Fact sheet: SEB 1 Europe Index

Fund information
Fund name
SEB 1 Europe Index C EUR SEK
Fund manager company
SEB Asset Management SA
Fund type
No data available.
Fund manager
  • Peter Svalstedtsince 22/03/2013
Fund objective
This Sub-Fund is focused on Europe. The Sub-Fund invests in equities and equity related transferable securities issued by European companies or traded on European markets, without being restricted to a specific industrial sector. The Sub-Fund will be managed passively, aiming to replicate the MSCI Europe Net Total Return Index. The Sub-Fund may also invest in all kinds of liquid Exchange Traded Funds (ETFs), provided that the investment policy of these ETFs corresponds widely to the Investment Policy of the Sub-Fund.
Benchmark
  • MSCI Europe Socially Responsible Index
Investment style
Passive/Tracking
Investment method
Shares, Physical - Full
Quick stats
1 Year return
3.4%
1 Year rank in sector
36/227
Sector
FO Equity - Europe inc UK
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.
0.47%
Fund size
£341m
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.
100
Top in this sector
Fund name1 Year
SPL Parallel Private Equity IC27%
IVI European26.6%
GS Eur CORE Eq Portfolio22.2%
JOHCM European Sel Val17.8%
EP Pan European Opportunities17.1%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • Europe100%
  • Financials18%
    Consumer Staples16%
    Health Care14%
    Industrials12%
    Consumer Discretionary11%
  • European Equities100%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.9%2.9%7.8%3.4%29.5%72.4%
Sector3.3%-1.1%-0.6%-4.3%15.4%60.7%
Rank within sector188 / 23335 / 23421 / 23236 / 22722 / 20067 / 175
Quartile4th1st1st1st1st2nd
Calendar performance
 YTD - 20162015201420132012
Fund3.6%6.3%11.8%24.2%13.1%
Sector-3.7%11.1%4.2%21.1%17.6%
Rank within sector34 / 228167 / 21318 / 20065 / 188160 / 177
Quartile1st4th1st2nd4th
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.
3.7
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.
0.99
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.
0.27
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%.
13.34
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.
5.6
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.
0.63
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.
0.83
Price movement
52 week high62.42
52 week low51.75
Current bid price-
Current offer price-
Current mid price62.76
Region
1Europe100%
Industry sector
1Financials18%
2Consumer Staples16%
3Health Care14%
4Industrials12%
5Consumer Discretionary11%
6Basic Materials8%
7Energy7%
8Information Technology4%
9Telecommunications4%
Asset type
1European Equities100%
Individual holdings
1NESTLE SA3.13%
2ROCHE HLDG AG2.17%
3NOVARTIS AG2.14%
4HSBC HLDGS2.01%
5BP1.5%
6BRITISH AMERICAN TOBACCO1.45%
7ROYAL DUTCH SHELL1.45%
8TOTAL SA1.45%
9GLAXOSMITHKLINE1.31%
Management
Fund manager group
SEB Asset Management
Fund manager company
SEB Asset Management SA
Fund type
No data available.
Fund objective
This Sub-Fund is focused on Europe. The Sub-Fund invests in equities and equity related transferable securities issued by European companies or traded on European markets, without being restricted to a specific industrial sector. The Sub-Fund will be managed passively, aiming to replicate the MSCI Europe Net Total Return Index. The Sub-Fund may also invest in all kinds of liquid Exchange Traded Funds (ETFs), provided that the investment policy of these ETFs corresponds widely to the Investment Policy of the Sub-Fund.
Benchmark
  • MSCI Europe Socially Responsible Index
Investment style
Passive/Tracking
Investment method
Shares, Physical - Full
Fund manager
NameSinceBiography
Peter Svalstedt22/03/2013
Compliance
Transparent for Swiss Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Estonia, United Kingdom, Luxembourg, Latvia, Netherlands, Offshore, Sweden
SEB 1 Europe Index C EUR
Initial charge-
Annual charge0.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.47%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price6.431
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeSM62
SEB 1 Europe Index C EUR NOK
Initial charge-
Annual charge0.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.47%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price57.8482
CurrencyNOK
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeWX87
SEB 1 Europe Index C EUR SEK
Initial charge-
Annual charge0.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.47%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price62.764
CurrencySEK
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeSM63
SEB 1 Europe Index IC EUR
Initial charge-
Annual charge0.2%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price98.676
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFR7V
SEB 1 Europe Index IC P SEK
Initial charge-
Annual charge0.3%
Min single investment£100,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.33%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price119.837
CurrencySEK
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFIXH
SEB 1 Europe Index ID SEK
Initial charge-
Annual charge0.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.45%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price104.351
CurrencySEK
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeE26R
SEB 1 Europe Index ID SEK EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.45%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.6919
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeE5AS
SEB 1 Europe Index ID SEK NOK
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.45%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price96.178
CurrencyNOK
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeE5AT
Data provided by

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