Fact sheet: J Chahine Dgtl Fds Str Eur

Fund information
Fund name
J Chahine Digital Funds - Stars Europe GBP
Fund manager company
J Chahine Capital
Fund type
Offshore Fund
Fund managers
  • Julien Berniersince 31/05/2001
  • Amine Bennissince 15/01/2012
Fund objective
This fund achievs long-term appreciation of its capital and outperform the broad European markets, through the experienced usage of a sophisticated and proprietary quantitative model developed by Dr Jacques Chahine to identify the stars performers.
Benchmark
  • MSCI Europe Small Cap Index
Investment style
None
Investment method
Shares
Quick stats
1 Year return
-1.6%
1 Year rank in sector
49/227
Sector
FO Equity - Europe inc UK
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.
1.67%
Fund size
£302m (£340m 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.
102
Top in this sector
Fund name1 Year
SPL Parallel Private Equity IC27%
IVI European22.1%
GS Eur CORE Eq Portfolio18.5%
JOHCM European Sel Val14.8%
Mirabaud Eqts PanEur SmllMid13.5%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • UK20.4%
    Germany15.2%
    Switzerland12.8%
    France9.1%
    Sweden8.5%
  • Industrials25.6%
    Materials20.3%
    Consumer Discretionary12.6%
    Information Technology11.1%
    Health Care9.6%
  • UK Equities20.4%
    German Equities15.2%
    Swiss Equities12.8%
    French Equities9.1%
    Swedish Equities8.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.6%-1.6%2.2%-1.6%30.4%110.2%
Sector2.5%-2.6%-1.3%-5.8%13.6%56.3%
Rank within sector104 / 23393 / 23452 / 23249 / 22715 / 2005 / 175
Quartile2nd2nd1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund-1.7%23.5%3.2%36.1%22.2%
Sector-5.2%11.1%4.2%21.1%17.6%
Rank within sector61 / 22814 / 213134 / 2006 / 18843 / 177
Quartile2nd1st3rd1st1st
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.
4.92
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.
0.37
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%.
13.2
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.
5.44
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.
0.87
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.
0.83
Price movement
52 week high265.01
52 week low214.16
Current bid price-
Current offer price-
Current mid price258.37
Region
1UK20.4%
2Germany15.2%
3Switzerland12.8%
4France9.1%
5Sweden8.5%
6Denmark5.9%
7Others5.4%
8Finland4.8%
9Netherlands4.6%
Industry sector
1Industrials25.61%
2Materials20.3%
3Consumer Discretionary12.62%
4Information Technology11.05%
5Health Care9.61%
6Consumer Staples8.79%
7Financials5.33%
8Futures3.08%
9Real Estate1.9%
Asset type
1UK Equities20.4%
2German Equities15.2%
3Swiss Equities12.8%
4French Equities9.1%
5Swedish Equities8.5%
6Danish Equities5.9%
7International Equities5.4%
8Finnish Equities4.8%
9Dutch Equities4.6%
Individual holdings
1ANGLO AMERICAN2.27%
2ORIFLAME HLDG LTD1.53%
3GAMESA CORPORACION TECNOLOGICA SA1.45%
4HENKEL AG & CO KGAA1.41%
5ARCELORMITTAL SA1.35%
Management
Fund manager group
J Chahine Capital
Fund manager company
J Chahine Capital
Fund type
Offshore Fund
Fund objective
This fund achievs long-term appreciation of its capital and outperform the broad European markets, through the experienced usage of a sophisticated and proprietary quantitative model developed by Dr Jacques Chahine to identify the stars performers.
Benchmark
  • MSCI Europe Small Cap Index
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
Julien Bernier31/05/2001An engineering graduate from the Ecole Centrale and holder of a Finance MBA from IAE Paris, J. Bernier began his professional career at J. Chahine Finance (JCF Group) as Senior Consultant before taking charge at Digital Funds. In 2004, following the sale of JCF Group to FactSet, he joined Jacques Chahine at J. Chahine Capital Group. He has made significant improvements to Dr Chahine's original models and perfected the new models used for the hedge fund Chahine MegaCap Alpha.
Amine Bennis15/01/2012After getting his engineering graduation, Amine Bennis began his career in New York as Hedge Fund consultant where he manages the analytic layer of trading and financial applications. Then he spent nearly 2 years in La Financiere Arbevel in Paris developing trading strategies, co-managing a flexible global macro Fund of Funds and structuring diversified portfolios. Amine Bennis join J. Chahine Capital in January 2012 as portfolio manager. He is co-managing the UCITS Digital funds and the SIF Chahine Megacap Europe. He is also in charge of developing and backtesting new strategies.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, France, United Kingdom, Italy, Luxembourg, Offshore, Sweden
J Chahine Digital Funds - Stars Europe D
Initial charge-
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.67%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price145.55
CurrencyEUR
Price updated05/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF84P
J Chahine Digital Funds - Stars Europe EUR
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.67%
Total expense ratio (TER)1.93%
Bid price-
Offer price-
Mid price730.34
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeU299
J Chahine Digital Funds - Stars Europe GBP
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.67%
Total expense ratio (TER)1.96%
Bid price-
Offer price-
Mid price258.37
CurrencyGBP
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeU426
J Chahine Digital Funds - Stars Europe Gulf USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price94.61
CurrencyUSD
Price updated18/01/2011
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF9C8
J Chahine Digital Funds - Stars Europe Hdg USD
Initial charge5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.67%
Total expense ratio (TER)1.89%
Bid price-
Offer price-
Mid price162.7
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC2B9
J Chahine Digital Funds - Stars Europe R EUR
Initial charge5%
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.17%
Total expense ratio (TER)2.42%
Bid price-
Offer price-
Mid price155.51
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC2C0
Data provided by

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