Fact sheet: FL AXA Rosenberg Eurp EP

Fund information
Fund name
FL AXA Rosenberg European EP
Fund manager company
Friends Life
Fund type
Pension Fund
Fund manager
  • AXA Rosenbergsince 01/12/2002
Underlying fund
AXA Rosenberg European
Fund objective
AXA state that the aim of the fund is to achieve capital growth over the medium to long term. The portfolio will consist principally of shares of quoted European companies drawn from all economic sectors. It may also include other European investments. The fund may use derivatives for investment purposes.
Benchmark
  • FTSE World Europe EX UK
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
33.4%
1 Year rank in sector
209/361
Sector
PN Europe Excluding UK
Yield
-
Fund size
£0m (£0m 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.
112
Bid price
422.6
Offer price
422.6
Top in this sector
Fund name1 Year
SIP Neptune Eurpn Opps Pn61.8%
L&G Neptune European Opps Pn60.9%
OMW Neptune European Opps60.2%
Zurich Nept EuroOppsPn60%
Scot Eq Neptune Eur Opps Pn60%
...more in PN Europe Excluding UK

Performance snapshot

Holdings snapshot

  • Switzerland18%
    France17.4%
    Germany16.6%
    Spain8.7%
    Money Market7.6%
  • Financials19.9%
    Industrials16.8%
    Consumer Goods13.4%
    Basic Materials12.6%
    Health Care8%
  • Swiss Equities18%
    French Equities17.4%
    German Equities16.6%
    Spanish Equities8.7%
    Money Market7.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.7%10.8%19.2%33.4%33.6%114%
Sector6.8%11%20.2%33.8%39.8%114.9%
Rank within sector348 / 367253 / 366267 / 364209 / 361282 / 338164 / 314
Quartile4th3rd3rd3rd4th3rd
Calendar performance
 YTD - 20172016201520142013
Fund11.2%21.6%2.8%-0.3%26.4%
Sector12.6%15.8%9.4%-0.2%25.6%
Rank within sector300 / 36434 / 353340 / 347170 / 335123 / 324
Quartile4th1st4th3rd2nd
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.
-0.86
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.
0.98
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.
0.46
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%.
11.61
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.
3.22
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.
-0.33
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.
0.92
Price movement
52 week high424.7
52 week low313.6
Current bid price422.6
Current offer price422.6
Current mid price-
Region
1Switzerland17.97%
2France17.43%
3Germany16.57%
4Spain8.66%
5Money Market7.62%
6Netherlands6.39%
7Sweden6.11%
8Italy5.22%
9Others4.95%
Industry sector
1Financials19.9%
2Industrials16.83%
3Consumer Goods13.39%
4Basic Materials12.58%
5Health Care7.95%
6Money Market7.62%
7Telecommunications6.35%
8Others5.93%
9Technology5.66%
Asset type
1Swiss Equities17.97%
2French Equities17.43%
3German Equities16.57%
4Spanish Equities8.66%
5Money Market7.62%
6Dutch Equities6.39%
7Swedish Equities6.11%
8Italian Equities5.22%
9International Equities4.95%
Individual holdings
1ROCHE HLDG AG4.1%
2SIEMENS AG3%
3BASF SE2.7%
4NESTLE SA2.2%
5UNILEVER 24.10.132.1%
6LVMH MOET HENNESSY VUITTON SE2%
7TELEFONICA SA2%
8ENEL SPA1.9%
9SAFRAN SA1.8%
Management
Fund manager group
Friends Life
Fund manager company
Friends Life
Fund type
Pension Fund
Fund objective
AXA state that the aim of the fund is to achieve capital growth over the medium to long term. The portfolio will consist principally of shares of quoted European companies drawn from all economic sectors. It may also include other European investments. The fund may use derivatives for investment purposes.
Benchmark
  • FTSE World Europe EX UK
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
AXA Rosenberg01/12/2002Rosenberg Equities took over day-to-day management of the Fund on 17 January 2003. Rosenberg Equities employs a unique investment process, which combines in-depth, fundamental research with proprietary technology. This enables Rosenberg Equities to analyse more companies than most other managers would find possible.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
FL AXA Rosenberg European EP
Initial charge-
Annual charge0.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.71%
Bid price422.6
Offer price422.6
Mid price-
CurrencyGBX
Price updated24/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG1J1
FL AXA Rosenberg European EP S3
Initial charge-
Annual charge0.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.71%
Bid price422.6
Offer price422.6
Mid price-
CurrencyGBX
Price updated24/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG1G0
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

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.