Fact sheet: Invesco Emg Mkt Quant Eq

Fund information
Fund name
Invesco Emerging Market Quantitative Equity E EUR
Fund manager company
Invesco Management S.A.
Fund type
Offshore Fund
Fund managers
  • Alexander Tavernarosince 31/05/2010
  • Alexander Uhlmannsince 31/05/2010
Fund objective
The objective of this Fund is to achieve long-term capital growth through investment in companies in emerging markets.
Benchmark
  • MSCI Emerging Markets
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
18.1%
1 Year rank in sector
50/258
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.
2.14%
Fund size
£66m (£56m 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.
131
Top in this sector
Fund name1 Year
Charlemagne Magna New Frontrs46.8%
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HSBC GIFEconScaleIxGEMEq42.2%
Dimensional EmMkt Tgt Val38%
Schroder ISF QEP Gl Eg Mts37.1%
...more in FO Equity - Emerging Markets

Performance snapshot

Holdings snapshot

  • China24.5%
    Korea14.8%
    Others14.5%
    Taiwan11.8%
    India7.6%
  • Information Technology22%
    Financials21.8%
    Consumer Discretionary10%
    Energy9%
    Materials8.1%
  • Chinese Equities24.5%
    South Korean Equities14.8%
    International Equities14.5%
    Taiwanese Equities11.8%
    Indian Equities7.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.1%1.3%15.2%18.1%16.7%20.3%
Sector-2.6%-4%5.4%9.2%-6.3%3.1%
Rank within sector21 / 26320 / 26734 / 26350 / 25839 / 21056 / 161
Quartile1st1st1st1st1st2nd
Calendar performance
 YTD - 20162015201420132012
Fund19.4%-9.6%8.7%-11.3%17.3%
Sector10.6%-14.3%-1.4%-0.7%14.2%
Rank within sector47 / 25878 / 24137 / 215185 / 19083 / 162
Quartile1st2nd1st4th3rd
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.
7.21
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.
1.04
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.
0.03
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%.
15.53
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.
6.24
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.
1.1
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.
0.84
Price movement
52 week high9.66
52 week low6.9
Current bid price-
Current offer price-
Current mid price9.41
Region
1China24.5%
2Korea14.8%
3Others14.5%
4Taiwan11.8%
5India7.6%
6Brazil7.3%
7South Africa7.1%
8Russia4.6%
9Money Market4.3%
Industry sector
1Information Technology22%
2Financials21.8%
3Consumer Discretionary10%
4Energy9%
5Materials8.1%
6Consumer Staples7.5%
7Others7.1%
8Industrials6.4%
9Money Market4.3%
Asset type
1Chinese Equities24.5%
2South Korean Equities14.8%
3International Equities14.5%
4Taiwanese Equities11.8%
5Indian Equities7.6%
6Brazilian Equities7.3%
7South African Equities7.1%
8Russian Equities4.6%
9Money Market4.3%
Individual holdings
1SAMSUNG ELECTRONICS CO4.8%
2TAIWAN SEMICONDUCTOR MANUFACTURING3.6%
3MINI MSCI EMG MKT DEC16MESZ63.4%
4CHINA CONSTRUCTION BANK2.3%
5TENCENT HLDGS LIMITED2.2%
6LUKOIL OAO1.6%
7COSAN SA INDUSTRIA E COM1.5%
8CHINA COMMUNICATIONS SERVICES CORP1.4%
9POWERTECH TECHNOLOGY INC1.4%
Management
Fund manager group
No data available.
Fund manager company
Invesco Management S.A.
Fund type
Offshore Fund
Fund objective
The objective of this Fund is to achieve long-term capital growth through investment in companies in emerging markets.
Benchmark
  • MSCI Emerging Markets
Investment style
Growth
Investment method
Shares
Fund managers
NameSinceBiography
Alexander Tavernaro31/05/2010Based in Frankfurt, Alexander is a member of the Portfolio Management Team and is responsible for business development, risk control and investment communication. He started his investment career in 1994 at ABN AMRO in Frankfurt before moving in 2004 to Feri in Bad Homburg. He joined our company in 2004. He holds a “Diplom Kaufmann” degree from Fernuniversitaet Hagen and holds the Chartered Financial Analyst® (CFA®) designation and is a member of the German CFA Society.
Alexander Uhlmann31/05/2010Based in Frankfurt, Alexander is a member of the Portfolio Management Team and is responsible for business development, risk control and investment communication. He started his investment career when he joined our company in 1997. He holds a “Diplom Betriebswirt (FH)” degree from Frankfurt School of Finance and Management, and is a CFA Charterholder and a member of the German CFA Society.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Hong Kong, Ireland, Italy, Jersey, Luxembourg, Macau, Netherlands, Norway, Offshore, Portugal, Singapore, Sweden
Invesco Emerging Market Quantitative Equity A Hedged EUR
Initial charge5.26%
Annual charge1.25%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.64%
Total expense ratio (TER)1.62%
Bid price-
Offer price-
Mid price7.99
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJ4B3
Invesco Emerging Market Quantitative Equity A USD
Initial charge5.26%
Annual charge1.25%
Min single investment£1,500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.64%
Total expense ratio (TER)1.62%
Bid price-
Offer price-
Mid price10.48
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJ4B0
Invesco Emerging Market Quantitative Equity C Hedged EUR
Initial charge5.26%
Annual charge0.75%
Min single investment£800,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.04%
Total expense ratio (TER)1.02%
Bid price-
Offer price-
Mid price8.31
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJ4B4
Invesco Emerging Market Quantitative Equity C USD
Initial charge5.26%
Annual charge0.75%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.04%
Total expense ratio (TER)1.02%
Bid price-
Offer price-
Mid price10.89
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJ4B1
Invesco Emerging Market Quantitative Equity E EUR
Initial charge3.09%
Annual charge1.75%
Min single investment£500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.14%
Total expense ratio (TER)2.13%
Bid price-
Offer price-
Mid price9.41
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJ4B2
Invesco Emerging Market Quantitative Equity I EUR
Initial charge-
Annual charge-
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.13%
Bid price-
Offer price-
Mid price10.72
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJ4B6
Invesco Emerging Market Quantitative Equity R USD
Initial charge-
Annual charge1.25%
Min single investment£1,500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.33%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.88
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEA4D
Invesco Emerging Market Quantitative Equity Z Acc EUR
Initial charge5.26%
Annual charge0.62%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.01%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price12.61
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFAQZ
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