Fact sheet: SSgA MPF North Am Eq Index Pn

Fund information
Fund name
SSgA MPF North American Equity Index Pn
Fund manager company
SSGA UK
Fund type
Pension Fund
Fund manager
No data available.
No data available.
Fund objective
The Fund aims to track the return of the FTSE® All-World Developed North America Index.
Benchmark
  • FTSE AW Developed North America Index
Investment style
Passive/Tracking
Investment method
No data available.
Quick stats
1 Year return
28.4%
1 Year rank in sector
112/309
Sector
PN North America
Yield
-
Fund size
£7,375m (£8,524m 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.
106
Top in this sector
Fund name1 Year
Canlife North American Pn43.6%
FL Investec American AP39.7%
Zurich Investec American Pn38.8%
FL Investec American EP38.2%
FL Schroder US Mid Cap AP37.9%
...more in PN North America

Performance snapshot

Holdings snapshot

  • USA94.8%
    Canada5.2%
  • Financials19%
    Technology17.1%
    Consumer Services12.9%
    Health Care12.9%
    Industrials11.6%
  • US Equities94.8%
    Canadian Equities5.2%

Fund also available on these pension platforms:

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund4.6%7.1%20.2%28.4%63.9%130%
Sector3.8%6.3%18.8%25.4%56.9%114.3%
Rank within sector91 / 321105 / 321130 / 320112 / 30977 / 29654 / 269
Quartile2nd2nd2nd2nd2nd1st
Calendar performance
 YTD - 20162015201420132012
Fund28.3%5.4%19.5%28.2%10.7%
Sector24.1%4.4%18.7%29.2%7%
Rank within sector57 / 309102 / 304125 / 296199 / 28421 / 271
Quartile1st2nd2nd3rd1st
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.
5.82
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.
0.74
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.
1.52
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%.
9.86
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.
5.69
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.
0.29
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.
0.75
Price movement
52 week high7.15
52 week low4.97
Current bid price-
Current offer price-
Current mid price6.99
Region
1USA94.83%
2Canada5.17%
Industry sector
1Financials18.96%
2Technology17.13%
3Consumer Services12.91%
4Health Care12.86%
5Industrials11.6%
6Consumer Goods10.26%
7Oil & Gas7.76%
8Utilities3.19%
9Telecommunications2.71%
Asset type
1US Equities94.83%
2Canadian Equities5.17%
Individual holdings
1APPLE INC3.02%
2MICROSOFT CORP2.23%
3EXXON MOBIL CORP1.71%
4JOHNSON & JOHNSON1.57%
5AMAZON.COM INC1.5%
6FACEBOOK INC1.42%
7GENERAL ELECTRIC CO.1.28%
8JPMORGAN CHASE & CO1.23%
9ALPHABET INC1.18%
Management
Fund manager group
State Street
Fund manager company
SSGA UK
Fund type
Pension Fund
Fund objective
The Fund aims to track the return of the FTSE® All-World Developed North America Index.
Benchmark
  • FTSE AW Developed North America Index
Investment style
Passive/Tracking
Investment method
No data available.
Fund manager
No data available.
Compliance
FE Passive Rateable
Domicile
No data available.
Fund for sale in
United Kingdom, Hong Kong
SSgA MPF North American Equity Index Pn
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 price6.9893
CurrencyGBP
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeWN58
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.