Fact sheet: Northern Trust Eurex-UKEqIx

Fund information
Fund name
Northern Trust Europe (ex-UK) Equity Index B EUR
Fund manager company
Northern Trust Invst Funds plc
Fund type
No data available.
Fund manager
  • Nick Dymondsince 01/01/2006
Fund objective
The objective of the fund is to closely match the risk and return characteristics of the MSCI Europe (ex-UK) 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 Europe ex UK
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
-5.4%
1 Year rank in sector
60/100
Sector
FO Equity - Europe ex UK
Yield
-
Fund size
£319m
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.
103
Top in this sector
Fund name1 Year
JB Mltstck Erlnd Vl Stck29.8%
Waverton European Income21%
Guinness European Eq Inc19.3%
Oyster Cont Euro Select19.2%
J Chahine Dgtl Str Eur Ex UK17.7%
...more in FO Equity - Europe ex UK

Performance snapshot

Holdings snapshot

  • France21.8%
    Germany20.5%
    Switzerland19.6%
    Netherlands8.1%
    Spain7.2%
  • Financials19.1%
    Industrials14.8%
    Health Care13.6%
    Consumer Staples13.6%
    Consumer Discretionary11.6%
  • French Equities21.8%
    German Equities20.5%
    Swiss Equities19.6%
    Dutch Equities8.1%
    Spanish Equities7.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.3%-2.7%0.4%-5.4%18.1%66.1%
Sector1.1%-2.1%0.7%-2.8%18.6%62.6%
Rank within sector47 / 10560 / 10554 / 10460 / 10034 / 8938 / 80
Quartile2nd3rd3rd3rd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund-4.9%11.7%6.4%22.6%20%
Sector-2.4%12.7%3.5%23.2%17.8%
Rank within sector63 / 10049 / 9115 / 8951 / 8345 / 79
Quartile3rd3rd1st3rd3rd
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.
-0.5
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.
1.08
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.
0.1
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%.
13.29
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.
3.06
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.
-0.07
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 high240.27
52 week low196.23
Current bid price-
Current offer price-
Current mid price225.66
Region
1France21.84%
2Germany20.52%
3Switzerland19.59%
4Netherlands8.08%
5Spain7.23%
6Sweden6.16%
7Italy4.3%
8Denmark3.8%
9Belgium2.9%
Industry sector
1Financials19.11%
2Industrials14.81%
3Health Care13.61%
4Consumer Staples13.58%
5Consumer Discretionary11.63%
6Materials8.28%
7Information Technology5.57%
8Telecommunications4.08%
9Energy4.06%
Asset type
1French Equities21.84%
2German Equities20.52%
3Swiss Equities19.59%
4Dutch Equities8.08%
5Spanish Equities7.23%
6Swedish Equities6.16%
7Italian Equities4.3%
8Danish Equities3.8%
9Belgian Equities2.9%
Individual holdings
1NESTLE SA4.32%
2ROCHE HLDG AG3.02%
3NOVARTIS AG2.97%
4TOTAL SA2%
5ANHEUSER-BUSCH INBEV SA/NV1.72%
6SANOFI1.68%
7SAP SE1.62%
8SIEMENS AG1.62%
9BAYER AG1.53%
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 fund is to closely match the risk and return characteristics of the MSCI Europe (ex-UK) 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 Europe ex UK
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Nick Dymond01/01/2006Nicholas Dymond is head of our EMEA equity index portfolio management team. Nick joined Northern Trust in 2006. Nicholas is the Head of the Northern Trust Index Equity Portfolio Management team based in London, he manages the index equity portfolio management team and is responsible for EMEA’s valuable institutional index equity business of index funds and segregated portfolios. Prior to this role, he was a portfolio manager responsible for managing a variety of index equity portfolios for large institutional clients, sub-advisory clients, and index funds. Prior to joining Northern Trust in 2006, Nicholas was at State Street, initially in the operations department focusing on Risk Control and Transitions, he joined their global structured products group in 2002 where he was primarily responsible for the management of index portfolios and asset allocation across their pooled funds range. Nicholas is a CFA charterholder and a member of the CFA Institute. Nicholas also earned a MEng in Civil Engineering with Architecture from the University of Leeds.
Compliance
Distributor Status, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Ireland, Offshore
Northern Trust Europe (ex-UK) Equity Index B 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 price225.6597
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeLSV1
Northern Trust Europe (ex-UK) Equity Index B GBP
Initial charge-
Annual charge-
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price187.8612
CurrencyGBP
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN5V3
Northern Trust Europe (ex-UK) Equity Index B 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 price102.8901
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeABLC
Northern Trust Europe (ex-UK) Equity Index C 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 price161.2507
CurrencyEUR
Price updated20/04/2011
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeNCE1
Northern Trust Europe (ex-UK) Equity 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 price115.0135
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKYAY
Data provided by

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