Fact sheet: CS Idx (Lux) Equi Can

Fund information
Fund name
CS Index (Lux) Equities Canada EB USD
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund manager
  • Credit Suisse AG, Index Solutionssince 13/06/2016
Fund objective
The fund is managed with a "passive" approach and is distinguished by its broad diversification, minimal tracking error and cost-effective management. The aim of the fund is to track the reference index as closely as possible and to minimize performance deviations from the benchmark.
Benchmark
  • MSCI Canada
Investment style
Passive/Tracking
Investment method
Shares, Physical – Sampled/Optimised
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Equity - Canada
Yield
-
Fund size
£105m (£3m last year)
Top in this sector
Fund name1 Year
State Street Canada Index Equity15.5%
RBC (Lux) CanadianEqVal14.7%
RBC Regent Strat Canadian Eq13.2%
UBS (L)E-Can(CAD)7%
Tobam Anti Bchmk Can Eq6.5%
...more in FO Equity - Canada

Performance snapshot

Holdings snapshot

  • Canada100%
    Money Market0%
  • Financials40.8%
    Energy22.6%
    Materials11.5%
    Industrials7.3%
    Consumer Discretionary4.9%
  • Canadian Equities100%
    Cash & Cash Equivalents0%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund5.2%0.7%----
Sector3.1%0.3%4.8%12.3%20.7%39.2%
Rank within sector1 / 64 / 6----
Quartile1st3rd
Calendar performance
 YTD - 20162015201420132012
Fund-----
Sector13.9%-7.5%11.3%14.5%5.8%
Rank within sector-----
Quartile
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.
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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.
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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%.
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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.
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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.
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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.
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Price movement
52 week high1073.45
52 week low965.06
Current bid price-
Current offer price-
Current mid price1073.45
Region
1Canada99.96%
2Money Market0.05%
Industry sector
1Financials40.77%
2Energy22.58%
3Materials11.5%
4Industrials7.26%
5Consumer Discretionary4.89%
6Consumer Staples4.8%
7Others3.18%
8Information Technology2.57%
9Telecommunications Utilities2.42%
Asset type
1Canadian Equities99.96%
2Cash & Cash Equivalents0.05%
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 a "passive" approach and is distinguished by its broad diversification, minimal tracking error and cost-effective management. The aim of the fund is to track the reference index as closely as possible and to minimize performance deviations from the benchmark.
Benchmark
  • MSCI Canada
Investment style
Passive/Tracking
Investment method
Shares, Physical – Sampled/Optimised
Fund manager
NameSinceBiography
Credit Suisse AG, Index Solutions13/06/2016
Compliance
Transparent for Austrian Tax, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Spain, France, United Kingdom, Italy, Liechtenstein, Luxembourg, Netherlands, Offshore, Singapore, Sweden
CS Index (Lux) Equities Canada DB CAD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.02%
Bid price-
Offer price-
Mid price1101.63
CurrencyCAD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEA2M
CS Index (Lux) Equities Canada EB EUR
Initial charge-
Annual charge0.13%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price1128.78
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE9XR
CS Index (Lux) Equities Canada EB USD
Initial charge-
Annual charge0.13%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price1073.45
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEAOP
CS Index (Lux) Equities Canada FB CAD
Initial charge-
Annual charge0.18%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price110.9
CurrencyCAD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE9ZL
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.