Fact sheet: Pimco RAE Fun US

Fund information
Fund name
Pimco RAE Fundamental US E Acc USD
Fund manager company
PIMCO Global Advisors(IRL) Ltd
Fund type
No data available.
Fund managers
  • Christopher Brightmansince 10/01/2016
  • Robert Arnottsince 10/01/2016
Fund objective
PIMCO RAE Fundamental US is a fundamentally-weighted, smart beta-based equity strategy that aims to outperform the S&P 500 Index. The fund gains a diversified exposure to the U.S. equity market efficiently by selecting and weighting stocks based on non-price measures of company size (e.g. cash flows, dividends) and then applies additional enhancements designed to improve risk-adjusted returns.
Benchmark
  • S&P 500 (PI)
Investment style
No data available.
Investment method
Shares
Quick stats
1 Year return
9.5%
1 Year rank in sector
59/208
Sector
FO Equity - USA
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
1.25%
Fund size
£14m (£14m last year)
Top in this sector
Fund name1 Year
Dodge & Cox US Stk38.7%
Hermes US SMID Equity35.6%
T. Rowe Price USLgeCapValEq34.8%
Oyster US Selection34.2%
T. Rowe Price US Sm CosEq33.5%
...more in FO Equity - USA

Performance snapshot

Holdings snapshot

  • Americas99%
    Others1%
  • Others32.9%
    Information Technology21%
    Financials12.2%
    Consumer Discretionary11.7%
    Energy11.7%
  • American Equity99%
    Others1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund7.5%2.8%6.7%9.5%--
Sector5.6%1.4%4.8%5.6%19.7%67.4%
Rank within sector57 / 22080 / 21985 / 21459 / 208--
Quartile2nd2nd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund12%----
Sector6.5%-1.6%10.7%31.8%10.2%
Rank within sector52 / 210----
Quartile1st
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.
-
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%.
-
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.
-
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 high10.78
52 week low8.69
Current bid price-
Current offer price-
Current mid price10.81
Region
1Americas99%
2Others1%
Industry sector
1Others32.9%
2Information Technology21%
3Financials12.2%
4Consumer Discretionary11.7%
5Energy11.7%
6Health Care10.5%
Asset type
1American Equity99%
2Others1%
Individual holdings
No data available.
Management
Fund manager group
PIMCO Global Advisors(IRL)
Fund manager company
PIMCO Global Advisors(IRL) Ltd
Fund type
No data available.
Fund objective
PIMCO RAE Fundamental US is a fundamentally-weighted, smart beta-based equity strategy that aims to outperform the S&P 500 Index. The fund gains a diversified exposure to the U.S. equity market efficiently by selecting and weighting stocks based on non-price measures of company size (e.g. cash flows, dividends) and then applies additional enhancements designed to improve risk-adjusted returns.
Benchmark
  • S&P 500 (PI)
Investment style
No data available.
Investment method
Shares
Fund managers
NameSinceBiography
Christopher Brightman10/01/2016
Robert Arnott10/01/2016
Compliance
Transparent for Austrian Tax, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Sweden
Pimco RAE Fundamental US E Acc USD
Initial charge5%
Annual charge1.25%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.25%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.81
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMKCF
Pimco RAE Fundamental US E Unhedged Acc EUR
Initial charge5%
Annual charge1.25%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.25%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.23
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMHFK
Pimco RAE Fundamental US Institutional Acc USD
Initial charge5%
Annual charge0.4%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.4%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.94
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMKCE
Pimco RAE Fundamental US Institutional Unhedged Acc EUR
Initial charge5%
Annual charge0.4%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.4%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.36
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMHFJ
Pimco RAE Fundamental US Institutional Unhedged Acc GBP
Initial charge5%
Annual charge0.4%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.4%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price13.54
CurrencyGBP
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMKCG
Pimco RAE Fundamental US R UnHedged Acc GBP
Initial charge5%
Annual charge0.69%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.69%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price13.48
CurrencyGBP
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMKCH
Pimco RAE Fundamental US T Acc USD
Initial charge-
Annual charge1.65%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.65%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.74
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMKBV
Pimco RAE Fundamental US T Unhedged Acc EUR
Initial charge-
Annual charge1.65%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.65%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.16
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMKCQ
Data provided by

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