Fact sheet: CS Idx (Lux) Equi US

Fund information
Fund name
CS Index (Lux) Equities US FB USD
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund manager
  • Credit Suisse AG, Index Solutions Teamsince 06/11/2013
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 North America (NR)
Investment style
Passive/Tracking
Investment method
Shares, Physical – Sampled/Optimised
Quick stats
1 Year return
16.1%
1 Year rank in sector
-
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.
0.1%
Fund size
£50m (£39m last year)
Top in this sector
Fund name1 Year
EDRF US Value & Yield37.6%
M&G Offshore North Am Div35%
La Mondiale American Equity33.9%
Sanlam FOUR US Div Inc33.5%
Legg Mason Nth America27%
...more in FO Equity - North America

Performance snapshot

Holdings snapshot

  • USA99.9%
    Money Market0.1%
    UK0.1%
  • Information Technology21.7%
    Financials14.5%
    Health Care13.9%
    Consumer Discretionary12.6%
    Industrials9.8%
  • US Equities99.9%
    Money Market0.1%
    UK Equities0.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.9%4%8%16.1%--
Sector-1.8%2.1%9.1%18.7%31%69.9%
Rank within sector13 / 3813 / 3824 / 38---
Quartile2nd2nd3rd
Calendar performance
 YTD - 20172016201520142013
Fund4.9%----
Sector3.2%14.8%-0.8%12.9%29.7%
Rank within sector10 / 38----
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 high116.48
52 week low96.54
Current bid price-
Current offer price-
Current mid price114.08
Region
1USA99.86%
2Money Market0.08%
3UK0.07%
Industry sector
1Information Technology21.72%
2Financials14.53%
3Health Care13.88%
4Consumer Discretionary12.56%
5Industrials9.78%
6Consumer Staples9.2%
7Energy6.55%
8Utilities3.18%
9Real Estate3.1%
Asset type
1US Equities99.86%
2Money Market0.08%
3UK Equities0.07%
Individual holdings
1APPLE INC2.96%
2MICROSOFT CORP2.16%
3EXXON MOBIL CORP1.57%
4AMAZON.COM INC1.5%
5JOHNSON & JOHNSON1.4%
6JPMORGAN CHASE & CO1.38%
7FACEBOOK INC1.36%
8WELLS FARGO & CO1.21%
9GENERAL ELECTRIC CO.1.19%
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 North America (NR)
Investment style
Passive/Tracking
Investment method
Shares, Physical – Sampled/Optimised
Fund manager
NameSinceBiography
Credit Suisse AG, Index Solutions Team06/11/2013
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Reporting Fund Status, UCITS IV Compliant, 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 US 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 US DB USD
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 price1344.67
CurrencyUSD
Price updated21/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFFUY
CS Index (Lux) Equities US FB EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price101.56
CurrencyEUR
Price updated21/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEB6Y
CS Index (Lux) Equities US FB USD
Initial charge0.03%
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 price114.08
CurrencyUSD
Price updated21/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE9ZJ
CS Index (Lux) Equities US QB EUR
Initial charge0.03%
Annual charge0.08%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.08%
Total expense ratio (TER)0.08%
Bid price-
Offer price-
Mid price1513.39
CurrencyEUR
Price updated21/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFM4W
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.