Fact sheet: Amundi Idx MSCI EMU

Fund information
Fund name
Amundi Index MSCI EMU AE Cap
Fund manager company
Amundi Asset Management
Fund type
Offshore Fund
Fund manager
  • Lionel Brafmansince 01/10/2011
Fund objective
The objective of this Sub-Fund is to track the performance of MSCI EMU, and to minimize the tracking error between the net asset value of the Sub-Fund and the performance of the Index. The SubFund aims to achieve a level of tracking error of the SubFund and its index.
Benchmark
  • MSCI EMU
Investment style
Passive/Tracking
Investment method
Shares, Physical – Sampled/Optimised
Quick stats
1 Year return
25.7%
1 Year rank in sector
38/97
Sector
FO Equity - Europe ex UK
Yield
-
Fund size
£290m (£160m 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.
123
Top in this sector
Fund name1 Year
Boost EURO STOXX 50 3x LD ETP79.4%
JB Mltstck Erlnd Vl Stck56.6%
SEI Eurpn(Ex UK)Eq42.1%
Hermes ErEUKEq41.8%
Pioneer SICV-Eur Eq40.7%
...more in FO Equity - Europe ex UK

Performance snapshot

Holdings snapshot

  • France32.2%
    Germany30.1%
    Netherlands11%
    Spain10.6%
    Italy6.9%
  • Financials20.1%
    Industrials15.1%
    Consumer Discretionary13.9%
    Consumer Staples10.6%
    Materials8.6%
  • French Equities32.2%
    German Equities30.1%
    Dutch Equities11%
    Spanish Equities10.6%
    Italian Equities6.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund5.2%9.1%19.8%25.7%28.4%101.9%
Sector5.8%8%17.5%22.6%30.5%94.4%
Rank within sector65 / 9936 / 9923 / 9938 / 9745 / 8533 / 74
Quartile3rd2nd1st2nd3rd2nd
Calendar performance
 YTD - 20172016201520142013
Fund11.1%3.7%10.7%4.6%23.5%
Sector10.5%4.1%12.7%3.5%23.2%
Rank within sector49 / 9946 / 9350 / 8530 / 8443 / 77
Quartile2nd2nd3rd2nd3rd
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.
-1.57
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.
1.17
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.
0.32
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%.
14.83
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.
3.85
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.
-0.1
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.
0.95
Price movement
52 week high168.06
52 week low121.87
Current bid price-
Current offer price-
Current mid price165.85
Region
1France32.17%
2Germany30.05%
3Netherlands10.96%
4Spain10.63%
5Italy6.86%
6Belgium3.69%
7Finland3.05%
8Ireland1.45%
9Others1.14%
Industry sector
1Financials20.05%
2Industrials15.07%
3Consumer Discretionary13.87%
4Consumer Staples10.58%
5Materials8.55%
6Health Care7.89%
7Information Technology7.67%
8Energy5.44%
9Utilities4.63%
Asset type
1French Equities32.17%
2German Equities30.05%
3Dutch Equities10.96%
4Spanish Equities10.63%
5Italian Equities6.86%
6Belgian Equities3.69%
7Finnish Equities3.05%
8Irish Equities1.45%
9International Equities1.14%
Individual holdings
1TOTAL SA2.8%
2SANOFI2.55%
3SIEMENS AG2.55%
4SAP SE2.34%
5BAYER AG2.3%
6BASF SE2.23%
7BANCO SANTANDER SA2.19%
8ALLIANZ SE2.06%
9ANHEUSER-BUSCH INBEV SA/NV2.05%
Management
Fund manager group
Amundi
Fund manager company
Amundi Asset Management
Fund type
Offshore Fund
Fund objective
The objective of this Sub-Fund is to track the performance of MSCI EMU, and to minimize the tracking error between the net asset value of the Sub-Fund and the performance of the Index. The SubFund aims to achieve a level of tracking error of the SubFund and its index.
Benchmark
  • MSCI EMU
Investment style
Passive/Tracking
Investment method
Shares, Physical – Sampled/Optimised
Fund manager
NameSinceBiography
Lionel Brafman01/10/2011
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, FE Passive Rateable, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Cyprus, Germany, Spain, Finland, France, United Kingdom, Greece, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Slovenia, Sweden
Amundi Index MSCI EMU AE Cap
Initial charge4.5%
Annual charge0.15%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price165.85
CurrencyEUR
Price updated19/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDMG4
Amundi Index MSCI EMU AE Dis
Initial charge4.5%
Annual charge0.15%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price186.35
CurrencyEUR
Price updated19/05/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFEA2
Amundi Index MSCI EMU IE Cap
Initial charge2.5%
Annual charge0.1%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1684.09
CurrencyEUR
Price updated19/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDMG5
Amundi Index MSCI EMU IE Dis
Initial charge2.5%
Annual charge0.15%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1394.34
CurrencyEUR
Price updated19/05/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeDMG6
Amundi Index MSCI EMU ME Cap
Initial charge-
Annual charge0.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price190.3
CurrencyEUR
Price updated19/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGQK1
Amundi Index MSCI EMU OE Cap EUR
Initial charge5%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1599.97
CurrencyEUR
Price updated19/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeA0LC
Amundi Index MSCI EMU RE Cap
Initial charge4.5%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price130.42
CurrencyEUR
Price updated19/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJ0A
Amundi Index MSCI EMU RE Dis
Initial charge4.5%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price122.19
CurrencyEUR
Price updated19/05/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFJ0B
Amundi Index MSCI EMU RHG Cap EUR
Initial charge4.5%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price120.02
CurrencyEUR
Price updated28/10/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJ0C
Amundi Index MSCI EMU RHG Cap GBP
Initial charge4.5%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price128.36
CurrencyGBP
Price updated19/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJ0D
Amundi Index MSCI EMU RHG Dis EUR
Initial charge4.5%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price112.69
CurrencyEUR
Price updated28/10/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFJ0E
Amundi Index MSCI EMU RHG Dis GBP
Initial charge4.5%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price120.55
CurrencyGBP
Price updated19/05/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFJ0F
Data provided by

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