Fact sheet: CS Ind (L) Eq EmMkt Fundamnt

Fund information
Fund name
CS Index (Lux) Equities Emerging Markets Fundamental EB
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund manager
  • Credit Suisse AGsince 22/04/2012
Fund objective
The fund is managed with a "passive" approach and is distinguished by its broad diversification, minimal tracking error and cost-effective management. Strategy Indices deliberately deviate from market capitalization in their weighting in order to capture factor premiums or reduce the investment risk. FTSE RAFI Index constituents are weighted using a composite of fundamental factors (total cash dividends, free cash flow, total sales and book equity value). Consequently the indices are less prone to excessive concentration arising from market fads, which can result in over-exposure to individual companies, sectors or countries.
Benchmark
  • FTSE RAFI Emerging (RI)
Investment style
Passive/Tracking
Investment method
Shares, Physical – Sampled/Optimised
Quick stats
1 Year return
27.5%
1 Year rank in sector
20/258
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.
0.41%
Fund size
£39m (£77m 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.
165
Top in this sector
Fund name1 Year
Charlemagne Magna New Frontrs44.8%
HSBC GIFEconScaleIxGEMEq39.4%
GAM Star Nth of Sth EM Eq39.2%
Dimensional EmMkt Tgt Val34.8%
Schroder ISF QEP Gl Eg Mts34.2%
...more in FO Equity - Emerging Markets

Performance snapshot

Holdings snapshot

  • Brazil29.6%
    China21.9%
    Taiwan11.4%
    Russia9.4%
    South Africa7.3%
  • Financials32.7%
    Oil & Gas25.1%
    Basic Materials10.3%
    Telecommunications7.3%
    Industrials7.1%
  • Brazilian Equities29.6%
    Chinese Equities21.9%
    Taiwanese Equities11.4%
    Russian Equities9.4%
    South African Equities7.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-2.5%-0.7%16.4%27.5%-3.4%-
Sector-2.1%-4.6%5.3%7.5%-7.1%1.2%
Rank within sector86 / 26336 / 26728 / 26320 / 25893 / 210-
Quartile2nd1st1st1st2nd
Calendar performance
 YTD - 20162015201420132012
Fund31.6%-22.3%-5.3%-7.3%-
Sector9.7%-14.3%-1.4%-0.7%14.2%
Rank within sector8 / 258229 / 241180 / 215161 / 190-
Quartile1st4th4th4th
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.
3.21
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.
1.49
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.
-0.01
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%.
22.19
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.
10.85
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.
0.08
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.
0.85
Price movement
52 week high980.47
52 week low603.89
Current bid price-
Current offer price-
Current mid price937.09
Region
1Brazil29.63%
2China21.89%
3Taiwan11.36%
4Russia9.36%
5South Africa7.33%
6India6.21%
7Mexico3.55%
8Thailand2.52%
9Malaysia2.16%
Industry sector
1Financials32.69%
2Oil & Gas25.13%
3Basic Materials10.29%
4Telecommunications7.25%
5Industrials7.1%
6Technology6.58%
7Consumer Goods4.34%
8Utilities3.5%
9Consumer Services2.66%
Asset type
1Brazilian Equities29.63%
2Chinese Equities21.89%
3Taiwanese Equities11.36%
4Russian Equities9.36%
5South African Equities7.33%
6Indian Equities6.21%
7Mexican Equities3.55%
8Thai Equities2.52%
9Malaysian Equities2.16%
Individual holdings
1PETROBRAS PN & PETROBRAS10.84%
2ITAU UNIBANCO HLDG SA2.89%
3VALE SA2.8%
4CHINA CONSTRUCTION BANK2.78%
5LUKOIL OAO2.37%
6TAIWAN SEMICONDUCTOR CO2.16%
7GAZPROM OAO2.08%
8INDUSTRIAL & COM BK CHNA2.08%
9BANCO BRADESCO SA2.06%
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. Strategy Indices deliberately deviate from market capitalization in their weighting in order to capture factor premiums or reduce the investment risk. FTSE RAFI Index constituents are weighted using a composite of fundamental factors (total cash dividends, free cash flow, total sales and book equity value). Consequently the indices are less prone to excessive concentration arising from market fads, which can result in over-exposure to individual companies, sectors or countries.
Benchmark
  • FTSE RAFI Emerging (RI)
Investment style
Passive/Tracking
Investment method
Shares, Physical – Sampled/Optimised
Fund manager
NameSinceBiography
Credit Suisse AG22/04/2012Credit Suisse (Deutschland) Aktiengesellschaft operates as an investment bank, which provides various financial products and investment advisory services to institutional, corporate, government, and individual customers worldwide. The company operates in two segments, Institutional Securities (IS) and Financial Services. The IS segment provides financial advisory, capital raising, and sales and trading services for users and suppliers of capital. The IS segment is comprised of three divisions: Fixed Income, Equity, and Investment Banking. The Fixed Income division underwrites, trades, and distributes fixed income financial instruments, and offers derivatives and risk management products.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Switzerland, Germany, Spain, United Kingdom, Italy, Luxembourg, Netherlands, Offshore, Singapore, Sweden
CS Index (Lux) Equities Emerging Markets Fundamental DB
Initial charge0.18%
Annual charge0.16%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.18%
Total expense ratio (TER)0.16%
Bid price-
Offer price-
Mid price943.53
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code12JD
CS Index (Lux) Equities Emerging Markets Fundamental EB
Initial charge0.18%
Annual charge0.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.41%
Total expense ratio (TER)0.35%
Bid price-
Offer price-
Mid price937.09
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF45G
CS Index (Lux) Equities Emerging Markets Fundamental EB EUR
Initial charge-
Annual charge0.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1191.31
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE8NF
CS Index (Lux) Equities Emerging Markets Fundamental FB
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.4%
Bid price-
Offer price-
Mid price117.14
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEA2L
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