Fact sheet: LYXOR Pan Africa UCITS ETF

Fund information
Fund name
LYXOR Pan Africa UCITS ETF C EUR
Fund manager company
Lyxor Asset Mgmt Luxembourg SA
Fund type
Offshore Fund
Fund manager
No data available.
Fund objective
The LYXOR UCITS ETF PAN AFRICA is a UCITS compliant exchange traded fund that aims to track as closely as possible the benchmark index SGI Pan Africa Net TR by entering into a return swap contract. For this specific index, Lyxor provides through its swap based ETF the most efficient way of tracking the benchmark, with an expected lower tracking error, while the swap counterparty risk is targeted at 0% via a daily reset mechanism associated with a full property and control of all the assets held. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.
Benchmark
  • SGI Pan Africa Index
Investment style
Passive/Tracking
Investment method
Synthetic
Quick stats
1 Year return
25.3%
1 Year rank in sector
22/258
Sector
FO Equity - Emerging Markets
Yield
-
Fund size
£61m
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.
171
Top in this sector
Fund name1 Year
Charlemagne Magna New Frontrs43.9%
GAM Star Nth of Sth EM Eq38.2%
HSBC GIFEconScaleIxGEMEq35.7%
Templeton BRIC31.8%
Schroder ISF QEP Gl Eg Mts31.3%
...more in FO Equity - Emerging Markets

Performance snapshot

Holdings snapshot

  • South Africa34.2%
    Morocco17.1%
    Egypt16.4%
    Canada12.2%
    Jersey12%
  • Basic Materials34.3%
    Financials32.6%
    Telecommunications Utilities10.3%
    Consumer Services9.5%
    Industrials7%
  • South African Equities34.2%
    African Equity17.1%
    Egyptian Equity16.4%
    UK Equities15.4%
    Canadian Equities12.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.7%-6.4%3.5%25.3%10.4%-17%
Sector-3%-4%6%6.2%-7.7%-0.3%
Rank within sector11 / 263172 / 266165 / 26322 / 25854 / 210152 / 160
Quartile1st3rd3rd1st2nd4th
Calendar performance
 YTD - 20162015201420132012
Fund27.8%-24%10.7%-22.2%1.3%
Sector8.7%-14.3%-1.4%-0.7%14.2%
Rank within sector15 / 258234 / 24124 / 215189 / 189160 / 161
Quartile1st4th1st4th4th
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.
7.34
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.
1.09
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%.
21.77
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.
15.8
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.
0.36
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.
0.47
Price movement
52 week high9.21
52 week low5.48
Current bid price-
Current offer price-
Current mid price8.3
Region
1South Africa34.24%
2Morocco17.07%
3Egypt16.4%
4Canada12.24%
5Jersey12.02%
6UK3.42%
7Denmark2.15%
8Monaco1.51%
9USA0.96%
Industry sector
1Basic Materials34.34%
2Financials32.61%
3Telecommunications Utilities10.32%
4Consumer Services9.54%
5Industrials7.01%
6Oil & Gas4.37%
7Health Care1.81%
Asset type
1South African Equities34.24%
2African Equity17.07%
3Egyptian Equity16.4%
4UK Equities15.44%
5Canadian Equities12.24%
6Danish Equities2.15%
7European Equities1.51%
8US Equities0.96%
Individual holdings
1COMMERCIAL INTL BANK(EGYPT)S.A.E9.82%
2RANDGOLD RESOURCES9.6%
3NASPERS9.54%
4FIRST QUANTUM MINERALS7.57%
5ATTIJARIWAFA BANK6.25%
6SASOL3.61%
7MAROC TELECOM3.59%
8STANDARD BANK GROUP3.52%
9MTN GROUP3.42%
Management
Fund manager group
Lyxor
Fund manager company
Lyxor Asset Mgmt Luxembourg SA
Fund type
Offshore Fund
Fund objective
The LYXOR UCITS ETF PAN AFRICA is a UCITS compliant exchange traded fund that aims to track as closely as possible the benchmark index SGI Pan Africa Net TR by entering into a return swap contract. For this specific index, Lyxor provides through its swap based ETF the most efficient way of tracking the benchmark, with an expected lower tracking error, while the swap counterparty risk is targeted at 0% via a daily reset mechanism associated with a full property and control of all the assets held. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.
Benchmark
  • SGI Pan Africa Index
Investment style
Passive/Tracking
Investment method
Synthetic
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Reporting Fund Status, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Germany, Spain, France, United Kingdom, Italy, Luxembourg, Netherlands, Offshore
LYXOR Pan Africa UCITS ETF C EUR
Initial charge-
Annual charge0.85%
Min single investment£1
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price8.3041
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEVM4
Data provided by

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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.