Fact sheet: CS Idx (Lux) Equi EM

Fund information
Fund name
CS Index (Lux) Equities Emerging Markets EB EUR
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund manager
  • Credit Suisse AG, Index Solutions Teamsince 05/11/2012
Fund objective
The fund is managed with a ”passive” approach and is distinguished by its broad diversification, minimal tracking error and cost-effective management. 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 Emerging Markets
Investment style
Passive/Tracking
Investment method
Shares, Physical – Sampled/Optimised
Quick stats
1 Year return
9.4%
1 Year rank in sector
69/258
Sector
FO Equity - Emerging Markets
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.
0.31%
Fund size
£415m (£450m 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.
135
Top in this sector
Fund name1 Year
Charlemagne Magna New Frontrs43.9%
GAM Star Nth of Sth EM Eq38.2%
HSBC GIFEconScaleIxGEMEq35.7%
Templeton BRIC31.8%
Schroder ISF QEP Gl Eg Mts31.3%
...more in FO Equity - Emerging Markets

Performance snapshot

Holdings snapshot

  • China26.2%
    Korea14.3%
    Taiwan12.3%
    India8.4%
    Brazil8.4%
  • Financials24%
    Information Technology23.6%
    Consumer Discretionary10.4%
    Others8.1%
    Consumer Staples7.7%
  • Chinese Equities26.2%
    South Korean Equities14.3%
    Taiwanese Equities12.3%
    Indian Equities8.4%
    Brazilian Equities8.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.2%-1.7%12.6%9.4%17.1%-
Sector-3%-4%6%6.2%-7.7%-0.3%
Rank within sector22 / 26360 / 26651 / 26369 / 25831 / 210-
Quartile1st1st1st2nd1st
Calendar performance
 YTD - 20162015201420132012
Fund11.5%-5.4%11.8%-7.4%-
Sector8.7%-14.3%-1.4%-0.7%14.2%
Rank within sector77 / 25840 / 24118 / 215163 / 189-
Quartile2nd1st1st4th
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.
8.07
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.
0.95
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.
0.11
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%.
14.62
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.
6.56
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.
1.23
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.
0.8
Price movement
52 week high1181.16
52 week low863.72
Current bid price-
Current offer price-
Current mid price1119.57
Region
1China26.2%
2Korea14.26%
3Taiwan12.27%
4India8.41%
5Brazil8.35%
6South Africa7.05%
7Mexico3.83%
8Russia3.59%
9Indonesia2.72%
Industry sector
1Financials24.03%
2Information Technology23.55%
3Consumer Discretionary10.41%
4Others8.09%
5Consumer Staples7.69%
6Energy7.64%
7Materials6.58%
8Telecommunications Utilities6.02%
9Industrials5.93%
Asset type
1Chinese Equities26.2%
2South Korean Equities14.26%
3Taiwanese Equities12.27%
4Indian Equities8.41%
5Brazilian Equities8.35%
6South African Equities7.05%
7Mexican Equities3.83%
8Russian Equities3.59%
9Indonesian Equities2.72%
Individual holdings
1TENCENT HLDGS LIMITED3.66%
2TAIWAN SEMICONDUCTOR CO3.6%
3SAMSUNG ELECTRONICS CO3.5%
4ALIBABA GROUP HLDG LTD2.79%
5NASPERS1.79%
6CHINA MOBILE LTD1.71%
7CHINA CONSTRUCTION BANK1.5%
8BAIDU.COM1.17%
9INDUSTRIAL & COM BK CHNA1.08%
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 Emerging Markets
Investment style
Passive/Tracking
Investment method
Shares, Physical – Sampled/Optimised
Fund manager
NameSinceBiography
Credit Suisse AG, Index Solutions Team05/11/2012
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, FE Passive Rateable, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Spain, France, United Kingdom, Italy, Luxembourg, Offshore, Sweden
CS Index (Lux) Equities Emerging Markets DB EUR
Initial charge0.18%
Annual charge0.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.11%
Total expense ratio (TER)0.1%
Bid price-
Offer price-
Mid price1120.73
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF3JW
CS Index (Lux) Equities Emerging Markets DB USD
Initial charge0.18%
Annual charge0.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.13%
Total expense ratio (TER)0.1%
Bid price-
Offer price-
Mid price925.5
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFFUX
CS Index (Lux) Equities Emerging Markets EB EUR
Initial charge0.18%
Annual charge0.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.31%
Total expense ratio (TER)0.25%
Bid price-
Offer price-
Mid price1119.57
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF3JV
CS Index (Lux) Equities Emerging Markets EB USD
Initial charge0.18%
Annual charge0.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.3%
Total expense ratio (TER)0.25%
Bid price-
Offer price-
Mid price915.38
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFCIJ
CS Index (Lux) Equities Emerging Markets FB USD
Initial charge-
Annual charge0.2%
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 price105.05
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEA2Z
Data provided by

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