Fact sheet: Nomura Quantam Solcap Europe

Fund information
Fund name
Nomura Quantam Solcap Europe I
Fund manager company
Nomura Alternative Investment
Fund type
No data available.
Fund manager
No data available.
Fund objective
The investment objective of the Portfolio is to provide Shareholders with a variable exposure to the performance and net dividends of the large cap Eurozone equities which comprise the Euro Stoxx® 50 Total Return Index (the “Reference Index”), while benefiting from a guarantee from Nomura Bank International plc (the “Guarantor”). The Reference Index provides exposure to 50 of the largest stocks in the Eurozone and is free float market capitalisation weighted. The Guarantor will guarantee that the Portfolio’s Net Asset Value (“NAV”) per Share will always at least equal or exceed 85% of the highest NAV per Share published in respect of the Portfolio during the immediately preceding twelve months (the “Past Year”), the first NAV of the Past Year being the NAV of the first day of the Past Year. If the first day of the Past Year is not a Business Day, the NAV to consider is the NAV of the last previous open Business Day. The last NAV of the Past Year shall be the previous NAV of the current day. For the avoidance of doubt, the Portfolio is not tracking the Reference Index nor is such Reference Index a benchmark for the Portfolio.
Benchmark
No data available.
Investment style
None
Investment method
Shares
Quick stats
1 Year return
-10.9%
1 Year rank in sector
88/100
Sector
FO Equity - Europe ex UK
Yield
-
Fund size
£0m
Top in this sector
Fund name1 Year
JB Mltstck Erlnd Vl Stck28.6%
Waverton European Income22.5%
J Chahine Dgtl Str Eur Ex UK21.6%
Oyster Cont Euro Select21.4%
Guinness European Eq Inc21.4%
...more in FO Equity - Europe ex UK

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.3%-0.7%-3.8%-10.9%--
Sector-1.3%-0.3%1.1%-4.4%15.8%66.3%
Rank within sector51 / 10560 / 10596 / 10488 / 100--
Quartile2nd3rd4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-7%----
Sector-1.7%12.7%3.5%23.2%17.8%
Rank within sector81 / 100----
Quartile4th
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.
-
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.
-
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.
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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%.
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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.
-
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.
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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.
-
Price movement
52 week high102.73
52 week low91.61
Current bid price-
Current offer price-
Current mid price91.78
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
No data available.
Fund manager company
Nomura Alternative Investment
Fund type
No data available.
Fund objective
The investment objective of the Portfolio is to provide Shareholders with a variable exposure to the performance and net dividends of the large cap Eurozone equities which comprise the Euro Stoxx® 50 Total Return Index (the “Reference Index”), while benefiting from a guarantee from Nomura Bank International plc (the “Guarantor”). The Reference Index provides exposure to 50 of the largest stocks in the Eurozone and is free float market capitalisation weighted. The Guarantor will guarantee that the Portfolio’s Net Asset Value (“NAV”) per Share will always at least equal or exceed 85% of the highest NAV per Share published in respect of the Portfolio during the immediately preceding twelve months (the “Past Year”), the first NAV of the Past Year being the NAV of the first day of the Past Year. If the first day of the Past Year is not a Business Day, the NAV to consider is the NAV of the last previous open Business Day. The last NAV of the Past Year shall be the previous NAV of the current day. For the avoidance of doubt, the Portfolio is not tracking the Reference Index nor is such Reference Index a benchmark for the Portfolio.
Benchmark
No data available.
Investment style
None
Investment method
Shares
Fund manager
No data available.
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Germany, France, United Kingdom, Ireland, Italy
Nomura Quantam Solcap Europe I
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 price91.7822
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMULL
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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.