Fact sheet: State Street US Index Eq

Fund information
Fund name
State Street US 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 USA Index (the "Index") as closely as reasonably possible over the long term.
Benchmark
  • MSCI USA
Investment style
Passive/Tracking
Investment method
Physical - Full, Shares
Quick stats
1 Year return
16.1%
1 Year rank in sector
85/206
Sector
FO Equity - USA
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.
0.26%
Fund size
£1,596m (£1,313m 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.
110
Top in this sector
Fund name1 Year
Boost NASDAQ 100 3x LD ETP64.7%
T. Rowe Price USLgCpGthEq56.5%
Boost S&P500 3x LD ETP46.6%
Dodge & Cox US Stk43.8%
Oyster US Selection40.5%
...more in FO Equity - USA

Performance snapshot

Holdings snapshot

  • USA100%
    Canada0%
  • Information Technology21.7%
    Financials14.5%
    Health Care13.9%
    Consumer Discretionary12.7%
    Industrials9.7%
  • US Equities100%
    Canadian Equities0%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.8%4.1%8.2%16.1%29.7%78.6%
Sector-1.6%3.3%8.4%14.9%21.5%60.2%
Rank within sector70 / 21870 / 217102 / 21485 / 20639 / 17542 / 147
Quartile2nd2nd2nd2nd1st2nd
Calendar performance
 YTD - 20172016201520142013
Fund5.1%10.6%0.5%12.4%31.5%
Sector4.1%8.9%-1.6%10.7%31.8%
Rank within sector71 / 21785 / 20572 / 18859 / 17189 / 156
Quartile2nd2nd2nd2nd3rd
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.
2.74
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.
0.91
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%.
10.43
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.
3.66
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.
0.56
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.
0.89
Price movement
52 week high12.58
52 week low10.41
Current bid price-
Current offer price-
Current mid price12.32
Region
1USA99.99%
2Canada0.01%
Industry sector
1Information Technology21.73%
2Financials14.51%
3Health Care13.88%
4Consumer Discretionary12.66%
5Industrials9.66%
6Consumer Staples9.27%
7Energy6.58%
8Utilities3.18%
9Real Estate3.06%
Asset type
1US Equities99.99%
2Canadian Equities0.01%
Individual holdings
1APPLE INC3.43%
2MICROSOFT CORP2.22%
3AMAZON.COM INC1.6%
4EXXON MOBIL CORP1.59%
5JOHNSON & JOHNSON1.57%
6JPMORGAN CHASE & CO1.52%
7FACEBOOK INC1.49%
8WELLS FARGO & CO1.3%
9GENERAL ELECTRIC CO.1.24%
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 USA Index (the "Index") as closely as reasonably possible over the long term.
Benchmark
  • MSCI USA
Investment style
Passive/Tracking
Investment method
Physical - Full, Shares
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, FE Passive Rateable, 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 US Index Equity A USD
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-
CurrencyUSD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMTQA
State Street US Index Equity B
Initial charge-
Annual charge-
Min single investment£10,000,000
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)0.04%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price12.3517
CurrencyUSD
Price updated21/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIAOP
State Street US 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)0.26%
Total expense ratio (TER)0.3%
Bid price-
Offer price-
Mid price12.3151
CurrencyUSD
Price updated21/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeAHN6
State Street US Index Equity I EUR
Initial charge3%
Annual charge0.2%
Min single investment£3,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.26%
Total expense ratio (TER)0.3%
Bid price-
Offer price-
Mid price12.7292
CurrencyEUR
Price updated21/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMOS7
State Street US 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)0.29%
Total expense ratio (TER)0.33%
Bid price-
Offer price-
Mid price12.0849
CurrencyEUR
Price updated21/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFZH9
State Street US Index Equity P
Initial charge3%
Annual charge0.6%
Min single investment£50
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)0.66%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price12.2421
CurrencyUSD
Price updated21/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeAHM4
Data provided by

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