Fact sheet: CS Inv2CS(L)SmMdCpAlpLgSht

Fund information
Fund name
CS Investment 2 CS (Lux) Small and Mid Cap Alpha Long/Short B EUR
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund manager
  • Felix Meiersince 25/07/2010
Fund objective
The CS SICAV One (Lux) Small and Mid Cap Alpha Long/ Short aims to generate absolute positive returns by exploiting the inefficiencies of the small and mid-cap markets in Europe with a focus on Germanspeaking countries. The portfolio managers buy the equities they think will perform best, while at the same time selling stocks in companies that, in their views, will underperform the market. The objective is to create a portfolio that has lower volatility, less correlation with the equity markets and a better riskadjusted performance than a long-only fund.
Benchmark
  • CS AllHedge Long/Short Equity
Investment style
Long/Short
Investment method
Equity
Quick stats
1 Year return
-4.4%
1 Year rank in sector
68/108
Sector
FO Hedge/Stru Prod - Equity
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.
2.23%
Fund size
£165m (£279m 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.
56
Top in this sector
Fund name1 Year
MontLake ToscaMiCaUCITS27.5%
Majedie Tortoise26.5%
DNB ECO Abs Rt21.1%
Income Partners AllSeasnAsCred19.3%
Ennismore Eurpn Smallar Cos14.4%
...more in FO Hedge/Stru Prod - Equity

Performance snapshot

Holdings snapshot

  • Germany47.8%
    Denmark2.1%
    Sweden1.6%
    Italy1.5%
    Finland1.1%
  • Information Technology19%
    Industrials10%
    Health Care8%
    Materials4.5%
    Consumer Discretionary3.2%
  • No data available.

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.8%1%1.2%-4.4%0%19.2%
Sector0.3%-0.3%0.3%-2.7%3.2%13.9%
Rank within sector23 / 11437 / 12648 / 12068 / 10853 / 7221 / 49
Quartile1st2nd2nd3rd3rd2nd
Calendar performance
 YTD - 20162015201420132012
Fund-4.8%0.7%2.2%16.4%4%
Sector-2.2%2.7%2.5%7.1%3.9%
Rank within sector71 / 10963 / 9341 / 7418 / 6635 / 51
Quartile3rd3rd3rd2nd3rd
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.
-2.14
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.
1.63
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%.
8.45
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.
6.9
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.
-0.24
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.
0.39
Price movement
52 week high131.66
52 week low115.74
Current bid price-
Current offer price-
Current mid price124.22
Region
1Germany47.75%
2Denmark2.13%
3Sweden1.64%
4Italy1.45%
5Finland1.09%
6Norway0.5%
7Luxembourg0.25%
8Ireland-0.27%
9Switzerland-0.82%
Industry sector
1Information Technology19.03%
2Industrials9.95%
3Health Care7.98%
4Materials4.5%
5Consumer Discretionary3.21%
6Financials2.93%
7Energy1.96%
8Others0.55%
9Consumer Staples-1%
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
Credit Suisse
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund objective
The CS SICAV One (Lux) Small and Mid Cap Alpha Long/ Short aims to generate absolute positive returns by exploiting the inefficiencies of the small and mid-cap markets in Europe with a focus on Germanspeaking countries. The portfolio managers buy the equities they think will perform best, while at the same time selling stocks in companies that, in their views, will underperform the market. The objective is to create a portfolio that has lower volatility, less correlation with the equity markets and a better riskadjusted performance than a long-only fund.
Benchmark
  • CS AllHedge Long/Short Equity
Investment style
Long/Short
Investment method
Equity
Fund manager
NameSinceBiography
Felix Meier25/07/2010After completing his studies in business management at the University of St. Gallen in June 1998, Felix Meier attended the Graduate Trainee Programme of Zurich Financial Services in Zürich Invest Bank and Group Investments. In October 1999, he joined the European Equity team, in which he was responsible for active equity mandates. Since 2001 he has specialised in German Small Caps. From June to August 2002 he worked for CSAM New York as a Small Cap Analyst. Having qualified as a Chartered Financial Analyst (CFA), Felix Meier is a member of the Association of Investment Management and Research (AIMR) and of the Swiss Society of Investment Professionals (SSIP).
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, Liechtenstein, Luxembourg, Netherlands, Offshore, Singapore
CS Investment 2 CS (Lux) Small and Mid Cap Alpha Long/Short B EUR
Initial charge5%
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.23%
Total expense ratio (TER)2.28%
Bid price-
Offer price-
Mid price124.22
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKJZ6
CS Investment 2 CS (Lux) Small and Mid Cap Alpha Long/Short BH CHF
Initial charge5%
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.23%
Total expense ratio (TER)2.28%
Bid price-
Offer price-
Mid price119.74
CurrencyCHF
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKJZ8
CS Investment 2 CS (Lux) Small and Mid Cap Alpha Long/Short BH USD
Initial charge5%
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.23%
Total expense ratio (TER)2.28%
Bid price-
Offer price-
Mid price125.03
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKJZ9
CS Investment 2 CS (Lux) Small and Mid Cap Alpha Long/Short EB EUR
Initial charge3%
Annual charge1.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.43%
Total expense ratio (TER)1.44%
Bid price-
Offer price-
Mid price919.23
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFM0B
CS Investment 2 CS (Lux) Small and Mid Cap Alpha Long/Short EBH CHF
Initial charge3%
Annual charge1.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.06%
Total expense ratio (TER)1.47%
Bid price-
Offer price-
Mid price902.21
CurrencyCHF
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFIOX
CS Investment 2 CS (Lux) Small and Mid Cap Alpha Long/Short IB EUR
Initial charge3%
Annual charge1.2%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.69%
Total expense ratio (TER)1.47%
Bid price-
Offer price-
Mid price1276.38
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKJZ7
CS Investment 2 CS (Lux) Small and Mid Cap Alpha Long/Short IBH CHF
Initial charge3%
Annual charge1.2%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.37%
Total expense ratio (TER)1.47%
Bid price-
Offer price-
Mid price941.12
CurrencyCHF
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFH5Q
CS Investment 2 CS (Lux) Small and Mid Cap Alpha Long/Short IBH USD
Initial charge-
Annual charge1.2%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.47%
Bid price-
Offer price-
Mid price997.01
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFONA
CS Investment 2 CS (Lux) Small and Mid Cap Alpha Long/Short UB EUR
Initial charge-
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.79%
Bid price-
Offer price-
Mid price934.87
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFRKT
CS Investment 2 CS (Lux) Small and Mid Cap Alpha Long/Short UBH CHF
Initial charge-
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.79%
Bid price-
Offer price-
Mid price920.63
CurrencyCHF
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFRKU
CS Investment 2 CS (Lux) Small and Mid Cap Alpha Long/Short UBH GBP
Initial charge-
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.78%
Bid price-
Offer price-
Mid price937.31
CurrencyGBP
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFRKW
CS Investment 2 CS (Lux) Small and Mid Cap Alpha Long/Short UBH USD
Initial charge-
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.79%
Bid price-
Offer price-
Mid price939.38
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFRKV
Data provided by

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