Fact sheet: CMI UK Eq Index Tracking

Fund information
Fund name
CMI UK Equity Index Tracking DC1
Fund manager company
Lemanik Asset Management S.A
Fund type
Offshore Fund
Fund managers
  • Ian MacDonaldsince 31/08/2011
Fund objective
The Sub-Fund aims to achieve long-term capital growth by investing in a diversified portfolio of equities or equity related securities listed on the FTSE All-Share index and wherever possible, in proportion to their weighting in that index. The aim of the Sub-Fund will be to mirror, as closely as possible, the capital performance of the index. The base currency of this SubFund is Sterling.
Benchmark
  • FTSE All Share TR
Investment style
Passive/Tracking
Investment method
Physical - Full, Shares
Quick stats
1 Year return
27.7%
1 Year rank in sector
10/59
Sector
FO Equity - UK
Yield
-
Fund size
£3m
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.
96
Top in this sector
Fund name1 Year
Boost FTSE 100 3x LD ETP101.6%
Boost FTSE 100 2x LD ETP63.3%
Old Mutual UK SmCos Fcus34.7%
Majedie UK Equity33.4%
BlackRock UK Index31.5%
...more in FO Equity - UK

Performance snapshot

Holdings snapshot

  • UK91%
    USA4.2%
    Others1.8%
    Money Market1.2%
    Ireland0.4%
  • Financial Services18.8%
    Consumer Staples14.8%
    Energy12.6%
    Cyclical Consumer Goods11.2%
    Health Care9.4%
  • International Equities96.7%
    Others1.9%
    Money Market1.2%
    Global Fixed Interest0.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund4%4.4%12.4%27.7%15.3%55%
Sector3.7%4.1%10.3%18.5%16.2%60.8%
Rank within sector25 / 6326 / 6323 / 6310 / 5925 / 5128 / 45
Quartile2nd2nd2nd1st2nd3rd
Calendar performance
 YTD - 20172016201520142013
Fund3%15.7%-2.4%0.3%20.1%
Sector2.4%8.9%4.9%1%23.7%
Rank within sector12 / 6312 / 5949 / 5626 / 5134 / 47
Quartile1st1st4th3rd3rd
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.
-0.56
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.
0.08
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%.
9.74
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.
3.4
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.
0.88
Price movement
52 week high17.02
52 week low13.14
Current bid price-
Current offer price-
Current mid price17.06
Region
1UK91.02%
2USA4.2%
3Others1.77%
4Money Market1.24%
5Ireland0.38%
6Germany0.31%
7India0.2%
8Not Specified0.19%
9China0.16%
Industry sector
1Financial Services18.84%
2Consumer Staples14.76%
3Energy12.55%
4Cyclical Consumer Goods11.15%
5Health Care9.44%
6Industrials8.64%
7Basic Materials8.51%
8Telecommunications Utilities4.57%
9Utilities3.65%
Asset type
1International Equities96.65%
2Others1.92%
3Money Market1.24%
4Global Fixed Interest0.19%
Individual holdings
1HSBC HOLDINGS PLC5.71%
2ROYAL DUTCH SHELL4.03%
3BRITISH AMERICAN TOBACCO PLC3.88%
4BP PLC3.87%
5ROYAL DUTCH SHELL3.65%
6GLAXOSMITHKLINE PLC3.38%
7ASTRAZENECA PLC2.46%
8VODAFONE GROUP2.41%
9DIAGEO PLC2.36%
Management
Fund manager group
Lemanik Asset Management
Fund manager company
Lemanik Asset Management S.A
Fund type
Offshore Fund
Fund objective
The Sub-Fund aims to achieve long-term capital growth by investing in a diversified portfolio of equities or equity related securities listed on the FTSE All-Share index and wherever possible, in proportion to their weighting in that index. The aim of the Sub-Fund will be to mirror, as closely as possible, the capital performance of the index. The base currency of this SubFund is Sterling.
Benchmark
  • FTSE All Share TR
Investment style
Passive/Tracking
Investment method
Physical - Full, Shares
Fund managers
NameSinceBiography
Ian MacDonald31/08/2011Ian joined Insight in July 2003 as a quantitative and risk analyst. In October 2006 he transferred to the financial solutions group with responsibility for index replication. After graduating in 1998, Ian joined the WM Company as a quantitative analyst and was responsible for the implementation and maintenance of their 'Relative Risk Service'. Ian holds a MA honours degree in statistics from Aberdeen University.
Compliance
Distributor Status, FE Passive Rateable, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Germany, United Kingdom, Luxembourg, Offshore
CMI UK Equity Index Tracking DC1
Initial charge8.5%
Annual charge0.5%
Min single investment£5,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.58%
Bid price-
Offer price-
Mid price17.057
CurrencyGBP
Price updated16/01/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeIM44
CMI UK Equity Index Tracking DC2
Initial charge-
Annual charge0.18%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price17.081
CurrencyGBP
Price updated16/01/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFDFI
CMI UK Equity Index Tracking DC3
Initial charge-
Annual charge0.12%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price17.087
CurrencyGBP
Price updated16/01/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFDFJ
CMI UK Equity Index Tracking DC7
Initial charge-
Annual charge0.17%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price18.816
CurrencyGBP
Price updated16/01/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFDFK
Data provided by

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