Fact sheet: State Street EurpValSptlght

Fund information
Fund name
State Street Europe Value Spotlight P
Fund manager company
State Street Gbl Advisors LUX
Fund type
Offshore Fund
Fund manager
  • Lance Grahamsince 17/05/2013
Fund objective
The Sub-fund seeks to provide an investment return in excess of the performance of the MSCI Europe Index (the Index) by 34% per annum over rolling three year periods
Benchmark
  • MSCI Europe
Investment style
Active,Value
Investment method
Shares
Quick stats
1 Year return
25.9%
1 Year rank in sector
8/226
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.
1.6%
Fund size
£418m (£270m 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.
125
Top in this sector
Fund name1 Year
SPL Parallel Private Equity IC47.7%
EP Pan European Opportunities36.8%
GS Eur CORE Eq Portfolio33.1%
IVI European31.5%
EDRF Eur Synrg30.2%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • France20%
    Switzerland16.3%
    UK15.7%
    Germany9.9%
    Netherlands9.9%
  • Financials25.8%
    Industrials22%
    Health Care13.5%
    Consumer Discretionary10.6%
    Materials9.2%
  • French Equities20%
    Swiss Equities16.3%
    UK Equities15.7%
    German Equities9.9%
    Dutch Equities9.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.4%4.3%15.5%25.9%22.8%-
Sector1.9%5%7.5%11.4%20.5%55.7%
Rank within sector95 / 233151 / 23410 / 2318 / 226100 / 197-
Quartile2nd3rd1st1st3rd
Calendar performance
 YTD - 20172016201520142013
Fund4.5%8.8%8.9%-1.9%-
Sector4.6%-0.6%11.1%4.2%21.1%
Rank within sector127 / 23324 / 224125 / 205166 / 194-
Quartile3rd1st3rd4th
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.
-0.07
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.
1.21
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.
0.1
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%.
16.13
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.
6.96
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.
0.07
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.
0.84
Price movement
52 week high13.53
52 week low10.03
Current bid price-
Current offer price-
Current mid price13.45
Region
1France19.96%
2Switzerland16.25%
3UK15.69%
4Germany9.87%
5Netherlands9.85%
6Italy9.71%
7Sweden6.46%
8Austria5.21%
9Spain3.69%
Industry sector
1Financials25.83%
2Industrials22.03%
3Health Care13.49%
4Consumer Discretionary10.63%
5Materials9.16%
6Energy8.95%
7Information Technology6.69%
8Telecommunications3.22%
Asset type
1French Equities19.96%
2Swiss Equities16.25%
3UK Equities15.69%
4German Equities9.87%
5Dutch Equities9.85%
6Italian Equities9.71%
7Swedish Equities6.46%
8Austrian Equities5.21%
9Spanish Equities3.69%
Individual holdings
1AXA3.81%
2ACS ACTIVIDADES DE CONSTRUCCION Y3.69%
3CREDIT SUISSE GROUP3.69%
4EASYJET3.67%
5ENI3.55%
6NOVARTIS AG3.46%
7SWATCH GROUP3.46%
8STANDARD CHARTERED3.44%
9ASM INTERNATIONAL NV3.43%
Management
Fund manager group
State Street
Fund manager company
State Street Gbl Advisors LUX
Fund type
Offshore Fund
Fund objective
The Sub-fund seeks to provide an investment return in excess of the performance of the MSCI Europe Index (the Index) by 34% per annum over rolling three year periods
Benchmark
  • MSCI Europe
Investment style
Active,Value
Investment method
Shares
Fund manager
NameSinceBiography
Lance Graham17/05/2013
Compliance
Transparent for Austrian Tax, Transparent for Swiss 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 Value Spotlight A
Initial charge3%
Annual charge0.85%
Min single investment£250,000
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)0.95%
Bid price-
Offer price-
Mid price10.9937
CurrencyEUR
Price updated23/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMU0X
State Street Europe Value Spotlight B
Initial charge3%
Annual charge1.5%
Min single investment£50
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)1.6%
Bid price-
Offer price-
Mid price14.2691
CurrencyEUR
Price updated23/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJWRJ
State Street Europe Value Spotlight 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 price10.2712
CurrencyEUR
Price updated23/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNIYA
State Street Europe Value Spotlight P
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 price13.4472
CurrencyEUR
Price updated23/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJWRK
Data provided by

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