Fact sheet: CS Ind (L) Eq EmMkt Fundamt

Fund information
Fund name
CS Index (Lux) Equities Emerging Markets Fundamental FB
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund manager
  • Credit Suisse AG, Index Solutionssince 23/04/2012
Fund objective
The fund is managed with a indexed 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
35%
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.
0.4%
Fund size
£37m (£41m last year)
Top in this sector
Fund name1 Year
Charlemagne Magna Nw Frt63.8%
Jul Baer Mltistck Emerg Eq51.5%
GAM Star Nth of Sth EM Eq50.5%
Hermes Gbl Emrg Mkts50.5%
RWC Gbl Emerging Mkts50%
...more in FO Equity - Emerging Markets

Performance snapshot

Holdings snapshot

  • China27.5%
    Taiwan14%
    Brazil13.4%
    South Africa8.8%
    Russia8.3%
  • Financials34%
    Oil & Gas19.6%
    Telecommunications9%
    Basic Materials8.4%
    Industrials8.1%
  • Chinese Equities27.5%
    Taiwanese Equities14%
    Brazilian Equities13.4%
    South African Equities8.8%
    Russian Equities8.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.5%-0.6%11.5%35%1.7%-
Sector2%4.7%15.1%25.6%3.3%19.6%
Rank within sector246 / 276251 / 276215 / 272---
Quartile4th4th4th
Calendar performance
 YTD - 20172016201520142013
Fund9.3%----
Sector13.8%10.7%-14.3%-1.4%-0.7%
Rank within sector225 / 276----
Quartile4th
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.
0.44
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.
1.45
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%.
21.74
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.
10.69
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.
0.03
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.
0.83
Price movement
52 week high132.01
52 week low96.89
Current bid price-
Current offer price-
Current mid price128.89
Region
1China27.48%
2Taiwan14.02%
3Brazil13.43%
4South Africa8.78%
5Russia8.26%
6USA5.59%
7Mexico4.84%
8Thailand3.61%
9India3.2%
Industry sector
1Financials33.96%
2Oil & Gas19.6%
3Telecommunications9.04%
4Basic Materials8.4%
5Industrials8.14%
6Technology8.09%
7Consumer Goods5.13%
8Utilities3.65%
9Consumer Services3.44%
Asset type
1Chinese Equities27.48%
2Taiwanese Equities14.02%
3Brazilian Equities13.43%
4South African Equities8.78%
5Russian Equities8.26%
6US Equities5.59%
7Mexican Equities4.84%
8Thai Equities3.61%
9Indian Equities3.2%
Individual holdings
1CHINA CONSTRUCTION BANK3.68%
2GAZPROM OAO2.81%
3INDUSTRIAL & COM BK CHINA2.55%
4TAIWAN SEMICONDUCTOR CO2.54%
5CHINA MOBILE LTD2.22%
6LUKOIL OAO2.05%
7BANK OF CHINA LTD1.98%
8HON HAI PRECISION INDUSTRY1.57%
9ITAU UNIBANCO HLDG SA1.55%
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 indexed 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 AG, Index Solutions23/04/2012Credit 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 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 Fundamental DB
Initial charge0.18%
Annual charge0.16%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.16%
Total expense ratio (TER)0.16%
Bid price-
Offer price-
Mid price1039.3
CurrencyUSD
Price updated23/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code12JD
CS Index (Lux) Equities Emerging Markets Fundamental FB
Initial charge0.18%
Annual charge0.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.4%
Total expense ratio (TER)0.4%
Bid price-
Offer price-
Mid price128.89
CurrencyUSD
Price updated23/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEA2L
CS Index (Lux) Equities Emerging Markets Fundamental QB EUR
Initial charge0.18%
Annual charge0.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.35%
Total expense ratio (TER)0.35%
Bid price-
Offer price-
Mid price1253.14
CurrencyEUR
Price updated23/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE8NF
CS Index (Lux) Equities Emerging Markets Fundamental QB USD
Initial charge0.18%
Annual charge0.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.35%
Total expense ratio (TER)0.35%
Bid price-
Offer price-
Mid price1031.27
CurrencyUSD
Price updated23/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF45G
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