Fact sheet: CS Idx (Lux) Equi EM

Fund information
Fund name
CS Index (Lux) Equities Emerging Markets FB USD
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 investment objective is to replicate 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
20.1%
1 Year rank in sector
-
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.
0.3%
Fund size
£433m (£396m last year)
Top in this sector
Fund name1 Year
Charlemagne Magna Nw Frt52.7%
RWC Gbl Emerging Mkts49%
GAM Star Nth of Sth EM Eq46.3%
Pimco RAEFdmntl+EmgMkt43.7%
Lazard GbAct EmgMktEq43.2%
...more in FO Equity - Emerging Markets

Performance snapshot

Holdings snapshot

  • China26.9%
    Korea14.6%
    Taiwan12.3%
    India8.6%
    Brazil8.2%
  • Financials24.3%
    Information Technology24.1%
    Consumer Discretionary10.4%
    Materials7.6%
    Energy7.4%
  • Chinese Equities26.9%
    South Korean Equities14.6%
    Taiwanese Equities12.3%
    Indian Equities8.6%
    Brazilian Equities8.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.6%15.2%5.9%20.1%9.4%-
Sector0.9%12.1%6.2%19.3%8.5%3.7%
Rank within sector107 / 26950 / 268136 / 265---
Quartile2nd1st3rd
Calendar performance
 YTD - 20172016201520142013
Fund12.2%----
Sector10.2%10.7%-14.3%-1.4%-0.7%
Rank within sector66 / 268----
Quartile1st
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.
-0.18
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.
1.15
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
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%.
16.07
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.
4.25
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.
-0.04
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.
0.94
Price movement
52 week high120.08
52 week low97
Current bid price-
Current offer price-
Current mid price119.4
Region
1China26.91%
2Korea14.62%
3Taiwan12.3%
4India8.57%
5Brazil8.2%
6South Africa6.85%
7Russia3.77%
8Mexico3.41%
9Indonesia2.46%
Industry sector
1Financials24.34%
2Information Technology24.11%
3Consumer Discretionary10.35%
4Materials7.61%
5Energy7.36%
6Consumer Staples6.96%
7Industrials5.79%
8Telecommunications Utilities5.58%
9Utilities2.84%
Asset type
1Chinese Equities26.91%
2South Korean Equities14.62%
3Taiwanese Equities12.3%
4Indian Equities8.57%
5Brazilian Equities8.2%
6South African Equities6.85%
7Russian Equities3.77%
8Mexican Equities3.41%
9Indonesian Equities2.46%
Individual holdings
1SAMSUNG ELECTRONICS CO3.91%
2TENCENT HLDGS LTD3.56%
3TAIWAN SEMICONDUCTOR CO3.52%
4ALIBABA GROUP HLDG LTD2.71%
5NASPERS1.63%
6CHINA CONSTRUCTION BANK1.61%
7CHINA MOBILE LTD1.57%
8INDUSTRIAL & COM BK CHINA1.13%
9BAIDU INC1.1%
Management
Fund manager group
Credit Suisse
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund objective
The investment objective is to replicate 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 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 Emerging Markets DB EUR
Initial charge0.18%
Annual charge0.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)0.1%
Bid price-
Offer price-
Mid price1258.02
CurrencyEUR
Price updated22/03/2017
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)0.1%
Total expense ratio (TER)0.1%
Bid price-
Offer price-
Mid price1052.61
CurrencyUSD
Price updated22/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFFUX
CS Index (Lux) Equities Emerging Markets FB USD
Initial charge0.18%
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 price119.4
CurrencyUSD
Price updated22/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEA2Z
CS Index (Lux) Equities Emerging Markets QB EUR
Initial charge0.18%
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 price1256.15
CurrencyEUR
Price updated22/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF3JV
CS Index (Lux) Equities Emerging Markets QB USD
Initial charge0.18%
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 price1040.64
CurrencyUSD
Price updated22/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFCIJ
Data provided by

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