Fact sheet: AXA Rosbrg US Sm Cap Alp

Fund information
Fund name
AXA Rosbrg US Small Cap Alpha B USD
Fund manager company
AXA Rosenberg Management Irela
Fund type
Unit Trust
Fund manager
  • AXA Rosenberg Investment Management Ltd.since 28/10/2010
Fund objective
The aim of the Sub-Fund is to provide long-term capital growth above that of the Russell 2000 index on a rolling three year basis.
Benchmark
  • Russell 2000 Net 30% Total Return
Investment style
Active,Value
Investment method
Shares
Quick stats
1 Year return
11.6%
1 Year rank in sector
17/31
Sector
FO Equity - Small Cap USA
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.
1.6%
Fund size
£44m (£82m 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.
135
Top in this sector
Fund name1 Year
GS US Sml Cap CORE Eq Pfl37.6%
SEI US Sm Cos32.8%
LM Royce US SCapOpp21.5%
RBC (Lux) USSMCapEq20.8%
Manulife US Small Cap Equity19.6%
...more in FO Equity - Small Cap USA

Performance snapshot

Holdings snapshot

  • USA100%
    Money Market0%
  • Information Technology28.1%
    Financials13.7%
    Consumer Discretionary10.8%
    Real Estate10%
    Health Care9.9%
  • US Equities100%
    Money Market0%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund15.3%8.5%14.7%11.6%18.1%89.3%
Sector12.8%5.3%12.5%12.9%20.6%80.3%
Rank within sector7 / 349 / 347 / 3217 / 3116 / 258 / 24
Quartile1st2nd1st3rd3rd2nd
Calendar performance
 YTD - 20162015201420132012
Fund16.8%-7.4%6.2%42.5%15.9%
Sector16.8%-4.1%4.8%37.9%11.8%
Rank within sector15 / 3121 / 278 / 257 / 258 / 24
Quartile2nd4th2nd2nd2nd
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.
-1.07
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.
1.02
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.
0.09
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%.
15.2
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.
5.04
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.
-0.22
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.
0.89
Price movement
52 week high20.92
52 week low15.44
Current bid price-
Current offer price-
Current mid price20.86
Region
1USA99.97%
2Money Market0.03%
Industry sector
1Information Technology28.06%
2Financials13.71%
3Consumer Discretionary10.83%
4Real Estate9.95%
5Health Care9.89%
6Industrials9.87%
7Materials6.45%
8Consumer Staples5.29%
9Utilities3.42%
Asset type
1US Equities99.97%
2Money Market0.03%
Individual holdings
1CIRRUS LOGIC INC1.6%
2SOUTHWEST GAS CORP1.59%
3MENTOR GRAPHICS CORP1.51%
4DELUXE CORP1.42%
5MEDICAL PROPERTIES TRUST INC USD0.0011.39%
6SPIRE INC1.32%
7COHERENT INC1.31%
8UMPQUA HOLDINGS CORP1.31%
9INTEGRA LIFESCIENCES HLDGS CORP1.21%
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 Russell 2000 index on a rolling three year basis.
Benchmark
  • Russell 2000 Net 30% Total Return
Investment style
Active,Value
Investment method
Shares
Fund manager
NameSinceBiography
AXA Rosenberg Investment Management Ltd.28/10/2010
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Chile, Germany, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Peru, Sweden
AXA Rosbrg US Small Cap Alpha A Hedged EUR
Initial charge-
Annual charge1.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price12.27
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJWJG
AXA Rosbrg US Small Cap Alpha A USD
Initial charge-
Annual charge0.8%
Min single investment£100,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)0.91%
Bid price-
Offer price-
Mid price21.7
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code03UK
AXA Rosbrg US Small Cap Alpha B EUR
Initial charge-
Annual charge1.5%
Min single investment£5,000
Min regular saving£2,000
Available in ISANo
Ongoing charge (OCF)1.6%
Total expense ratio (TER)1.52%
Bid price-
Offer price-
Mid price14.13
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKN0A
AXA Rosbrg US Small Cap Alpha B Hedged EUR
Initial charge-
Annual charge1.55%
Min single investment£5,000
Min regular saving£2,000
Available in ISANo
Ongoing charge (OCF)1.65%
Total expense ratio (TER)1.66%
Bid price-
Offer price-
Mid price10.97
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKN0B
AXA Rosbrg US Small Cap Alpha B USD
Initial charge4.5%
Annual charge1.5%
Min single investment£5,000
Min regular saving£2,000
Available in ISANo
Ongoing charge (OCF)1.6%
Total expense ratio (TER)1.62%
Bid price-
Offer price-
Mid price20.86
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code03UL
Data provided by

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