Fact sheet: CS Idx (Lux) Equi Can

Fund information
Fund name
CS Index (Lux) Equities Canada FB CAD
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund manager
  • Credit Suisse AG, Index Solutionssince 14/06/2016
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 minimizeperformance deviations from the benchmark.The MSCI Canada Index is designed to measurethe performance of the large and mid cap segments of the Canada market. The index covers approximately 85% of the free float-adjusted market capitalization in the canadian equity universe.
Benchmark
  • Bloomberg Barclays Euro Aggregate
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
-
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
£116m (£3m last year)
Top in this sector
Fund name1 Year
State Street Canada Index Equity15.3%
RBC (Lux) CanadianEqVal14.3%
RBC Regent Strat Canadian Eq13.2%
Tobam Anti Bchmk Can Eq11.6%
UBS (L)E-Can(CAD)7.9%
...more in FO Equity - Canada

Performance snapshot

Holdings snapshot

  • Canada100%
    Money Market0%
  • Financials41.8%
    Energy23.3%
    Materials10.7%
    Industrials7.2%
    Consumer Discretionary4.9%
  • Canadian Equities100%
    Cash & Cash Equivalents0%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.1%0.5%6.1%---
Sector2.6%1.6%4.5%12.6%15.2%44.1%
Rank within sector4 / 65 / 61 / 6---
Quartile3rd4th1st
Calendar performance
 YTD - 20172016201520142013
Fund2.4%----
Sector2.9%15.8%-7.5%11.3%14.5%
Rank within sector3 / 6----
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 high117.72
52 week low98.24
Current bid price-
Current offer price-
Current mid price115.56
Region
1Canada99.96%
2Money Market0.04%
Industry sector
1Financials41.83%
2Energy23.27%
3Materials10.66%
4Industrials7.24%
5Consumer Discretionary4.92%
6Consumer Staples4.3%
7Information Technology2.53%
8Telecommunications Utilities2.29%
9Utilities1.94%
Asset type
1Canadian Equities99.96%
2Cash & Cash Equivalents0.04%
Individual holdings
1ROYAL BANK CANADA MONTREAL QUEBEC 3.66% NTS 25/01/17 CAD10008.43%
2TORONTO-DOMINION BANK7.25%
3BANK OF NOVA SCOTIA5.51%
4ENBRIDGE INC5.32%
5CANADIAN NATIONAL RAILWAY CO4.41%
6SUNCOR ENERGY INC(NEW)3.98%
7BANK OF MONTREAL3.76%
8TRANSCANADA CORP3.11%
9CANADIAN NATURAL RESOURCES2.82%
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 minimizeperformance deviations from the benchmark.The MSCI Canada Index is designed to measurethe performance of the large and mid cap segments of the Canada market. The index covers approximately 85% of the free float-adjusted market capitalization in the canadian equity universe.
Benchmark
  • Bloomberg Barclays Euro Aggregate
Investment style
Passive/Tracking
Investment method
Shares, Physical – Sampled/Optimised
Fund manager
NameSinceBiography
Credit Suisse AG, Index Solutions14/06/2016Credit 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, 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 Canada DB CAD
Initial charge0.03%
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 price1148.65
CurrencyCAD
Price updated20/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEA2M
CS Index (Lux) Equities Canada FB CAD
Initial charge0.03%
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 price115.56
CurrencyCAD
Price updated20/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE9ZL
CS Index (Lux) Equities Canada FB EUR
Initial charge0.03%
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 price97.62
CurrencyEUR
Price updated20/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEB6X
CS Index (Lux) Equities Canada QB EUR
Initial charge0.03%
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 price1147.86
CurrencyEUR
Price updated20/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE9XR
CS Index (Lux) Equities Canada QB USD
Initial charge0.03%
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 price1102.45
CurrencyUSD
Price updated20/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEAOP
Data provided by

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