpha E EUR
Initial charge-
Annual charge1.5%
Min single investment£5,000
Min regular saving£2,000
Available in ISANo
Ongoing charge (OCF)2.51%
Total expense ratio (TER)2.56%
Bid price-
Offer price-
Mid price23.94
CurrencyEUR
Price updated18/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeZT75
Data provided by

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