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 02/04/2002
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
-2.7%
1 Year rank in sector
67/68
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 (£147m 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.
133
Top in this sector
Fund name1 Year
Alquity Latin America48.5%
Impax Environmental Markets40.5%
Impax Asian Envt Markets34.8%
Pictet GlbEnvrOpp34.4%
Alquity Asia30.6%
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Performance snapshot

Holdings snapshot

  • France38.3%
    Germany16.2%
    UK15.5%
    Netherlands8.3%
    Switzerland8%
  • Industrials16.1%
    Others14.2%
    Health Care13.9%
    Consumer Discretionary13.4%
    Consumer Staples11.6%
  • French Equities38.3%
    German Equities16.2%
    UK Equities15.5%
    Dutch Equities8.3%
    Swiss Equities8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.2%-0%1%-2.7%10.1%54.1%
Sector0.3%6.1%7.8%8.8%21.1%62%
Rank within sector60 / 7669 / 7468 / 7167 / 6846 / 5640 / 46
Quartile4th4th4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-5.6%11.7%1.9%15.9%16.1%
Sector4.9%3.2%7.3%18.4%10.5%
Rank within sector66 / 7013 / 6147 / 5839 / 5012 / 48
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.
-3.66
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.
1.21
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.
0.13
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%.
15.24
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.
-0.35
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.
0.81
Price movement
52 week high165.99
52 week low131.27
Current bid price-
Current offer price-
Current mid price149.37
Region
1France38.26%
2Germany16.21%
3UK15.52%
4Netherlands8.25%
5Switzerland7.97%
6Sweden4.97%
7Others3.51%
8Denmark3.04%
9Spain2.27%
Industry sector
1Industrials16.07%
2Others14.24%
3Health Care13.92%
4Consumer Discretionary13.39%
5Consumer Staples11.57%
6Financials9.77%
7Materials7.46%
8Information Technology6.91%
9Telecommunications Utilities6.67%
Asset type
1French Equities38.26%
2German Equities16.21%
3UK Equities15.52%
4Dutch Equities8.25%
5Swiss Equities7.97%
6Swedish Equities4.97%
7International Equities3.51%
8Danish Equities3.04%
9Spanish Equities2.27%
Individual holdings
1ROYAL DUTCH SHELL3.57%
2ROCHE HLDG AG3%
3ORANGE SA2.36%
4NOVARTIS AG2.16%
5UNILEVER1.97%
6ING GROEP N.V.1.92%
7LVMH MOET HENNESSY VUITTON SE1.9%
8DEUTSCHE POST AG1.81%
9DIAGEO1.81%
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 Villemin02/04/2002
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 price142.435
CurrencyEUR
Price updated21/09/2016
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 price133.776
CurrencyEUR
Price updated21/09/2016
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 price118.198
CurrencyEUR
Price updated21/09/2016
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 price98.898
CurrencyEUR
Price updated21/09/2016
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 price149.37
CurrencyEUR
Price updated21/09/2016
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 price139.951
CurrencyEUR
Price updated21/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG408
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