Fact sheet: State Street Switz Idx Eq

Fund information
Fund name
State Street Switzerland Index Equity I CHF
Fund manager company
State Street Gbl Advisors LUX
Fund type
Offshore Fund
Fund manager
No data available.
Fund objective
The investment objective of the Sub-fund is to seek to track as closely as reasonably possible the performance of the MSCI Switzerland Index ( the Index ) over the long term.
Benchmark
  • MSCI Switzerland
Investment style
Passive/Tracking
Investment method
Physical - Full, Shares
Quick stats
1 Year return
-6.9%
1 Year rank in sector
69/92
Sector
FO Equity - Europe Single Country
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.
0.3%
Fund size
£391m (£446m 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
Pictet Russian Equities81.8%
HSBC GIF Russia Equity67.3%
Pictet Russia Index61.1%
Baring Russia57.4%
SEB 2 Russia40.6%
...more in FO Equity - Europe Single Country

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2%-4.6%-3.2%-6.9%6.7%55.2%
Sector2.9%-0.8%2.9%3%18.8%59.6%
Rank within sector48 / 9372 / 9369 / 9369 / 9263 / 8251 / 77
Quartile3rd4th3rd3rd4th3rd
Calendar performance
 YTD - 20162015201420132012
Fund-7%1%11.4%22.7%17.8%
Sector4.9%9.2%1.7%17.5%18.4%
Rank within sector75 / 9379 / 8929 / 8249 / 7943 / 77
Quartile4th4th2nd3rd3rd
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.
-1.66
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.
0.69
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
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%.
12.06
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.
9.54
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.
-0.34
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.
0.44
Price movement
52 week high10.53
52 week low8.93
Current bid price-
Current offer price-
Current mid price9.73
Region
1Switzerland100%
Industry sector
1Health Care34%
2Consumer Staples23.78%
3Financials17.45%
4Industrials9.24%
5Materials8.95%
6Consumer Discretionary4.89%
7Telecommunications1.13%
8Real Estate0.56%
Asset type
1Swiss Equities100%
Individual holdings
1NESTLE SA22.06%
2ROCHE HLDG AG15.41%
3NOVARTIS AG15.16%
4UBS AG4.94%
5ABB LTD3.87%
6ZURICH INSURANCE GROUP LTD3.76%
7SYNGENTA AG3.55%
8COMPAGNIE FINANCIERE RICHEMONT SA3.2%
9SWISS REINSURANCE2.96%
Management
Fund manager group
State Street
Fund manager company
State Street Gbl Advisors LUX
Fund type
Offshore Fund
Fund objective
The investment objective of the Sub-fund is to seek to track as closely as reasonably possible the performance of the MSCI Switzerland Index ( the Index ) over the long term.
Benchmark
  • MSCI Switzerland
Investment style
Passive/Tracking
Investment method
Physical - Full, Shares
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Offshore, Sweden
State Street Switzerland Index Equity A CHF
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-
CurrencyCHF
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMTPX
State Street Switzerland Index Equity I CHF
Initial charge3%
Annual charge0.2%
Min single investment£3,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.3%
Total expense ratio (TER)0.3%
Bid price-
Offer price-
Mid price9.7311
CurrencyCHF
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE8V3
State Street Switzerland Index Equity I Hedged EUR
Initial charge3%
Annual charge0.23%
Min single investment£3,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.33%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.2951
CurrencyEUR
Price updated17/04/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMZRJ
State Street Switzerland Index Equity I Hedged USD
Initial charge3%
Annual charge0.23%
Min single investment£3,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.33%
Total expense ratio (TER)0.33%
Bid price-
Offer price-
Mid price10.3565
CurrencyUSD
Price updated19/05/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMZRI
State Street Switzerland Index Equity P CHF
Initial charge3%
Annual charge0.6%
Min single investment£50
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price9.6845
CurrencyCHF
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeAHM8
State Street Switzerland Index Equity P EUR
Initial charge3%
Annual charge0.6%
Min single investment£50
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price9.76
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIKW8
Data provided by

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