Fact sheet: Amundi Index Eq Europe

Fund information
Fund name
Amundi Index Equity Europe AE Cap EUR
Fund manager company
Amundi
Fund type
Offshore Fund
Fund manager
  • Arnaud Le Matsince 13/09/2012
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
-1.3%
1 Year rank in sector
76/227
Sector
FO Equity - Europe inc UK
Yield
-
Fund size
£606m (£654m 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.
100
Top in this sector
Fund name1 Year
SPL Parallel Private Equity IC27%
IVI European26.6%
GS Eur CORE Eq Portfolio22.2%
JOHCM European Sel Val17.8%
EP Pan European Opportunities17.1%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • UK29.9%
    France15.4%
    Switzerland14.3%
    Germany14.1%
    Netherlands5.3%
  • Financials18%
    Consumer Staples16.1%
    Health Care13.5%
    Industrials12.8%
    Consumer Discretionary10.5%
  • UK Equities29.9%
    French Equities15.4%
    Swiss Equities14.3%
    German Equities14.1%
    Dutch Equities5.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund4.1%0.3%2.4%-1.3%18.5%64.9%
Sector3.3%-1.1%-0.6%-4.3%15.4%60.7%
Rank within sector86 / 23389 / 23469 / 23276 / 22793 / 20096 / 175
Quartile2nd2nd2nd2nd2nd3rd
Calendar performance
 YTD - 20162015201420132012
Fund-1.8%9.3%6.8%19.4%17%
Sector-3.7%11.1%4.2%21.1%17.6%
Rank within sector80 / 228126 / 21375 / 200130 / 188128 / 177
Quartile2nd3rd2nd3rd3rd
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.
0.79
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.
1.01
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.
0.06
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%.
12.85
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.
3.54
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.
0.92
Price movement
52 week high161.46
52 week low132.97
Current bid price-
Current offer price-
Current mid price157.59
Region
1UK29.94%
2France15.35%
3Switzerland14.27%
4Germany14.1%
5Netherlands5.26%
6Spain4.83%
7Sweden4.44%
8Italy2.99%
9Denmark2.79%
Industry sector
1Financials18.03%
2Consumer Staples16.06%
3Health Care13.54%
4Industrials12.79%
5Consumer Discretionary10.5%
6Materials7.87%
7Energy6.84%
8Telecommunications4.48%
9Information Technology4.42%
Asset type
1UK Equities29.94%
2French Equities15.35%
3Swiss Equities14.27%
4German Equities14.1%
5Dutch Equities5.26%
6Spanish Equities4.83%
7Swedish Equities4.44%
8Italian Equities2.99%
9Danish Equities2.79%
Individual holdings
1NESTLE SA3.26%
2NOVARTIS AG2.29%
3ROCHE HLDG AG2.25%
4HSBC HLDGS1.91%
5BRITISH AMERICAN TOBACCO1.53%
6BP1.4%
7ROYAL DUTCH SHELL1.37%
8TOTAL SA1.37%
9ANHEUSER-BUSCH INBEV SA/NV1.35%
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 Mat13/09/2012
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 EUR
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 price157.59
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDMG7
Amundi Index Equity Europe AE Dis EUR
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 price153.73
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeG0N9
Amundi Index Equity Europe IE Cap EUR
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 price1599.05
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDMG8
Amundi Index Equity Europe IE Dis EUR
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 price1295.52
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeDMG9
Amundi Index Equity Europe ME 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 price235.41
CurrencyEUR
Price updated07/12/2016
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 price1435.49
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeA0RP
Amundi Index Equity Europe RE 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 price112.13
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJ0G
Amundi Index Equity Europe RE 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 price104.61
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFJ0H
Data provided by

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