Fact sheet: State Street Eur Index Eq

Fund information
Fund name
State Street Europe Index Equity I
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 Europe Index (the "Index") as closely as reasonably possible over the long term.
Benchmark
  • MSCI Europe
Investment style
Passive/Tracking
Investment method
Shares, Physical - Full
Quick stats
1 Year return
14.8%
1 Year rank in sector
78/227
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.
0.28%
Fund size
£893m (£760m 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.
104
Top in this sector
Fund name1 Year
SPL Parallel Private Equity IC46.9%
EP Pan European Opportunities33.7%
GS Eur CORE Eq Portfolio32%
Sparinvest Eurpn Val30.2%
IVI European30.1%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • UK28.9%
    France15.7%
    Germany14.8%
    Switzerland14%
    Netherlands5.4%
  • Financials20.1%
    Consumer Staples14.2%
    Health Care13.2%
    Industrials13%
    Consumer Discretionary10.7%
  • UK Equities28.9%
    French Equities15.7%
    German Equities14.8%
    Swiss Equities14%
    Dutch Equities5.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.8%5.7%13.6%14.8%24.6%70%
Sector2.9%6.7%11.5%11.9%21.8%63.8%
Rank within sector159 / 234148 / 23288 / 23078 / 22795 / 19882 / 174
Quartile3rd3rd2nd2nd2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund7.4%2.7%8.3%6.9%19.9%
Sector7.6%-0.6%11.1%4.2%21.1%
Rank within sector139 / 23261 / 224133 / 20565 / 194120 / 180
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.
1.33
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.
1.01
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.
0.29
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%.
12.96
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.
3.85
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.
0.33
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.
0.91
Price movement
52 week high11.44
52 week low9.14
Current bid price-
Current offer price-
Current mid price11.56
Region
1UK28.85%
2France15.66%
3Germany14.79%
4Switzerland14.03%
5Netherlands5.39%
6Spain4.96%
7Sweden4.56%
8Others4.05%
9Italy3.23%
Industry sector
1Financials20.11%
2Consumer Staples14.17%
3Health Care13.21%
4Industrials13.01%
5Consumer Discretionary10.69%
6Materials8.38%
7Energy7.05%
8Information Technology4.41%
9Telecommunications4.13%
Asset type
1UK Equities28.85%
2French Equities15.66%
3German Equities14.79%
4Swiss Equities14.03%
5Dutch Equities5.39%
6Spanish Equities4.96%
7Swedish Equities4.56%
8International Equities4.05%
9Italian Equities3.23%
Individual holdings
1NESTLE SA2.9%
2NOVARTIS AG2.19%
3ROCHE HLDG AG2.15%
4HSBC HLDGS2.01%
5BRITISH AMERICAN TOBACCO1.48%
6TOTAL SA1.41%
7ROYAL DUTCH SHELL1.37%
8BP1.33%
9ROYAL DUTCH SHELL1.28%
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 Europe Index (the "Index") as closely as reasonably possible over the long term.
Benchmark
  • MSCI Europe
Investment style
Passive/Tracking
Investment method
Shares, Physical - Full
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, Transparent for German Tax, Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Offshore, Sweden
State Street Europe Index Equity A
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 classRetail
Domicile-
Citi codeMTPR
State Street Europe Index Equity B
Initial charge-
Annual charge-
Min single investment£300,000
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)0.06%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.6002
CurrencyEUR
Price updated24/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeI41K
State Street Europe Index Equity I
Initial charge3%
Annual charge0.2%
Min single investment£3,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.28%
Total expense ratio (TER)0.3%
Bid price-
Offer price-
Mid price11.5637
CurrencyEUR
Price updated24/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeAHM0
State Street Europe Index Equity I Inc
Initial charge3%
Annual charge0.2%
Min single investment£3,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1%
Total expense ratio (TER)0.3%
Bid price-
Offer price-
Mid price11.4707
CurrencyEUR
Price updated24/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeNNEN
State Street Europe Index Equity P
Initial charge3%
Annual charge0.6%
Min single investment£50
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)1%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price11.4909
CurrencyEUR
Price updated24/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeAHJ1
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

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.