Fact sheet: State Street EMU Sm Cap Eq

Fund information
Fund name
State Street EMU Small Cap Equity P Acc EUR
Fund manager company
State Street Gbl Advisors LUX
Fund type
Offshore Fund
Fund managers
  • Olivier Ekambisince 31/12/1992
  • Eric Chatronsince 31/12/1992
Fund objective
The objective of the Fund is to seek to provide an investment return in excess of the performance of the MSCI EMU Small Cap Index (the 'Index') over the long term.
Benchmark
  • MSCI EMU Small Cap
Investment style
Active
Investment method
Shares
Quick stats
1 Year return
4.9%
1 Year rank in sector
23/47
Sector
FO Equity - Small Cap Europe
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.
1.6%
Fund size
£29m (£30m 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.
97
Top in this sector
Fund name1 Year
Old Mutual Eur(ExUK)SmCo39%
SEB 2 Estn Eur Sm Cap35%
T. Rowe Price Eurpn SmCo Eq26.6%
Montanaro Europ Inc26.5%
Mandarine Uni Sm&MidCpsEur23.8%
...more in FO Equity - Small Cap Europe

Performance snapshot

Holdings snapshot

  • France25%
    Germany24.6%
    Italy19%
    Spain8.3%
    Belgium7.2%
  • Financials24.5%
    Industrials21.1%
    Consumer Discretionary14.3%
    Materials12.1%
    Health Care7.6%
  • French Equities25%
    German Equities24.6%
    Italian Equities19%
    Spanish Equities8.3%
    Belgian Equities7.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.1%13.5%3.8%4.9%37.5%107.4%
Sector0.5%10.8%5%6.5%35.3%102.5%
Rank within sector11 / 4723 / 4730 / 4723 / 4721 / 4223 / 39
Quartile1st2nd3rd2nd2nd3rd
Calendar performance
 YTD - 20162015201420132012
Fund-4%26.7%3.5%33.1%24.1%
Sector-1.5%23.6%3.2%29.7%22.3%
Rank within sector29 / 4713 / 4728 / 4517 / 4127 / 39
Quartile3rd2nd3rd2nd3rd
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.
-0.65
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.
1.17
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.
0.62
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%.
15.52
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.
5.41
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.
0.18
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.
0.89
Price movement
52 week high11.07
52 week low8.94
Current bid price-
Current offer price-
Current mid price10.49
Region
1France24.98%
2Germany24.56%
3Italy19%
4Spain8.29%
5Belgium7.17%
6Finland5.55%
7Netherlands4.96%
8Austria3%
9Ireland1.27%
Industry sector
1Financials24.5%
2Industrials21.07%
3Consumer Discretionary14.26%
4Materials12.06%
5Health Care7.57%
6Information Technology7.51%
7Consumer Staples6.17%
8Utilities3.35%
9Energy2.24%
Asset type
1French Equities24.98%
2German Equities24.56%
3Italian Equities19%
4Spanish Equities8.29%
5Belgian Equities7.17%
6Finnish Equities5.55%
7Dutch Equities4.96%
8Austrian Equities3%
9Irish Equities1.27%
Individual holdings
1EIFFAGE2.64%
2TELEPERFORMANCE2.31%
3EURONEXT2.3%
4GAMESA CORPORACION TECNOLOGICA SA2.26%
5BUZZI UNICEM SPA2.25%
6Deutsche Euroshop AG2.18%
7APERAM SA2.12%
8AEDIFICA2.02%
9DEUTSCHE EUROSHOP AG1.95%
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 seek to provide an investment return in excess of the performance of the MSCI EMU Small Cap Index (the 'Index') over the long term.
Benchmark
  • MSCI EMU Small Cap
Investment style
Active
Investment method
Shares
Fund managers
NameSinceBiography
Olivier Ekambi31/12/1992
Eric Chatron31/12/1992
Compliance
Transparent for Austrian Tax, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Offshore, Sweden
State Street EMU Small Cap Equity A EUR
Initial charge3%
Annual charge0.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyEUR
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMTQG
State Street EMU Small Cap Equity B
Initial charge-
Annual charge-
Min single investment£300,000
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.6536
CurrencyEUR
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJWRX
State Street EMU Small Cap Equity I
Initial charge3%
Annual charge0.75%
Min single investment£3,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.85%
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price10.5737
CurrencyEUR
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM41K
State Street EMU Small Cap Equity P Acc EUR
Initial charge3%
Annual charge1.5%
Min single investment£50
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)1.6%
Total expense ratio (TER)1.6%
Bid price-
Offer price-
Mid price10.494
CurrencyEUR
Price updated26/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeAHP8
State Street EMU Small Cap Equity P Dis EUR
Initial charge3%
Annual charge1.5%
Min single investment£50
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)1.6%
Total expense ratio (TER)1.6%
Bid price-
Offer price-
Mid price10.4941
CurrencyEUR
Price updated26/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeAHP7
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