Fact sheet: CMI US Enhanced Equity

Fund information
Fund name
CMI US Enhanced Equity DC1
Fund manager company
Lemanik Asset Management S.A
Fund type
Offshore Fund
Fund manager
  • Takis Anastassopoulossince 27/07/2004
Fund objective
The Fund aims to achieve long-term capital growth by investing in a diversified portfolio of US equity or equity related securities.
Benchmark
  • S&P 500
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
14.2%
1 Year rank in sector
37/206
Sector
FO Equity - USA
Yield
-
Fund size
£156m
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 NASDAQ 100 3x LD ETP38.5%
Hermes US SMID Equity36.2%
T. Rowe Price USLgeCapValEq35.7%
Boost S&P500 3x LD ETP34.4%
Dodge & Cox US Stk34.2%
...more in FO Equity - USA

Performance snapshot

Holdings snapshot

  • USA98.8%
    Switzerland0.7%
    Others0.5%
    Singapore0%
  • Technology18.4%
    Health Care16.9%
    Financial Services12.9%
    Consumer Staples11.4%
    Cyclical Consumer Goods9.7%
  • International Equities99.5%
    Money Market0.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0%3.1%6.5%14.2%34.8%103.9%
Sector-0.1%4.5%6.8%8.3%23.2%81.5%
Rank within sector93 / 219200 / 216120 / 21237 / 20633 / 17029 / 146
Quartile2nd4th3rd1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund5.7%0.5%16%32.5%11.7%
Sector4.8%-1.6%10.7%31.8%10.2%
Rank within sector89 / 20976 / 19226 / 17977 / 16391 / 150
Quartile2nd2nd1st2nd3rd
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.
2.83
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.
0.98
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.
0.71
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%.
11.37
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.
3.2
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.
0.81
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 high83.11
52 week low69.34
Current bid price-
Current offer price-
Current mid price82.4
Region
1USA98.78%
2Switzerland0.66%
3Others0.54%
4Singapore0.02%
Industry sector
1Technology18.42%
2Health Care16.94%
3Financial Services12.89%
4Consumer Staples11.37%
5Cyclical Consumer Goods9.7%
6Industrials9.55%
7Energy6.93%
8Utilities4.74%
9Telecommunications Utilities3.89%
Asset type
1International Equities99.46%
2Money Market0.54%
Individual holdings
1APPLE INC2.97%
2JOHNSON & JOHNSON2.26%
3MICROSOFT CORP2.14%
4EXXON MOBIL CORP1.76%
5PEPSICO INC1.62%
6AMGEN INC1.47%
7FACEBOOK INC1.34%
8COMCAST CORP(NEW)1.32%
9AMAZON.COM INC1.23%
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 US equity or equity related securities.
Benchmark
  • S&P 500
Investment style
Growth
Investment method
Shares
Fund manager
NameSinceBiography
Takis Anastassopoulos27/07/2004Takis Anastassopoulos works at Insight as a senior portfolio manager in the Department of Financial Solutions act. He is responsible for index funds and replicate derivative base structured products. His previous Employers had Quant Technology Ltd, a consultancy, based on individually tailored investment and Risk Management Solutions specializes in and Takis was a senior managing director. Takis has a Ph.D. in computer science from the University of London and was previously in various senior Roles in Nea Capital, Govett Investments and Investment Corp.
Compliance
Distributor Status, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Luxembourg, Offshore
CMI US Enhanced Equity DC1
Initial charge8.5%
Annual charge0.75%
Min single investment£5,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.83%
Bid price-
Offer price-
Mid price82.399
CurrencyUSD
Price updated26/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeIM77
CMI US Enhanced Equity DC2
Initial charge-
Annual charge0.23%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price83.232
CurrencyUSD
Price updated26/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFDEW
CMI US Enhanced Equity 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 price83.279
CurrencyUSD
Price updated26/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFDEX
CMI US Enhanced Equity DC7
Initial charge-
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 price84.368
CurrencyUSD
Price updated26/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFDEY
Data provided by

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