Fact sheet: CS Idx (Lux) Eq Wld Fundament

Fund information
Fund name
CS Index (Lux) Equities World Fundamental DB
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund manager
  • Credit Suisse AGsince 22/04/2012
Fund objective
The fund is managed with a ”passive” approach and is distinguished by its broad diversification, minimal tracking error and cost-effective management.
Benchmark
  • FTSE RAFI Developed 1000 (RI)
Investment style
Passive/Tracking
Investment method
Physical - Full, Shares
Quick stats
1 Year return
3.8%
1 Year rank in sector
156/471
Sector
FO Equity - International
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.
0.13%
Fund size
£167m (£161m 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.
101
Top in this sector
Fund name1 Year
Heptagon Kprnk GblAlCpEq38.4%
Schroder ISF Gbl Rec34%
Dodge & Cox Gbl Stk32.2%
Dimensional Gbl Small Cos29.1%
GS Global SmCap Core Eq28.8%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • USA45%
    Japan11.9%
    UK10.4%
    France5.6%
    Germany5.1%
  • Financials26.4%
    Oil & Gas12.4%
    Consumer Goods11.9%
    Industrials11.8%
    Consumer Services7.8%
  • US Equities45%
    Japanese Equities11.9%
    UK Equities10.4%
    French Equities5.6%
    German Equities5.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.7%2.4%5.9%3.8%6.4%-
Sector0.6%0.5%4.8%3.3%14%53.6%
Rank within sector124 / 499162 / 496181 / 486156 / 471264 / 383-
Quartile1st2nd2nd2nd3rd
Calendar performance
 YTD - 20162015201420132012
Fund7.2%-4.8%2.8%28.9%-
Sector5.4%0.7%6%21.3%12.7%
Rank within sector147 / 475373 / 427268 / 38766 / 338-
Quartile2nd4th3rd1st
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.
-3.29
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.
1.14
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
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%.
11.58
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.
4.22
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.
-0.66
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 high1481.45
52 week low1213.53
Current bid price-
Current offer price-
Current mid price1479.68
Region
1USA44.99%
2Japan11.92%
3UK10.35%
4France5.62%
5Germany5.07%
6Canada4.21%
7Australia3.26%
8Switzerland2.72%
9Spain2.59%
Industry sector
1Financials26.36%
2Oil & Gas12.36%
3Consumer Goods11.94%
4Industrials11.75%
5Consumer Services7.78%
6Basic Materials7.02%
7Health Care6.62%
8Technology6.54%
9Utilities5.2%
Asset type
1US Equities44.99%
2Japanese Equities11.92%
3UK Equities10.35%
4French Equities5.62%
5German Equities5.07%
6Canadian Equities4.21%
7Australian Equities3.26%
8Swiss Equities2.72%
9Spanish Equities2.59%
Individual holdings
1EXXON MOBIL CORP1.42%
2CHEVRON CORP1.14%
3BP1.11%
4HSBC HLDGS1.05%
5JPMORGAN CHASE & CO0.99%
6ROYAL DUTCH SHELL0.96%
7APPLE INC0.93%
8BANCO SANTANDER SA0.92%
9AT&T INC0.85%
Management
Fund manager group
Credit Suisse
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund objective
The fund is managed with a ”passive” approach and is distinguished by its broad diversification, minimal tracking error and cost-effective management.
Benchmark
  • FTSE RAFI Developed 1000 (RI)
Investment style
Passive/Tracking
Investment method
Physical - Full, Shares
Fund manager
NameSinceBiography
Credit Suisse AG22/04/2012Credit Suisse (Deutschland) Aktiengesellschaft operates as an investment bank, which provides various financial products and investment advisory services to institutional, corporate, government, and individual customers worldwide. The company operates in two segments, Institutional Securities (IS) and Financial Services. The IS segment provides financial advisory, capital raising, and sales and trading services for users and suppliers of capital. The IS segment is comprised of three divisions: Fixed Income, Equity, and Investment Banking. The Fixed Income division underwrites, trades, and distributes fixed income financial instruments, and offers derivatives and risk management products.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Switzerland, Germany, Spain, United Kingdom, Italy, Luxembourg, Netherlands, Offshore, Singapore, Sweden
CS Index (Lux) Equities World Fundamental DA
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 price1143.93
CurrencyUSD
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeE7CO
CS Index (Lux) Equities World Fundamental DB
Initial charge0.11%
Annual charge0.12%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.13%
Total expense ratio (TER)0.12%
Bid price-
Offer price-
Mid price1479.68
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF37N
CS Index (Lux) Equities World Fundamental EB EUR
Initial charge-
Annual charge0.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1116.67
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE8NQ
CS Index (Lux) Equities World Fundamental FB USD
Initial charge-
Annual charge0.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.3%
Bid price-
Offer price-
Mid price105.83
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEA2Y
Data provided by

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