Fact sheet: Northern Trust Emrg Mkts Idx

Fund information
Fund name
Northern Trust Emerging Markets Index B EUR
Fund manager company
Northern Trust Invst Funds plc
Fund type
No data available.
Fund manager
No data available.
Fund objective
The objective of The NT Emerging Markets Index Fund is to closely match the risk and return characteristics of the MSCI Emerging Markets Index. The Fund invests all its assets in companies included in the index and utilises proprietary optimisation techniques in an effort to minimise costs and reduce risks.
Benchmark
  • MSCI Emerging Markets Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
12.3%
1 Year rank in sector
95/258
Sector
FO Equity - Emerging Markets
Yield
-
Fund size
£181m
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.
132
Top in this sector
Fund name1 Year
Charlemagne Magna New Frontrs46.8%
GAM Star Nth of Sth EM Eq43.1%
HSBC GIFEconScaleIxGEMEq42.2%
Dimensional EmMkt Tgt Val38%
Schroder ISF QEP Gl Eg Mts37.1%
...more in FO Equity - Emerging Markets

Performance snapshot

Holdings snapshot

  • China26.4%
    Korea14.3%
    Taiwan12.3%
    India8.4%
    Brazil8.4%
  • Financials24.2%
    Information Technology23.6%
    Consumer Discretionary10.4%
    Consumer Staples7.7%
    Energy7.7%
  • Chinese Equities26.4%
    South Korean Equities14.3%
    Taiwanese Equities12.3%
    Indian Equities8.4%
    Brazilian Equities8.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.3%-1.9%10.3%12.3%16.9%25.6%
Sector-2.6%-4%5.4%9.2%-6.3%3.1%
Rank within sector61 / 26371 / 26759 / 26395 / 25838 / 21037 / 161
Quartile1st2nd1st2nd1st1st
Calendar performance
 YTD - 20162015201420132012
Fund13.1%-5.7%10%-7.2%16.1%
Sector10.6%-14.3%-1.4%-0.7%14.2%
Rank within sector84 / 25841 / 24127 / 215159 / 19099 / 162
Quartile2nd1st1st4th3rd
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.
7.96
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.
0.09
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%.
15.01
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.
6.61
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.
1.18
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.
0.81
Price movement
52 week high112.39
52 week low83.05
Current bid price-
Current offer price-
Current mid price107.17
Region
1China26.35%
2Korea14.25%
3Taiwan12.3%
4India8.4%
5Brazil8.35%
6South Africa7.09%
7Mexico3.84%
8Russia3.67%
9Indonesia2.72%
Industry sector
1Financials24.19%
2Information Technology23.58%
3Consumer Discretionary10.44%
4Consumer Staples7.68%
5Energy7.66%
6Materials6.55%
7Telecommunications6.01%
8Industrials5.91%
9Utilities2.92%
Asset type
1Chinese Equities26.35%
2South Korean Equities14.25%
3Taiwanese Equities12.3%
4Indian Equities8.4%
5Brazilian Equities8.35%
6South African Equities7.09%
7Mexican Equities3.84%
8Russian Equities3.67%
9Indonesian Equities2.72%
Individual holdings
1TENCENT HLDGS LTD3.66%
2TAIWAN SEMICONDUCTOR MANUFACTURING3.6%
3SAMSUNG ELECTRONICS CO3.5%
4ALIBABA GROUP HLDG LTD2.79%
5NASPERS1.8%
6CHINA MOBILE LTD1.72%
7CHINA CONSTRUCTION BANK1.51%
8BAIDU INC1.18%
9INDUSTRIAL & COM BK CHNA1.09%
Management
Fund manager group
Northern Trust
Fund manager company
Northern Trust Invst Funds plc
Fund type
No data available.
Fund objective
The objective of The NT Emerging Markets Index Fund is to closely match the risk and return characteristics of the MSCI Emerging Markets Index. The Fund invests all its assets in companies included in the index and utilises proprietary optimisation techniques in an effort to minimise costs and reduce risks.
Benchmark
  • MSCI Emerging Markets Index
Investment style
No data available.
Investment method
No data available.
Fund manager
No data available.
Compliance
Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Offshore
Northern Trust Emerging Markets Index 5 USD
Initial charge-
Annual charge-
Min single investment£500,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price86.9257
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeLXP9
Northern Trust Emerging Markets Index B EUR
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 price107.1667
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMAY5
Northern Trust Emerging Markets Index C EUR
Initial charge-
Annual charge-
Min single investment£500,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price109.8828
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeID7M
Northern Trust Emerging Markets Index C GBP
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 price119.2992
CurrencyGBP
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJEGJ
Northern Trust Emerging Markets Index P1 EUR
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 price108.9266
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKYAV
Data provided by

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