Fact sheet: Amundi Index Eq Europe

Fund information
Fund name
Amundi Index Equity Europe AE Cap
Fund manager company
Amundi
Fund type
Offshore Fund
Fund manager
  • Arnaud Le Matsince 14/09/2012
Fund objective
Using an optimised index management, the investment team seeks to generate a performance slightly higher than that of its index, which represents the European equity market. Relative risk, measured by the portfolio's tracking error, is limited to a very low level.
Benchmark
  • MSCI Europe
Investment style
Active
Investment method
Shares
Quick stats
1 Year return
4.2%
1 Year rank in sector
89/224
Sector
FO Equity - Europe inc UK
Yield
-
Fund size
£605m (£752m 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.
97
Top in this sector
Fund name1 Year
Mirabaud Eqts PanEur SmllMid35.6%
IVI European32.7%
Schroder ISF Eur SpclSits31.1%
JOHCM European Sel Val31%
GS Eur CORE Eq Portfolio28.3%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • UK30.1%
    France15.2%
    Germany14.3%
    Switzerland14.2%
    Netherlands5.3%
  • Financials19.5%
    Consumer Staples16%
    Health Care13.7%
    Industrials12.8%
    Consumer Discretionary10.5%
  • UK Equities30.1%
    French Equities15.2%
    German Equities14.3%
    Swiss Equities14.2%
    Dutch Equities5.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.2%5%4%4.2%17.6%68.5%
Sector0.2%7%3.5%1.8%17.3%67.6%
Rank within sector162 / 233156 / 23485 / 23189 / 224104 / 20099 / 176
Quartile3rd3rd2nd2nd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund-4%9.3%6.8%19.4%17%
Sector-3.9%11.1%4.2%21.1%17.6%
Rank within sector115 / 229126 / 21573 / 202135 / 190130 / 180
Quartile3rd3rd2nd3rd3rd
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.
0.5
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.
0.29
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%.
13.14
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.
3.52
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.
0.16
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 high168.57
52 week low132.97
Current bid price-
Current offer price-
Current mid price154.06
Region
1UK30.07%
2France15.2%
3Germany14.31%
4Switzerland14.2%
5Netherlands5.25%
6Spain4.73%
7Sweden4.38%
8Italy3.07%
9Denmark2.9%
Industry sector
1Financials19.47%
2Consumer Staples15.96%
3Health Care13.73%
4Industrials12.84%
5Consumer Discretionary10.54%
6Materials7.56%
7Energy6.76%
8Information Technology4.71%
9Telecommunications Utilities4.49%
Asset type
1UK Equities30.07%
2French Equities15.2%
3German Equities14.31%
4Swiss Equities14.2%
5Dutch Equities5.25%
6Spanish Equities4.73%
7Swedish Equities4.38%
8Italian Equities3.07%
9Danish Equities2.9%
Individual holdings
1NESTLE SA3.26%
2NOVARTIS AG2.32%
3ROCHE HLDG AG2.23%
4HSBC HLDGS1.84%
5BRITISH AMERICAN TOBACCO1.49%
6TOTAL SA1.37%
7BP1.34%
8GLAXOSMITHKLINE1.34%
9ROYAL DUTCH SHELL1.34%
Management
Fund manager group
Amundi
Fund manager company
Amundi
Fund type
Offshore Fund
Fund objective
Using an optimised index management, the investment team seeks to generate a performance slightly higher than that of its index, which represents the European equity market. Relative risk, measured by the portfolio's tracking error, is limited to a very low level.
Benchmark
  • MSCI Europe
Investment style
Active
Investment method
Shares
Fund manager
NameSinceBiography
Arnaud Le Mat14/09/2012
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Spain, Finland, France, United Kingdom, Greece, Italy, Luxembourg, Netherlands, Norway, Offshore, Sweden
Amundi Index Equity Europe 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)0.39%
Bid price-
Offer price-
Mid price154.06
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDMG7
Amundi Index Equity Europe 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 price150.29
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeG0N9
Amundi Index Equity Europe 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 price1562.8
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDMG8
Amundi Index Equity Europe IE Dis
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 price1266.13
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeDMG9
Amundi Index Equity Europe ME Cap
Initial charge-
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 price230.09
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE0Z9
Amundi Index Equity Europe OE Cap EUR
Initial charge-
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 price1402.73
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeA0RP
Amundi Index Equity Europe RE Cap
Initial charge-
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 price109.58
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJ0G
Amundi Index Equity Europe RE Dis
Initial charge-
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 price102.26
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFJ0H
Amundi Index Equity Europe RHG Cap
Initial charge-
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 price107.27
CurrencyGBP
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJ6C
Amundi Index Equity Europe RHG Cap EUR
Initial charge-
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 price124.49
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJ0I
Amundi Index Equity Europe RHG Dis
Initial charge-
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 price100.2
CurrencyGBP
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFJ1N
Amundi Index Equity Europe RHG Dis EUR
Initial charge-
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 price116.29
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFJ1M
Data provided by

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