Fact sheet: Tobam Anti Benchmark € Eq

Fund information
Fund name
Tobam Anti Benchmark Euro Equity B EUR
Fund manager company
Tobam
Fund type
Offshore Fund
Fund manager
  • Team-managedsince 29/06/2006
Fund objective
The fund's primary investment objective is to be exposed to Eurozone equities, by systematically applying the Management Company’s investment process, which aims to outperform the reference index by minimizing risk factor concentration via a maximally diversified portfolio.
Benchmark
  • MSCI Daily TR Net EMU Local
Investment style
None
Investment method
Shares
Quick stats
1 Year return
-11.4%
1 Year rank in sector
91/100
Sector
FO Equity - Europe ex UK
Yield
-
Fund size
£0m
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.
100
Top in this sector
Fund name1 Year
JB Mltstck Erlnd Vl Stck28.6%
Waverton European Income22.5%
J Chahine Dgtl Str Eur Ex UK21.6%
Oyster Cont Euro Select21.4%
Guinness European Eq Inc21.4%
...more in FO Equity - Europe ex UK

Performance snapshot

Holdings snapshot

  • Germany24.7%
    France22.1%
    Finland11.5%
    Ireland9.3%
    Spain8.9%
  • Consumer Discretionary20.8%
    Industrials18.7%
    Consumer Staples11.2%
    Information Technology9.3%
    Utilities8.1%
  • German Equities24.7%
    French Equities22.1%
    Finnish Equities11.5%
    Irish Equities9.3%
    Spanish Equities8.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.2%-3.1%-1.9%-11.4%--
Sector-1.3%-0.3%1.1%-4.4%15.8%66.3%
Rank within sector75 / 10589 / 10582 / 10491 / 100--
Quartile3rd4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-8.2%6.9%---
Sector-1.7%12.7%3.5%23.2%17.8%
Rank within sector90 / 10076 / 91---
Quartile4th4th
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high114.64
52 week low90.59
Current bid price-
Current offer price-
Current mid price102.02
Region
1Germany24.67%
2France22.08%
3Finland11.51%
4Ireland9.26%
5Spain8.89%
6Belgium8.04%
7Netherlands7.31%
8Luxembourg4.09%
9Portugal2.83%
Industry sector
1Consumer Discretionary20.84%
2Industrials18.68%
3Consumer Staples11.24%
4Information Technology9.26%
5Utilities8.09%
6Energy7.82%
7Health Care7.66%
8Real Estate5.35%
9Telecommunications Utilities4.85%
Asset type
1German Equities24.67%
2French Equities22.08%
3Finnish Equities11.51%
4Irish Equities9.26%
5Spanish Equities8.89%
6Belgian Equities8.04%
7Dutch Equities7.31%
8Luxembourg Equities4.09%
9Portuguese Equities2.83%
Individual holdings
1MAN SE5.47%
2COLRUYT SA4.8%
3ENDESA SA4.74%
4KERRY GROUP PLC4.37%
5ORION CORP4.17%
6DEUTSCHE WOHNEN AG3.88%
7SES SA3.83%
8ADIDAS AG3.73%
9NESTE OYJ3.28%
Management
Fund manager group
Tobam
Fund manager company
Tobam
Fund type
Offshore Fund
Fund objective
The fund's primary investment objective is to be exposed to Eurozone equities, by systematically applying the Management Company’s investment process, which aims to outperform the reference index by minimizing risk factor concentration via a maximally diversified portfolio.
Benchmark
  • MSCI Daily TR Net EMU Local
Investment style
None
Investment method
Shares
Fund manager
NameSinceBiography
Team-managed29/06/2006At TOBAM, all portfolios are team-managed by the Portfolio Management and Research team. TOBAM’s portfolio management activities have always been based in Paris and led by the same team since the firm’s inception in 2006, which has grown overtime and currently includes 15 experienced professionals.
Compliance
Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Germany, France, United Kingdom, Luxembourg, Offshore
Tobam Anti Benchmark Euro Equity A EUR
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11286.71
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJIF7
Tobam Anti Benchmark Euro Equity B EUR
Initial charge3%
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price102.02
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJM9T
Data provided by

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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.