Fact sheet: CS Idx (Lux) Equi Nrth Amrc

Fund information
Fund name
CS Index (Lux) Equities North America DB USD
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund manager
  • Credit Suisse AG, Index Solutions Teamsince 30/03/2014
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 North America (NR)
Investment style
Passive/Tracking
Investment method
Shares, Physical – Sampled/Optimised
Quick stats
1 Year return
8.5%
1 Year rank in sector
19/37
Sector
FO Equity - North America
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.
0.06%
Fund size
£28m (£33m 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.
107
Top in this sector
Fund name1 Year
Sanlam FOUR US Div Inc41%
M&G Offshore North Am Div33.2%
La Mondiale American Equity26.6%
Lloyds North American26%
SEB Nordamerika Små&Medel Blg21.8%
...more in FO Equity - North America

Performance snapshot

Holdings snapshot

  • USA93.8%
    Canada6.1%
    Money Market0.1%
  • Information Technology20.7%
    Financials14.8%
    Health Care13%
    Consumer Discretionary12.6%
    Consumer Staples9.6%
  • US Equities93.8%
    Canadian Equities6.1%
    Cash & Cash Equivalents0.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.9%1.4%5.4%8.5%--
Sector6.3%3.5%9%11%29%78.7%
Rank within sector28 / 3925 / 3920 / 3819 / 37--
Quartile3rd3rd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund10.2%-1%11.8%--
Sector12.8%-0.8%12.9%29.7%8.8%
Rank within sector20 / 3721 / 3519 / 31--
Quartile3rd3rd3rd
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 high1266.37
52 week low1025.74
Current bid price-
Current offer price-
Current mid price1266.37
Region
1USA93.8%
2Canada6.14%
3Money Market0.07%
Industry sector
1Information Technology20.67%
2Financials14.81%
3Health Care13.02%
4Consumer Discretionary12.59%
5Consumer Staples9.58%
6Industrials8.99%
7Others8.8%
8Energy7.95%
9Materials3.52%
Asset type
1US Equities93.8%
2Canadian Equities6.14%
3Cash & Cash Equivalents0.07%
Individual holdings
1APPLE INC3.03%
2MICROSOFT CORP2.17%
3EXXON MOBIL CORP1.68%
4JOHNSON & JOHNSON1.55%
5AMAZON.COM INC1.54%
6FACEBOOK INC1.47%
7GENERAL ELECTRIC CO.1.29%
8JPMORGAN CHASE & CO1.22%
9ALPHABET INC1.18%
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 North America (NR)
Investment style
Passive/Tracking
Investment method
Shares, Physical – Sampled/Optimised
Fund manager
NameSinceBiography
Credit Suisse AG, Index Solutions Team30/03/2014
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Spain, France, United Kingdom, Italy, Luxembourg, Netherlands, Offshore, Sweden
CS Index (Lux) Equities North America DB EUR
Initial charge-
Annual charge0.02%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.06%
Total expense ratio (TER)0.06%
Bid price-
Offer price-
Mid price1480.31
CurrencyEUR
Price updated25/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFE4K
CS Index (Lux) Equities North America DB USD
Initial charge-
Annual charge0.02%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.06%
Total expense ratio (TER)0.06%
Bid price-
Offer price-
Mid price1266.37
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFFUY
CS Index (Lux) Equities North America EB EUR
Initial charge-
Annual charge0.13%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.2%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price1435.67
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFM4W
CS Index (Lux) Equities North America FB USD
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 price107.46
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE9ZJ
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.