Fact sheet: ReAssure HL SHEurEqIdxTkrPn

Fund information
Fund name
ReAssure HL SH European Equity Index Tracker Pn 1
Fund manager company
ReAssure Limited
Fund type
Pension Fund
Fund manager
No data available.
No data available.
Fund objective
This Fund aims, before charges, to match the total return of the index that comprises Large and Mid cap stocks providing coverage of the developed markets in Europe excluding the UK, through direct and indirect investment in the shares of companies listed in Europe (but not the UK).
Benchmark
  • FTSE World Europe EX UK
Investment style
Passive/Tracking
Investment method
Indices
Quick stats
1 Year return
10.6%
1 Year rank in sector
188/358
Sector
PN Europe Excluding UK
Yield
-
Fund size
£76m
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.
106
Bid price
397.91
Offer price
397.91
Top in this sector
Fund name1 Year
OMW Old Mut Euro (ex UK) Sm Cos28.1%
OMW Henderson Euro Sm Cos24.3%
SIP Hend Eurpn Sm Cos Pn24.1%
Guardian Choices European Pn23.4%
L&G JPM Europe Sm Cos Pn19.5%
...more in PN Europe Excluding UK

Performance snapshot

Holdings snapshot

  • Eurozone66.1%
    Europe32.8%
    Money Market0.5%
    USA0.4%
    UK0.2%
  • Financial Services17.7%
    Health Care15.3%
    Industrials14.2%
    Consumer Staples13.7%
    Cyclical Consumer Goods11%
  • Eurozone Equity 66.1%
    European Equities32.8%
    Money Market0.5%
    US Equities0.4%
    UK Equities0.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-5.6%-0.8%10.4%10.6%14.6%45.9%
Sector-5.8%-0.8%8.9%10.2%20.2%75.9%
Rank within sector206 / 368162 / 367135 / 367188 / 358285 / 339304 / 311
Quartile3rd2nd2nd3rd4th4th
Calendar performance
 YTD - 20162015201420132012
Fund10.1%4.6%-1%24.3%-
Sector8.6%9.4%-0.2%25.6%19.2%
Rank within sector154 / 358302 / 352230 / 340207 / 328-
Quartile2nd4th3rd3rd
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.
-2.16
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.
1.12
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.
0.28
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%.
12.1
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.
3.02
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.
-0.44
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 high425.74
52 week low319.34
Current bid price397.91
Current offer price397.91
Current mid price-
Region
1Eurozone66.06%
2Europe32.79%
3Money Market0.47%
4USA0.44%
5UK0.24%
Industry sector
1Financial Services17.72%
2Health Care15.27%
3Industrials14.19%
4Consumer Staples13.74%
5Cyclical Consumer Goods11%
6Basic Materials8.78%
7Technology5.67%
8Telecommunications Utilities4.25%
9Energy3.71%
Asset type
1Eurozone Equity 66.06%
2European Equities32.79%
3Money Market0.47%
4US Equities0.44%
5UK Equities0.24%
Individual holdings
1NESTLE SA4.54%
2Novartis AG ORD3.44%
3ROCHE HOLDING AG DIVIDEND RIGHT CERT3.17%
4TOTAL SA1.87%
5ANHEUSER-BUSCH INBEV SA1.82%
6Siemens AG Common Stock (Stamp Exempt)1.68%
7BAYER AG1.63%
8NOVO NORDISK A/S1.6%
9SANOFI1.58%
Management
Fund manager group
ReAssure Limited
Fund manager company
ReAssure Limited
Fund type
Pension Fund
Fund objective
This Fund aims, before charges, to match the total return of the index that comprises Large and Mid cap stocks providing coverage of the developed markets in Europe excluding the UK, through direct and indirect investment in the shares of companies listed in Europe (but not the UK).
Benchmark
  • FTSE World Europe EX UK
Investment style
Passive/Tracking
Investment method
Indices
Fund manager
No data available.
Compliance
FE Passive Rateable
Domicile
No data available.
Fund for sale in
United Kingdom
ReAssure HL SH European Equity Index Tracker Pn 1
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1%
Bid price397.91
Offer price397.91
Mid price-
CurrencyGBX
Price updated01/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeHI18
ReAssure HL SH European Equity Index Tracker Pn B
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.75%
Bid price253.43
Offer price253.43
Mid price-
CurrencyGBX
Price updated01/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeGLW5
ReAssure HL SH European Equity Index Tracker Pn N
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 price240.2502
CurrencyGBX
Price updated27/08/2015
Type-
Institutional or retail classRetail
Domicile-
Citi codeGLW6
ReAssure HL SH European Equity Index Tracker Pn S
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1%
Bid price244.38
Offer price244.38
Mid price-
CurrencyGBX
Price updated01/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeGLW7
ReAssure HL SH European Equity Index Tracker Pn U
Initial charge-
Annual charge0.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.65%
Bid price256.66
Offer price256.66
Mid price-
CurrencyGBX
Price updated01/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeGLW8
Data provided by

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You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.