Fact sheet: CS Idx (Lux) Eq EMU

Fund information
Fund name
CS Index (Lux) Equities EMU FB EUR
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund manager
No data available.
Fund objective
The fund is managed with an indexed method and is distinguished by broad diversification, low tracking errors, and low-cost management. The investment objective is to replicate the reference index as closely as possible and to minimize performance deviations from the benchmark. The MSCI EMU Index captures large and mid cap representation across the Developed Markets countries in the EMU (European Economic and Monetary Union). The index covers approximately 85% of the free float-adjusted market capitalization in the EMU equity universe.
Benchmark
  • MSCI EMU
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised, Shares
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Equity - Europe inc UK
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
0.2%
Fund size
£1,304m (£44m last year)
Top in this sector
Fund name1 Year
SPL Parallel Private Equity IC46.9%
EP Pan European Opportunities34.1%
GS Eur CORE Eq Portfolio30.8%
IVI European30.7%
EDRF Eur Synrg30.5%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • France32.3%
    Germany29.7%
    Netherlands11.2%
    Spain10.6%
    Italy6.7%
  • Financials19.9%
    Industrials15.1%
    Consumer Discretionary13.9%
    Consumer Staples10.6%
    Materials8.5%
  • French Equities32.3%
    German Equities29.7%
    Dutch Equities11.2%
    Spanish Equities10.6%
    Italian Equities6.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund4.7%8.7%16.4%---
Sector3.7%6.5%12.9%12.5%22.5%63.8%
Rank within sector78 / 23546 / 23336 / 231---
Quartile2nd1st1st
Calendar performance
 YTD - 20172016201520142013
Fund9.9%----
Sector8.2%-0.6%11.1%4.2%21.1%
Rank within sector67 / 233----
Quartile2nd
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high127
52 week low94.81
Current bid price-
Current offer price-
Current mid price127.09
Region
1France32.31%
2Germany29.73%
3Netherlands11.23%
4Spain10.65%
5Italy6.72%
6Belgium3.67%
7Finland3.03%
8Ireland1.46%
9Austria0.64%
Industry sector
1Financials19.91%
2Industrials15.07%
3Consumer Discretionary13.9%
4Consumer Staples10.58%
5Materials8.51%
6Health Care7.94%
7Information Technology7.68%
8Energy5.42%
9Utilities4.65%
Asset type
1French Equities32.31%
2German Equities29.73%
3Dutch Equities11.23%
4Spanish Equities10.65%
5Italian Equities6.72%
6Belgian Equities3.67%
7Finnish Equities3.03%
8Irish Equities1.46%
9Austrian Equities0.64%
Individual holdings
No data available.
Management
Fund manager group
Credit Suisse
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund objective
The fund is managed with an indexed method and is distinguished by broad diversification, low tracking errors, and low-cost management. The investment objective is to replicate the reference index as closely as possible and to minimize performance deviations from the benchmark. The MSCI EMU Index captures large and mid cap representation across the Developed Markets countries in the EMU (European Economic and Monetary Union). The index covers approximately 85% of the free float-adjusted market capitalization in the EMU equity universe.
Benchmark
  • MSCI EMU
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised, Shares
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, FE Passive Rateable, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Spain, France, United Kingdom, Italy, Liechtenstein, Luxembourg, Netherlands, Norway, Offshore, Singapore, Sweden
CS Index (Lux) Equities EMU DB CHF
Initial charge0.15%
Annual charge0.02%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.02%
Total expense ratio (TER)0.02%
Bid price-
Offer price-
Mid price1107.96
CurrencyCHF
Price updated26/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE1QW
CS Index (Lux) Equities EMU DB EUR
Initial charge0.15%
Annual charge0.02%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.02%
Total expense ratio (TER)0.02%
Bid price-
Offer price-
Mid price1116.39
CurrencyEUR
Price updated26/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE1CI
CS Index (Lux) Equities EMU FB EUR
Initial charge0.15%
Annual charge0.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.2%
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price127.09
CurrencyEUR
Price updated26/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE9ZI
CS Index (Lux) Equities EMU QB EUR
Initial charge0.15%
Annual charge0.15%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price1210.6
CurrencyEUR
Price updated26/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE8NX
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.