Fact sheet: CS Idx (Lux) Equi Can

Fund information
Fund name
CS Index (Lux) Equities Canada DB CAD
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
-
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.
0.02%
Fund size
£116m (£3m last year)
Top in this sector
Fund name1 Year
RBC Regent Strat Canadian Eq26%
UBS (L)E-Can(CAD)19.6%
Tobam Anti Bchmk Can Eq14.7%
CS Idx (Lux) Equi Can-
RBC (Lux) CanadianEqVal-
...more in FO Equity - Canada

Performance snapshot

Holdings snapshot

  • Canada99.9%
    Money Market0.1%
  • Financials43.3%
    Energy21.6%
    Materials11.4%
    Industrials7.3%
    Consumer Discretionary4.8%
  • Canadian Equities99.9%
    Cash & Cash Equivalents0.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.3%5.7%10.8%---
Sector2.5%5%6.8%22.7%20.5%40.7%
Rank within sector------
Quartile
Calendar performance
 YTD - 20172016201520142013
Fund4.3%----
Sector3.8%15.8%-7.5%11.3%14.5%
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.
-
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 high1164.68
52 week low975.2
Current bid price-
Current offer price-
Current mid price1169.74
Region
1Canada99.95%
2Money Market0.05%
Industry sector
1Financials43.27%
2Energy21.61%
3Materials11.43%
4Industrials7.27%
5Consumer Discretionary4.76%
6Consumer Staples4.34%
7Information Technology2.48%
8Utilities1.89%
9Telecommunications Utilities1.81%
Asset type
1Canadian Equities99.95%
2Cash & Cash Equivalents0.05%
Individual holdings
1ROYAL BANK CANADA MONTREAL QUEBEC 3.66% NTS 25/01/17 CAD10008.22%
2TORONTO-DOMINION BANK7.48%
3BANK OF NOVA SCOTIA5.48%
4SUNCOR ENERGY INC(NEW)4.45%
5CANADIAN NATIONAL RAILWAY CO4.27%
6BANK OF MONTREAL3.8%
7ENBRIDGE INC3.22%
8TRANSCANADA CORP3.16%
9CANADIAN NATURAL RESOURCES2.87%
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, 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 price1169.74
CurrencyCAD
Price updated21/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEA2M
CS Index (Lux) Equities Canada EB 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 price1227.41
CurrencyEUR
Price updated21/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE9XR
CS Index (Lux) Equities Canada EB 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 price1153.67
CurrencyUSD
Price updated21/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEAOP
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 price117.72
CurrencyCAD
Price updated21/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE9ZL
CS Index (Lux) Equities Canada FB EUR
Initial charge0.03%
Annual charge0.18%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.2%
Total expense ratio (TER)0.18%
Bid price-
Offer price-
Mid price104.39
CurrencyEUR
Price updated21/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEB6X
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.