Fact sheet: State Street EMU Sm Cap Eq

Fund information
Fund name
State Street EMU Small Cap Equity P 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
16%
1 Year rank in sector
16/51
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
£22m (£29m 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.
111
Top in this sector
Fund name1 Year
SEB 2 Estn Eur Sm Cap43.5%
Old Mutual Eur(ExUK)SmCo35.5%
Argos Argonaut28.6%
Nordea 1 Nordic Eq Sm Cp28%
T. Rowe Price Eurpn SmCo Eq25.8%
...more in FO Equity - Small Cap Europe

Performance snapshot

Holdings snapshot

  • Germany26.1%
    France23.4%
    Italy21.1%
    Spain8.1%
    Netherlands5.8%
  • Industrials23.6%
    Financials14.7%
    Consumer Discretionary13.5%
    Materials11.6%
    Real Estate8.2%
  • German Equities26.1%
    French Equities23.4%
    Italian Equities21.1%
    Spanish Equities8.1%
    Dutch Equities5.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.7%8.6%11.7%16%30.4%102.7%
Sector0.9%7%7.7%13.5%30.8%87.7%
Rank within sector9 / 539 / 528 / 5216 / 5129 / 4817 / 39
Quartile1st1st1st2nd3rd2nd
Calendar performance
 YTD - 20172016201520142013
Fund8.2%0.1%26.7%3.5%33.1%
Sector6.1%1%23.6%3.2%29.7%
Rank within sector9 / 5226 / 5112 / 5030 / 4820 / 42
Quartile1st3rd1st3rd2nd
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.
-0.99
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.
0.32
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%.
14.62
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.
4.8
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.
-0.05
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.
0.9
Price movement
52 week high11.94
52 week low9.25
Current bid price-
Current offer price-
Current mid price11.83
Region
1Germany26.12%
2France23.37%
3Italy21.1%
4Spain8.05%
5Netherlands5.8%
6Austria5.09%
7Finland4.9%
8Belgium4.89%
9Ireland0.68%
Industry sector
1Industrials23.6%
2Financials14.69%
3Consumer Discretionary13.48%
4Materials11.63%
5Real Estate8.22%
6Information Technology8.04%
7Health Care7.85%
8Consumer Staples5.79%
9Utilities3.54%
Asset type
1German Equities26.12%
2French Equities23.37%
3Italian Equities21.1%
4Spanish Equities8.05%
5Dutch Equities5.8%
6Austrian Equities5.09%
7Finnish Equities4.9%
8Belgian Equities4.89%
9Irish Equities0.68%
Individual holdings
1TELEPERFORMANCE2.72%
2PHILIPS LIGHTING NV2.48%
3WIENERBERGER AG2.38%
4KESKO -B-2.35%
5MONCLER SPA2.3%
6GAMESA CORPORACION TECNOLOGICA SA2.21%
7APERAM SA2.15%
8BUZZI UNICEM SPA1.99%
9DEUTSCHE EUROSHOP AG1.99%
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 classRetail
Domicile-
Citi codeMTQG
State Street EMU Small Cap Equity B
Initial charge-
Annual charge1.5%
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 price12.1003
CurrencyEUR
Price updated22/03/2017
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 price11.9655
CurrencyEUR
Price updated22/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM41K
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 price11.8327
CurrencyEUR
Price updated22/03/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeAHP7
State Street EMU Small Cap Equity P 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 price11.8325
CurrencyEUR
Price updated22/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeAHP8
Data provided by

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