Fact sheet: State Street Europe Small Cap Eq

Fund information
Fund name
State Street Europe Small Cap Equity P
Fund manager company
State Street Gbl Advisors LUX
Fund type
Offshore Fund
Fund manager
  • Eric Chatronsince 04/05/2015
Fund objective
The Fund seeks to provide an investment return in excess of the performance of the MSCI Europe Small Cap Index (the ”Index”) over the long term.
Benchmark
  • MSCI Europe Small Cap Index
Investment style
Active
Investment method
Shares
Quick stats
1 Year return
2.2%
1 Year rank in sector
41/47
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
£75m (£103m 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.
91
Top in this sector
Fund name1 Year
Old Mutual Eur(ExUK)SmCo41.4%
SEB 2 Estn Eur Sm Cap39%
Montanaro Europ Inc30.6%
T. Rowe Price Eurpn SmCo Eq30.1%
Nordea 1 Nordic Eq Sm Cp27.7%
...more in FO Equity - Small Cap Europe

Performance snapshot

Holdings snapshot

  • UK27.3%
    France15.2%
    Germany14.4%
    Sweden12%
    Italy11%
  • Industrials27.1%
    Financials24%
    Consumer Discretionary16.7%
    Materials9.2%
    Information Technology5.7%
  • UK Equities27.3%
    French Equities15.2%
    German Equities14.4%
    Swedish Equities12%
    Italian Equities11%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.8%8.8%0.2%2.2%36%125%
Sector1.2%10.5%5.8%9.1%36.4%104%
Rank within sector30 / 4737 / 4744 / 4741 / 4727 / 4216 / 39
Quartile3rd4th4th4th3rd2nd
Calendar performance
 YTD - 20162015201420132012
Fund-8.5%24.5%10.6%32.4%30.8%
Sector-0.7%23.6%3.2%29.7%22.3%
Rank within sector43 / 4723 / 476 / 4519 / 419 / 39
Quartile4th2nd1st2nd1st
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.
-1.42
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.
1.16
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.
0.57
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%.
15.1
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.
4.58
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.
0.03
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.
0.93
Price movement
52 week high10.61
52 week low8.34
Current bid price-
Current offer price-
Current mid price9.55
Region
1UK27.33%
2France15.23%
3Germany14.36%
4Sweden11.96%
5Italy11.01%
6Switzerland5.79%
7International4.59%
8Norway3.48%
9Netherlands2.28%
Industry sector
1Industrials27.07%
2Financials23.95%
3Consumer Discretionary16.69%
4Materials9.21%
5Information Technology5.73%
6Health Care5.08%
7Consumer Staples4.34%
8Energy3.51%
9Utilities3.17%
Asset type
1UK Equities27.33%
2French Equities15.23%
3German Equities14.36%
4Swedish Equities11.96%
5Italian Equities11.01%
6Swiss Equities5.79%
7International Equities4.59%
8Norwegian Equities3.48%
9Dutch Equities2.28%
Individual holdings
1CASTELLUM AB2.54%
2EIFFAGE2.33%
3EURONEXT2.1%
4FISCHER(GEORG)AG2.03%
5BILIA AB2.01%
6DOMINO`S PIZZA GROUP PLC2.01%
7SALZGITTER AG1.94%
8BERENDSEN PLC1.9%
9WIENERBERGER AG1.81%
Management
Fund manager group
State Street
Fund manager company
State Street Gbl Advisors LUX
Fund type
Offshore Fund
Fund objective
The Fund seeks to provide an investment return in excess of the performance of the MSCI Europe Small Cap Index (the ”Index”) over the long term.
Benchmark
  • MSCI Europe Small Cap Index
Investment style
Active
Investment method
Shares
Fund manager
NameSinceBiography
Eric Chatron04/05/2015
Compliance
Transparent for Austrian Tax, 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 Small Cap Equity I
Initial charge3%
Annual charge0.75%
Min single investment£3,000,000
Min regular saving£1,000
Available in ISAYes
Ongoing charge (OCF)0.85%
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price9.6476
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKL7H
State Street Europe Small Cap Equity P
Initial charge3%
Annual charge1.5%
Min single investment£50
Min regular saving£50
Available in ISAYes
Ongoing charge (OCF)1.6%
Total expense ratio (TER)1.6%
Bid price-
Offer price-
Mid price9.5455
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeAHP6
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.