Fact sheet: GIS SRI European Eq

Fund information
Fund name
GIS SRI European Equity DX
Fund manager company
Generali Investment SICAV
Fund type
Offshore Fund
Fund manager
  • Murielle Villeminsince 01/04/2002
Fund objective
The objective of the Fund is to outperform its Benchmark and to provide a long-term capital appreciation investing in equities of companies which comply with ESG (Environment, Social and Governance) criteria. The Investment Manager selects stocks of companies having the best environmental, social and corporate governance as regards the following risks: damage to the image of the brand and to the company's reputation, legislative pressure, class action, competitive advantage, immaterial capital and carbon impact. The Fund shall invest at least 75% of its net assets in equities issued by European companies compliant with ESG criteria. The Fund may also invest on an ancillary basis in money market instruments, government bonds, corporate bonds, convertibles and participation rights of European issuers. The Fund may use financial instruments and derivatives for hedging purposes, for efficient portfolio management purposes and for investment purposes.
Benchmark
  • MSCI Europe
Investment style
None
Investment method
Shares
Quick stats
1 Year return
-7.6%
1 Year rank in sector
63/68
Sector
FO Equity - Ethical
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.
1.88%
Fund size
£147m (£136m 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.
132
Top in this sector
Fund name1 Year
Impax Environmental Markets29.6%
Alquity Latin America28.8%
Sparinvest Ethical Gbl Val26.6%
Schroder ISFQEPGblESG26.5%
Dimensional Gbl SustnbltyCrEq22.5%
...more in FO Equity - Ethical

Performance snapshot

Holdings snapshot

  • France36.7%
    Germany14.1%
    UK13.2%
    Netherlands8.8%
    Switzerland7.3%
  • Consumer Discretionary15.2%
    Financials14.3%
    Others14.1%
    Health Care14.1%
    Industrials13.5%
  • French Equities36.7%
    German Equities14.1%
    UK Equities13.2%
    Dutch Equities8.8%
    Swiss Equities7.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.5%-3.5%-2.8%-7.6%9.4%42.1%
Sector2.5%-0.9%4.3%3.2%18.5%49.3%
Rank within sector52 / 7751 / 7769 / 7463 / 6847 / 5839 / 47
Quartile3rd3rd4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-6.7%11.7%1.9%15.9%16.1%
Sector4.1%3.2%7.3%18.4%10.5%
Rank within sector64 / 6812 / 6147 / 5840 / 5011 / 47
Quartile4th1st4th4th1st
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.
-3.96
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.
1.22
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%.
15.1
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.
7.01
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.
-0.45
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.
0.8
Price movement
52 week high160.9
52 week low131.27
Current bid price-
Current offer price-
Current mid price147.72
Region
1France36.68%
2Germany14.13%
3UK13.24%
4Netherlands8.81%
5Switzerland7.32%
6Others6.27%
7Spain5.27%
8Money Market4.31%
9Italy3.97%
Industry sector
1Consumer Discretionary15.22%
2Financials14.31%
3Others14.12%
4Health Care14.05%
5Industrials13.45%
6Consumer Staples11.72%
7Energy6.68%
8Materials6.14%
9Money Market4.31%
Asset type
1French Equities36.68%
2German Equities14.13%
3UK Equities13.24%
4Dutch Equities8.81%
5Swiss Equities7.32%
6International Equities6.27%
7Spanish Equities5.27%
8Money Market4.31%
9Italian Equities3.97%
Individual holdings
1ROYAL DUTCH SHELL3.66%
2ROCHE HLDG AG2.42%
3UNILEVER2.31%
4SANOFI2.07%
5TOTAL SA2.06%
6LVMH MOET HENNESSY VUITTON SE2.05%
7NOVARTIS AG2.02%
8PRUDENTIAL PLC1.87%
9VEOLIA ENVIRONNEMENT1.79%
Management
Fund manager group
No data available.
Fund manager company
Generali Investment SICAV
Fund type
Offshore Fund
Fund objective
The objective of the Fund is to outperform its Benchmark and to provide a long-term capital appreciation investing in equities of companies which comply with ESG (Environment, Social and Governance) criteria. The Investment Manager selects stocks of companies having the best environmental, social and corporate governance as regards the following risks: damage to the image of the brand and to the company's reputation, legislative pressure, class action, competitive advantage, immaterial capital and carbon impact. The Fund shall invest at least 75% of its net assets in equities issued by European companies compliant with ESG criteria. The Fund may also invest on an ancillary basis in money market instruments, government bonds, corporate bonds, convertibles and participation rights of European issuers. The Fund may use financial instruments and derivatives for hedging purposes, for efficient portfolio management purposes and for investment purposes.
Benchmark
  • MSCI Europe
Investment style
None
Investment method
Shares
Fund manager
NameSinceBiography
Murielle Villemin01/04/2002
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Czech Republic, Germany, Spain, France, United Kingdom, Hong Kong, Italy, Luxembourg, Netherlands, Offshore, Slovakia
GIS SRI European Equity AX
Initial charge5%
Annual charge0.4%
Min single investment£500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.53%
Total expense ratio (TER)0.59%
Bid price-
Offer price-
Mid price141.179
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeG406
GIS SRI European Equity AY
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.53%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price129.119
CurrencyEUR
Price updated02/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeIWE6
GIS SRI European Equity BX
Initial charge5%
Annual charge0.4%
Min single investment£500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.94%
Total expense ratio (TER)0.99%
Bid price-
Offer price-
Mid price117.076
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFHB1
GIS SRI European Equity CX
Initial charge5%
Annual charge0.4%
Min single investment£500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.13%
Total expense ratio (TER)1.19%
Bid price-
Offer price-
Mid price97.911
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeV409
GIS SRI European Equity DX
Initial charge5%
Annual charge1.5%
Min single investment£500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.88%
Total expense ratio (TER)1.88%
Bid price-
Offer price-
Mid price147.721
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG407
GIS SRI European Equity EX
Initial charge5%
Annual charge2.2%
Min single investment£500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.36%
Total expense ratio (TER)2.36%
Bid price-
Offer price-
Mid price138.216
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG408
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.