Fact sheet: MetLife Europe Equity Index Pn

Fund information
Fund name
MetLife Europe Equity Index Pn
Fund manager company
MetLife
Fund type
Pension Fund
Fund manager
No data available.
No data available.
Fund objective
The aim of the Fund is to seek to achieve capital growth for investors by tracking closely the performance of the FTSE World Europe ex UK Index by investing in companies in the Index. Investment will be made directly into constituent companies and via other transferable securities giving exposure to such companies. The Fund may also invest in permitted money-market instruments, permitted deposits, and units in collective investment schemes.Derivatives and forward transactions may be used for the purposes of efficient
Benchmark
  • FTSE World Eur Ex UK TR EUR
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
8.3%
1 Year rank in sector
214/359
Sector
PN Europe Excluding UK
Yield
-
Fund size
£53m (£58m 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.
110
Top in this sector
Fund name1 Year
OMW Old Mut Euro (ex UK) Sm Cos24.9%
OMW Henderson Euro Sm Cos21.9%
Guardian Choices European Pn21.8%
SIP Hend Eurpn Sm Cos Pn21.7%
SIP Neptune Eurpn Opps Pn18.9%
...more in PN Europe Excluding UK

Performance snapshot

Holdings snapshot

  • Eurozone65.2%
    Europe30.8%
    European Emerging Markets2.1%
    USA0.6%
    Money Market0.6%
  • Financial Services19.7%
    Health Care13.8%
    Industrials13.8%
    Consumer Staples13.1%
    Cyclical Consumer Goods11.4%
  • International Equities98.9%
    Money Market0.6%
    Others0.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-6.8%-2.5%6.5%8.3%14%57.7%
Sector-6.4%-1.7%6.7%8.7%19%71.2%
Rank within sector239 / 369233 / 368206 / 368214 / 359269 / 340269 / 312
Quartile3rd3rd3rd3rd4th4th
Calendar performance
 YTD - 20162015201420132012
Fund8.4%3.9%-0.5%23.7%17.5%
Sector7.2%9.4%-0.2%25.6%19.2%
Rank within sector156 / 359327 / 353190 / 341225 / 329215 / 311
Quartile2nd4th3rd3rd3rd
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.
-1.3
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.
1.02
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.
0.14
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%.
11.67
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.
2.68
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.
-0.46
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.
0.95
Price movement
52 week high147.37
52 week low110.05
Current bid price-
Current offer price-
Current mid price134.04
Region
1Eurozone65.22%
2Europe30.81%
3European Emerging Markets2.08%
4USA0.57%
5Money Market0.56%
6Others0.51%
7UK0.25%
Industry sector
1Financial Services19.69%
2Health Care13.81%
3Industrials13.8%
4Consumer Staples13.11%
5Cyclical Consumer Goods11.37%
6Basic Materials8.78%
7Technology4.92%
8Telecommunications Utilities4.24%
9Energy3.91%
Asset type
1International Equities98.93%
2Money Market0.56%
3Others0.51%
Individual holdings
1NESTLE SA4%
2NOVARTIS AG3%
3ROCHE HLDG AG2.89%
4TOTAL SA1.84%
5ANHEUSER-BUSCH INBEV SA/NV1.63%
6SANOFI1.54%
7Siemens AG Common Stock (Stamp Exempt)1.53%
8BAYER AG1.46%
9BASF SE1.45%
Management
Fund manager group
MetLife
Fund manager company
MetLife
Fund type
Pension Fund
Fund objective
The aim of the Fund is to seek to achieve capital growth for investors by tracking closely the performance of the FTSE World Europe ex UK Index by investing in companies in the Index. Investment will be made directly into constituent companies and via other transferable securities giving exposure to such companies. The Fund may also invest in permitted money-market instruments, permitted deposits, and units in collective investment schemes.Derivatives and forward transactions may be used for the purposes of efficient
Benchmark
  • FTSE World Eur Ex UK TR EUR
Investment style
No data available.
Investment method
No data available.
Fund manager
No data available.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
MetLife Europe Equity Index Pn
Initial charge-
Annual charge0.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.23%
Bid price-
Offer price-
Mid price134.04
CurrencyGBX
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBPH4
MetLife Europe Equity Index Pn RP
Initial charge-
Annual charge0.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.23%
Bid price-
Offer price-
Mid price139.76
CurrencyGBX
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDBG2
Data provided by

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