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 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 Fund will be to mirror, as closely as possible, the capital performance of the index.
Benchmark
  • FTSE All Share TR
Investment style
Passive/Tracking
Investment method
Physical - Full, Shares
Quick stats
1 Year return
14.3%
1 Year rank in sector
10/61
Sector
FO Equity - UK
Yield
-
Fund size
£41m
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.
95
Top in this sector
Fund name1 Year
Boost FTSE 100 3x LD ETP40.5%
Boost FTSE 100 2x LD ETP28.8%
Majedie UK Equity22.4%
Old Mutual UK SmCos Fcus20.6%
BlackRock UK Index17%
...more in FO Equity - UK

Performance snapshot

Holdings snapshot

  • UK93.1%
    USA4.2%
    Money Market1.3%
    Germany0.3%
    Ireland0.3%
  • Consumer Staples17.8%
    Financial Services17.2%
    Energy12.2%
    Cyclical Consumer Goods11.4%
    Health Care10.2%
  • International Equities96.8%
    Others1.8%
    Money Market1.3%
    Global Fixed Interest0.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.9%0.8%10.6%14.3%14.3%48.5%
Sector1.7%-0.5%6.1%7.1%15.8%56.5%
Rank within sector26 / 6621 / 6514 / 6410 / 6128 / 5132 / 45
Quartile2nd2nd1st1st3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund12.8%-2.4%0.3%20.1%12.6%
Sector5.9%4.9%1%23.7%12.3%
Rank within sector9 / 6149 / 5727 / 5133 / 4627 / 44
Quartile1st4th3rd3rd3rd
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.
-0.63
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
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%.
9.57
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.
3.41
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.
-0.19
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.
0.87
Price movement
52 week high16.88
52 week low13.14
Current bid price-
Current offer price-
Current mid price16.14
Region
1UK93.13%
2USA4.15%
3Money Market1.26%
4Germany0.32%
5Ireland0.27%
6India0.2%
7China0.17%
8Russia0.15%
9Japan0.14%
Industry sector
1Consumer Staples17.8%
2Financial Services17.23%
3Energy12.15%
4Cyclical Consumer Goods11.37%
5Health Care10.18%
6Industrials8.45%
7Basic Materials7.74%
8Telecommunications Utilities5.01%
9Utilities4.08%
Asset type
1International Equities96.79%
2Others1.84%
3Money Market1.26%
4Global Fixed Interest0.11%
Individual holdings
1HSBC HLDGS5.08%
2BRITISH AMERICAN TOBACCO4.14%
3BP3.79%
4ROYAL DUTCH SHELL3.71%
5GLAXOSMITHKLINE3.59%
6ROYAL DUTCH SHELL3.39%
7ASTRAZENECA PLC2.83%
8VODAFONE GROUP2.64%
9DIAGEO2.52%
Management
Fund manager group
Lemanik Asset Management
Fund manager company
Lemanik Asset Management S.A
Fund type
Offshore Fund
Fund objective
The 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 Fund will be to mirror, as closely as possible, the capital performance of the index.
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 price16.143
CurrencyGBP
Price updated08/12/2016
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 price16.163
CurrencyGBP
Price updated08/12/2016
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 price16.169
CurrencyGBP
Price updated08/12/2016
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 price17.805
CurrencyGBP
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFDFK
Data provided by

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You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.