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
11.9%
1 Year rank in sector
160/204
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
£18m (£14m last year)
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.
110
Top in this sector
Fund name1 Year
Boost NASDAQ 100 3x LD ETP99.5%
Boost S&P500 3x LD ETP49.2%
LM Opportunity43.5%
T. Rowe Price USLgCpGthEq41.7%
Dodge & Cox US Stk41%
...more in FO Equity - USA

Performance snapshot

Holdings snapshot

  • USA98.5%
    Money Market1.5%
    Bermuda0%
    UK0%
  • Information Technology18.1%
    Financials15.9%
    Health Care11.2%
    Energy10.6%
    Consumer Discretionary10.3%
  • US Equities98.5%
    Money Market1.5%
    American Emerging Equities0%
    UK Equities0%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.1%-1.6%3.8%11.9%--
Sector0.4%0.8%7.4%15.6%24.3%75.1%
Rank within sector177 / 217176 / 217169 / 213160 / 204--
Quartile4th4th4th4th
Calendar performance
 YTD - 20172016201520142013
Fund2.4%14%---
Sector6.3%8.9%-1.6%10.7%31.8%
Rank within sector172 / 21658 / 202---
Quartile4th2nd
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 high11.5
52 week low9.64
Current bid price-
Current offer price-
Current mid price11.21
Region
1USA98.46%
2Money Market1.48%
3Bermuda0.03%
4UK0.03%
Industry sector
1Information Technology18.1%
2Financials15.87%
3Health Care11.25%
4Energy10.56%
5Consumer Discretionary10.27%
6Industrials9.61%
7Consumer Staples7.83%
8Utilities6.07%
9Materials4.56%
Asset type
1US Equities98.46%
2Money Market1.48%
3American Emerging Equities0.03%
4UK Equities0.03%
Individual holdings
1EXXON MOBIL CORP3.36%
2AT&T INC2.98%
3CHEVRON CORP2.83%
4INTERNATIONAL BUS MACH CORP2.77%
5PFIZER INC2.37%
6APPLE INC2.03%
7JPMorgan Chase & Co ORD1.99%
8INTEL CORP1.9%
9MICROSOFT CORP1.88%
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 price11.21
CurrencyUSD
Price updated25/05/2017
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 price11.14
CurrencyEUR
Price updated25/05/2017
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 price11.39
CurrencyUSD
Price updated25/05/2017
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 price11.32
CurrencyEUR
Price updated25/05/2017
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 price13.84
CurrencyGBP
Price updated25/05/2017
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 price13.77
CurrencyGBP
Price updated25/05/2017
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 price11.13
CurrencyUSD
Price updated25/05/2017
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 price11.06
CurrencyEUR
Price updated25/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMKCQ
Data provided by

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