Fact sheet: State Street Wld SRI Idx Eq

Fund information
Fund name
State Street World SRI Index Equity I USD
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 World Index (the "Index") as closely as reasonably possible over the long term. It is currently anticipated that the Fund will track the Index with a potential variation of up to 1% annually under normal market conditions.
Benchmark
  • MSCI World
Investment style
Passive/Tracking
Investment method
Physical - Full, Shares
Quick stats
1 Year return
9.3%
1 Year rank in sector
37/68
Sector
FO Equity - Ethical
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.
0.39%
Fund size
£545m (£829m 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.
92
Top in this sector
Fund name1 Year
Alquity Latin America48.5%
Impax Environmental Markets40.5%
Impax Asian Envt Markets34.8%
Pictet GlbEnvrOpp34.4%
Alquity Asia30.6%
...more in FO Equity - Ethical

Performance snapshot

Holdings snapshot

  • USA59.6%
    Japan8.8%
    UK7.2%
    International5.8%
    Canada3.6%
  • Financials19.8%
    Information Technology14.7%
    Health Care13%
    Consumer Discretionary12.4%
    Industrials11.1%
  • US Equities59.6%
    Japanese Equities8.8%
    UK Equities7.2%
    International Equities5.8%
    Canadian Equities3.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.5%3.4%5.7%9.3%15.8%73.4%
Sector0.3%6.1%7.8%8.8%21.1%62%
Rank within sector66 / 7656 / 7452 / 7137 / 6838 / 5624 / 46
Quartile4th4th3rd3rd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund4.9%-1.1%4.6%26.5%15.8%
Sector4.9%3.2%7.3%18.4%10.5%
Rank within sector31 / 7051 / 6138 / 5811 / 5014 / 48
Quartile2nd4th3rd1st2nd
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.
0.89
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.
0.31
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%.
11.53
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.
5.7
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.
-0.15
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.
0.76
Price movement
52 week high11.13
52 week low9.25
Current bid price-
Current offer price-
Current mid price10.97
Region
1USA59.57%
2Japan8.76%
3UK7.16%
4International5.76%
5Canada3.61%
6France3.48%
7Germany3.29%
8Switzerland3.26%
9Australia2.65%
Industry sector
1Financials19.75%
2Information Technology14.72%
3Health Care12.98%
4Consumer Discretionary12.42%
5Industrials11.14%
6Consumer Staples10.74%
7Energy6.53%
8Materials4.93%
9Telecommunications3.43%
Asset type
1US Equities59.57%
2Japanese Equities8.76%
3UK Equities7.16%
4International Equities5.76%
5Canadian Equities3.61%
6French Equities3.48%
7German Equities3.29%
8Swiss Equities3.26%
9Australian Equities2.65%
Individual holdings
1APPLE INC1.78%
2MICROSOFT CORP1.32%
3EXXON MOBIL CORP1.13%
4JOHNSON & JOHNSON1%
5GENERAL ELECTRIC CO.0.92%
6AMAZON.COM INC0.91%
7FACEBOOK INC0.86%
8NESTLE SA0.79%
9JPMORGAN CHASE & CO0.78%
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 World Index (the "Index") as closely as reasonably possible over the long term. It is currently anticipated that the Fund will track the Index with a potential variation of up to 1% annually under normal market conditions.
Benchmark
  • MSCI World
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, Switzerland, Germany, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Sweden
State Street World SRI Index Equity A USD
Initial charge3%
Annual charge0.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.5%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyUSD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMTQE
State Street World SRI Index Equity B USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.4852
CurrencyUSD
Price updated21/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMTQD
State Street World SRI Index Equity I USD
Initial charge3%
Annual charge0.3%
Min single investment£3,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.39%
Total expense ratio (TER)0.35%
Bid price-
Offer price-
Mid price10.9705
CurrencyUSD
Price updated21/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeAHQ7
State Street World SRI Index Equity P EUR
Initial charge3%
Annual charge0.6%
Min single investment£50
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)0.69%
Total expense ratio (TER)0.64%
Bid price-
Offer price-
Mid price10.968
CurrencyEUR
Price updated21/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKJ7Y
State Street World SRI Index Equity P USD
Initial charge3%
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyUSD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMTQF
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