Fact sheet: AXA Rosbrg USEnIdxEqAl

Fund information
Fund name
AXA Rosbrg US Enhanced Index Equity Alpha B USD
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 S&P 500 index on a rolling three-year basis, while seeking to maintain a level of risk close to that of the index.
Benchmark
  • S&P 500 Total Return Net
Investment style
Active
Investment method
Shares
Quick stats
1 Year return
5.7%
1 Year rank in sector
104/208
Sector
FO Equity - 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.
0.86%
Fund size
£3,997m (£3,598m 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.
108
Top in this sector
Fund name1 Year
Dodge & Cox US Stk39.9%
Hermes US SMID Equity36.6%
Oyster US Selection34.8%
T. Rowe Price USLgeCapValEq34.1%
Wells Fargo WW US SelEqt34.1%
...more in FO Equity - USA

Performance snapshot

Holdings snapshot

  • USA99.9%
    Money Market0.1%
  • Information Technology23%
    Consumer Discretionary14.4%
    Health Care13.8%
    Financials12.6%
    Consumer Staples9%
  • US Equities99.9%
    Money Market0.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund5.8%0.8%5%5.7%21.6%84.3%
Sector6.2%1.9%5.6%6.1%19.4%68.2%
Rank within sector121 / 220138 / 219117 / 214104 / 20879 / 17751 / 147
Quartile3rd3rd3rd2nd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund8.1%-1.7%12%34.4%15.2%
Sector7%-1.6%10.7%31.8%10.2%
Rank within sector96 / 210118 / 19371 / 17849 / 16238 / 149
Quartile2nd3rd2nd2nd2nd
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.
1.11
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.
0.91
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.
0.3
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%.
10.63
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.
3.81
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.
0.14
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 high28.14
52 week low23.3
Current bid price-
Current offer price-
Current mid price28.07
Region
1USA99.87%
2Money Market0.13%
Industry sector
1Information Technology22.98%
2Consumer Discretionary14.39%
3Health Care13.77%
4Financials12.59%
5Consumer Staples9.01%
6Industrials8.34%
7Energy6.5%
8Materials4.63%
9Utilities3.74%
Asset type
1US Equities99.87%
2Money Market0.13%
Individual holdings
1ALPHABET INC3.16%
2APPLE INC2.9%
3JOHNSON & JOHNSON2.5%
4MICROSOFT CORP2.05%
5FACEBOOK INC1.98%
6PFIZER INC1.65%
7EXXON MOBIL CORP1.47%
8INTEL CORP1.4%
9JPMORGAN CHASE & CO1.39%
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 S&P 500 index on a rolling three-year basis, while seeking to maintain a level of risk close to that of the index.
Benchmark
  • S&P 500 Total Return Net
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, Chile, Germany, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Peru, Portugal, Sweden
AXA Rosbrg US Enhanced Index Equity Alpha A EUR
Initial charge-
Annual charge0.6%
Min single investment£100,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.41%
Total expense ratio (TER)0.42%
Bid price-
Offer price-
Mid price15.73
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJWJC
AXA Rosbrg US Enhanced Index Equity Alpha A GBP
Initial charge-
Annual charge0.6%
Min single investment£100,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.41%
Total expense ratio (TER)0.35%
Bid price-
Offer price-
Mid price15.9
CurrencyGBP
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJWJD
AXA Rosbrg US Enhanced Index Equity Alpha A Hedged EUR
Initial charge-
Annual charge0.65%
Min single investment£100,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.46%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price12.39
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJWJE
AXA Rosbrg US Enhanced Index Equity Alpha A USD
Initial charge-
Annual charge0.35%
Min single investment£100,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.41%
Total expense ratio (TER)0.42%
Bid price-
Offer price-
Mid price26.99
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeZW81
AXA Rosbrg US 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)0.86%
Total expense ratio (TER)0.79%
Bid price-
Offer price-
Mid price14.01
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKN00
AXA Rosbrg US Enhanced Index Equity Alpha B USD
Initial charge-
Annual charge0.8%
Min single investment£5,000
Min regular saving£2,000
Available in ISANo
Ongoing charge (OCF)0.86%
Total expense ratio (TER)0.87%
Bid price-
Offer price-
Mid price28.07
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEGR8
AXA Rosbrg US Enhanced Index Equity Alpha E Hedged EUR
Initial charge-
Annual charge1.85%
Min single investment£5,000
Min regular saving£2,000
Available in ISANo
Ongoing charge (OCF)1.66%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.91
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJWJF
AXA Rosbrg US Enhanced Index Equity Alpha I EUR
Initial charge-
Annual charge0.25%
Min single investment£100,000,000
Min regular saving£5,000,000
Available in ISANo
Ongoing charge (OCF)0.31%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.47
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNCOU
AXA Rosbrg US Enhanced Index Equity Alpha I USD
Initial charge-
Annual charge0.25%
Min single investment£100,000,000
Min regular saving£5,000,000
Available in ISANo
Ongoing charge (OCF)0.31%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.14
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNCOT
Data provided by

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