Fact sheet: Lyxor Index Euro Stoxx 50

Fund information
Fund name
Lyxor Index Euro Stoxx 50 SE EUR
Fund manager company
Lyxor Asset Mgt
Fund type
Offshore Fund
Fund manager
No data available.
Fund objective
To replicate the Dow Jones EURO STOXX50 Net Dividend Index, the representative index of Super sector leaders in the Eurozone. The Dow Jones EURO STOXX50 Index captures approximately 60% of the free float market capitalisation of the Dow Jones EURO STOXXTotal Market Index which covers approximately 95% of the free float market capitalisation of the represented countries.
Benchmark
  • DJ Eurostoxx 50
Investment style
Passive/Tracking
Investment method
Synthetic, Shares
Quick stats
1 Year return
2.7%
1 Year rank in sector
65/98
Sector
FO Equity - Europe ex UK
Yield
-
Fund size
£111m
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.
111
Top in this sector
Fund name1 Year
Waverton European Income33.6%
J Chahine Dgtl Str Eur Ex UK33.2%
Oyster Cont Euro Select32.9%
Hermes ErEUKEq31.2%
Guinness European Eq Inc29.4%
...more in FO Equity - Europe ex UK

Performance snapshot

Holdings snapshot

  • France35.3%
    Germany31.4%
    Spain12.7%
    Italy7.9%
    Netherlands5.2%
  • Financials26.6%
    Consumer Goods18.5%
    Industrials11%
    Basic Materials9.9%
    Consumer Services8.3%
  • French Equities35.3%
    German Equities31.4%
    Spanish Equities12.7%
    Italian Equities7.9%
    Dutch Equities5.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.9%0.7%3%2.7%17.7%84.2%
Sector1.5%4.4%5.1%6%23.8%87.4%
Rank within sector18 / 10483 / 10364 / 10265 / 9856 / 8751 / 80
Quartile1st4th3rd3rd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund-3.6%7.5%5.1%24%18.6%
Sector-0%12.7%3.5%23.2%17.8%
Rank within sector69 / 10176 / 9330 / 9042 / 8458 / 81
Quartile3rd4th2nd2nd3rd
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.
-2.25
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.
0.26
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%.
15.64
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.
5.36
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.
-0.15
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.
0.91
Price movement
52 week high1206.14
52 week low926.63
Current bid price-
Current offer price-
Current mid price1084.28
Region
1France35.33%
2Germany31.39%
3Spain12.7%
4Italy7.88%
5Netherlands5.24%
6Belgium3.7%
7UK2.67%
8Finland1.08%
9International0.01%
Industry sector
1Financials26.59%
2Consumer Goods18.47%
3Industrials10.97%
4Basic Materials9.88%
5Consumer Services8.29%
6Oil & Gas7.53%
7Telecommunications5.82%
8Utilities5.8%
9Technology5.58%
Asset type
1French Equities35.33%
2German Equities31.39%
3Spanish Equities12.7%
4Italian Equities7.88%
5Dutch Equities5.24%
6Belgian Equities3.7%
7UK Equities2.67%
8Finnish Equities1.08%
9International Equities0.01%
Individual holdings
1TOTAL SA4.75%
2SANOFI4.68%
3BAYER AG4.64%
4BANCO SANTANDER SA3.96%
5BANCO SANTANDER SA3.69%
6TOTAL SA3.66%
7BASF SE3.36%
8SIEMENS AG3.28%
9ANHEUSER-BUSCH INBEV SA/NV2.84%
Management
Fund manager group
Lyxor
Fund manager company
Lyxor Asset Mgt
Fund type
Offshore Fund
Fund objective
To replicate the Dow Jones EURO STOXX50 Net Dividend Index, the representative index of Super sector leaders in the Eurozone. The Dow Jones EURO STOXX50 Index captures approximately 60% of the free float market capitalisation of the Dow Jones EURO STOXXTotal Market Index which covers approximately 95% of the free float market capitalisation of the represented countries.
Benchmark
  • DJ Eurostoxx 50
Investment style
Passive/Tracking
Investment method
Synthetic, Shares
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, FE Passive Rateable, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Gulf Cooperation Council, Luxembourg, Offshore
Lyxor Index Euro Stoxx 50 IE EUR
Initial charge0.08%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price999.4556
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBBR8
Lyxor Index Euro Stoxx 50 SE EUR
Initial charge0.08%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.08%
Bid price-
Offer price-
Mid price1084.2754
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBBR9
Data provided by

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