Fact sheet: State Street EMU Index Eq

Fund information
Fund name
State Street EMU Index Equity I Acc EUR
Fund manager company
State Street Gbl Advisors LUX
Fund type
Offshore Fund
Fund manager
No data available.
Fund objective
The objective of the Fund is to track the performance of the MSCI EMU Index (the "Index") as closely as reasonably possible over the long term.
Benchmark
  • MSCI EMU
Investment style
Passive/Tracking
Investment method
Shares, Physical - Full
Quick stats
1 Year return
5%
1 Year rank in sector
49/98
Sector
FO Equity - Europe ex 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.
0.25%
Fund size
£1,724m (£1,636m 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.
107
Top in this sector
Fund name1 Year
J Chahine Dgtl Str Eur Ex UK35%
Oyster Cont Euro Select34.3%
Waverton European Income31.5%
Hermes ErEUKEq29.9%
Guinness European Eq Inc29%
...more in FO Equity - Europe ex UK

Performance snapshot

Holdings snapshot

  • France31.8%
    Germany30.6%
    Netherlands11%
    Spain9.9%
    Italy6.5%
  • Financials19.6%
    Industrials15.1%
    Consumer Discretionary13.7%
    Consumer Staples12.3%
    Materials8.3%
  • French Equities31.8%
    German Equities30.6%
    Dutch Equities11%
    Spanish Equities9.9%
    Italian Equities6.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.1%7%3.4%5%18.8%71.8%
Sector0.5%7.7%5.4%6.3%22.5%75.2%
Rank within sector78 / 10457 / 10363 / 10249 / 9847 / 8742 / 80
Quartile3rd3rd3rd2nd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund-3.6%10.5%4.4%23.8%20%
Sector-1%12.7%3.5%23.2%17.8%
Rank within sector58 / 10157 / 9340 / 9044 / 8444 / 81
Quartile3rd3rd2nd3rd3rd
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.
-1.31
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.
1.18
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.
0.33
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%.
14.87
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.
3.97
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.
-0.02
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 high11.25
52 week low8.79
Current bid price-
Current offer price-
Current mid price10.24
Region
1France31.75%
2Germany30.62%
3Netherlands11.01%
4Spain9.92%
5Italy6.46%
6Belgium4.36%
7Finland3.18%
8Ireland1.63%
9Austria0.57%
Industry sector
1Financials19.63%
2Industrials15.08%
3Consumer Discretionary13.69%
4Consumer Staples12.27%
5Materials8.34%
6Health Care7.92%
7Information Technology7.58%
8Utilities5.48%
9Energy5.29%
Asset type
1French Equities31.75%
2German Equities30.62%
3Dutch Equities11.01%
4Spanish Equities9.92%
5Italian Equities6.46%
6Belgian Equities4.36%
7Finnish Equities3.18%
8Irish Equities1.63%
9Austrian Equities0.57%
Individual holdings
1TOTAL SA2.89%
2ANHEUSER-BUSCH INBEV SA/NV2.69%
3Siemens AG Common Stock (Stamp Exempt)2.47%
4SANOFI2.42%
5BAYER AG2.39%
6SAP SE2.34%
7BASF SE2.02%
8UNILEVER NV2.02%
9ALLIANZ SE1.84%
Management
Fund manager group
State Street
Fund manager company
State Street Gbl Advisors LUX
Fund type
Offshore Fund
Fund objective
The objective of the Fund is to track the performance of the MSCI EMU Index (the "Index") as closely as reasonably possible over the long term.
Benchmark
  • MSCI EMU
Investment style
Passive/Tracking
Investment method
Shares, Physical - Full
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, FE Passive Rateable, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Offshore, Sweden
State Street EMU Index Equity A EUR
Initial charge3%
Annual charge0.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.4%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyEUR
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMTPQ
State Street EMU Index Equity B EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.05%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.2595
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMTPN
State Street EMU Index Equity I Acc EUR
Initial charge3%
Annual charge0.2%
Min single investment£3,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)0.24%
Bid price-
Offer price-
Mid price10.2388
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeAHM1
State Street EMU Index Equity I Dis EUR
Initial charge3%
Annual charge0.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.3%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyEUR
Price updated01/01/1900
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMTPO
State Street EMU Index Equity P EUR
Initial charge3%
Annual charge0.6%
Min single investment£50
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)0.65%
Total expense ratio (TER)0.64%
Bid price-
Offer price-
Mid price10.1975
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeAHJ2
Data provided by

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