Fact sheet: CS Idx (Lux) Eq Wld Fundamnt

Fund information
Fund name
CS Index (Lux) Equities World Fundamental FB USD
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund managers
  • Credit Suisse AG, Index Solutionssince 23/04/2012
Fund objective
The fund is managed with a indexed 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
11%
1 Year rank in sector
-
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.
0.3%
Fund size
£99m (£154m last year)
Top in this sector
Fund name1 Year
T. Rowe Price GblFcsGrEq36%
Dodge & Cox Gbl Stk35.4%
RWC Global Horizon33.7%
SKAGEN Focus33.1%
Morg Stnly Global Discovery32.4%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • USA45.2%
    Japan10.9%
    UK10.3%
    France5.9%
    Germany5.3%
  • Financials26.2%
    Consumer Goods12.6%
    Industrials11.1%
    Oil & Gas10.8%
    Consumer Services9.1%
  • US Equities45.2%
    Japanese Equities10.9%
    UK Equities10.3%
    French Equities5.9%
    German Equities5.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.8%1.1%9.2%11%--
Sector0.4%4.1%7.6%12.6%20.3%55%
Rank within sector403 / 510455 / 507150 / 498---
Quartile4th4th2nd
Calendar performance
 YTD - 20172016201520142013
Fund3.5%----
Sector5.4%7.9%0.7%6%21.3%
Rank within sector377 / 507----
Quartile3rd
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 high115.25
52 week low92.95
Current bid price-
Current offer price-
Current mid price113.06
Region
1USA45.17%
2Japan10.91%
3UK10.26%
4France5.88%
5Germany5.31%
6Canada3.39%
7Australia3.37%
8Switzerland3.09%
9Spain2.53%
Industry sector
1Financials26.15%
2Consumer Goods12.6%
3Industrials11.1%
4Oil & Gas10.81%
5Consumer Services9.09%
6Health Care7.67%
7Technology6.69%
8Utilities5.56%
9Basic Materials5.46%
Asset type
1US Equities45.17%
2Japanese Equities10.91%
3UK Equities10.26%
4French Equities5.88%
5German Equities5.31%
6Canadian Equities3.39%
7Australian Equities3.37%
8Swiss Equities3.09%
9Spanish Equities2.53%
Individual holdings
1EXXON MOBIL CORP1.27%
2JPMORGAN CHASE & CO1.17%
3CHEVRON CORP1.13%
4BANK OF AMERICA CORP1.07%
5HSBC HOLDINGS PLC1.02%
6APPLE INC1%
7BP PLC0.97%
8BANCO SANTANDER SA0.94%
9ROYAL DUTCH SHELL0.9%
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 indexed 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 managers
NameSinceBiography
Credit Suisse AG, Index Solutions23/04/2012Credit 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 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 World Fundamental DA
Initial charge0.11%
Annual charge0.12%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.12%
Total expense ratio (TER)0.12%
Bid price-
Offer price-
Mid price1196.67
CurrencyUSD
Price updated21/04/2017
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)0.12%
Total expense ratio (TER)0.12%
Bid price-
Offer price-
Mid price1581.86
CurrencyUSD
Price updated21/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF37N
CS Index (Lux) Equities World Fundamental FB USD
Initial charge0.11%
Annual charge0.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.3%
Total expense ratio (TER)0.3%
Bid price-
Offer price-
Mid price113.06
CurrencyUSD
Price updated21/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEA2Y
CS Index (Lux) Equities World Fundamental QB EUR
Initial charge0.11%
Annual charge0.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)0.25%
Bid price-
Offer price-
Mid price1184.26
CurrencyEUR
Price updated21/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE8NQ
Data provided by

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