Fact sheet: Northern Trust NthAmerEqIdx

Fund information
Fund name
Northern Trust North America Equity Index 5 USD
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 fund is to closely match the risk and return characteristics of the MSCI North America Index. The Fund invests all its assets in equity and equity related securities issued by companies or linked to companies making up the index.
Benchmark
  • MSCI North America
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
8.5%
1 Year rank in sector
20/37
Sector
FO Equity - North America
Yield
-
Fund size
£385m
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.
107
Top in this sector
Fund name1 Year
Sanlam FOUR US Div Inc41%
M&G Offshore North Am Div33.2%
La Mondiale American Equity26.6%
Lloyds North American26%
SEB Nordamerika Små&Medel Blg21.8%
...more in FO Equity - North America

Performance snapshot

Holdings snapshot

  • USA94.3%
    Canada5.8%
  • Information Technology20.8%
    Financials14.7%
    Health Care13.1%
    Consumer Discretionary12.6%
    Consumer Staples9.6%
  • US Equities94.3%
    Canadian Equities5.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.9%1.4%5.4%8.5%25.1%80.3%
Sector6.3%3.5%9%11%29%78.7%
Rank within sector27 / 3924 / 3919 / 3820 / 3716 / 3015 / 24
Quartile3rd3rd2nd3rd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund9.2%-0.1%11.8%29.5%14.7%
Sector12.8%-0.8%12.9%29.7%8.8%
Rank within sector23 / 3719 / 3520 / 3119 / 292 / 25
Quartile3rd3rd3rd3rd1st
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.
-0.63
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.
0.97
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.
0.37
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%.
10.9
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.
3.77
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.
-0.24
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.
0.88
Price movement
52 week high193.14
52 week low156.42
Current bid price-
Current offer price-
Current mid price193.14
Region
1USA94.25%
2Canada5.75%
Industry sector
1Information Technology20.77%
2Financials14.74%
3Health Care13.07%
4Consumer Discretionary12.6%
5Consumer Staples9.57%
6Industrials9.1%
7Energy7.89%
8Materials3.44%
9Utilities3.28%
Asset type
1US Equities94.25%
2Canadian Equities5.75%
Individual holdings
1APPLE INC3.04%
2MICROSOFT CORP2.19%
3EXXON MOBIL CORP1.69%
4AMAZON.COM INC1.56%
5JOHNSON & JOHNSON1.56%
6FACEBOOK INC1.48%
7GENERAL ELECTRIC COMPANY1.31%
8JPMORGAN CHASE & CO1.24%
9ALPHABET INC1.19%
Management
Fund manager group
Northern Trust
Fund manager company
Northern Trust Invst Funds plc
Fund type
No data available.
Fund objective
The objective of fund is to closely match the risk and return characteristics of the MSCI North America Index. The Fund invests all its assets in equity and equity related securities issued by companies or linked to companies making up the index.
Benchmark
  • MSCI North America
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 North America Equity Index 5 USD
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 price193.1361
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeLXO5
Northern Trust North America 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 price275.3996
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeLSV5
Northern Trust North America 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 price139.9684
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKYAZ
Data provided by

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