Fact sheet: Tobam Anti Benchmk US Eq

Fund information
Fund name
Tobam Anti Benchmark US Equity B EUR
Fund manager company
Tobam
Fund type
Offshore Fund
Fund manager
  • Team Managedsince 25/09/2006
Fund objective
The fund's primary investment objective is to be exposed to US equity markets, 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 USA Local
Investment style
None
Investment method
Shares
Quick stats
1 Year return
0.5%
1 Year rank in sector
157/208
Sector
FO Equity - USA
Yield
-
Fund size
£766m
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.
109
Top in this sector
Fund name1 Year
Dodge & Cox US Stk40%
Oyster US Selection34.6%
Hermes US SMID Equity33.9%
T. Rowe Price USLgeCapValEq32.7%
GAM Star Gamco US Eq32.5%
...more in FO Equity - USA

Performance snapshot

Holdings snapshot

  • USA92.2%
    Ireland3.5%
    Canada2.3%
    UK1.5%
    Bermuda0.6%
  • Consumer Discretionary23.6%
    Consumer Staples20.3%
    Utilities15.6%
    Health Care10.8%
    Information Technology10%
  • US Equities92.2%
    Irish Equities3.5%
    Canadian Equities2.3%
    UK Equities1.5%
    North American Equities0.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3%1.8%5.5%0.5%-1.5%-
Sector4%2.4%5.9%5%19.1%70.1%
Rank within sector146 / 220126 / 219118 / 213157 / 208174 / 177-
Quartile3rd3rd3rd4th4th
Calendar performance
 YTD - 20162015201420132012
Fund4.4%-14.7%7.4%39.7%-
Sector7.1%-1.6%10.7%31.8%10.2%
Rank within sector146 / 210192 / 193134 / 17814 / 162-
Quartile3rd4th4th1st
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.
-5.12
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.
0.79
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.
-0.01
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%.
11.47
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.
7.79
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.
-0.81
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.
0.56
Price movement
52 week high205.75
52 week low158.88
Current bid price-
Current offer price-
Current mid price199.54
Region
1USA92.17%
2Ireland3.51%
3Canada2.29%
4UK1.55%
5Bermuda0.58%
6Netherlands0.09%
7Money Market-0.01%
Industry sector
1Consumer Discretionary23.58%
2Consumer Staples20.26%
3Utilities15.64%
4Health Care10.76%
5Information Technology9.99%
6Industrials5.08%
7Real Estate4.64%
8Energy3.9%
9Materials3.75%
Asset type
1US Equities92.17%
2Irish Equities3.51%
3Canadian Equities2.29%
4UK Equities1.55%
5North American Equities0.58%
6Dutch Equities0.09%
7Money Market-0.01%
8Others-0.17%
Individual holdings
1CONSOLIDATED EDISON INC4.99%
2SOUTHERN CO4.98%
3TYSON FOODS INC(DEL)3.16%
4MONSTER BEVERAGE CORP3.01%
5DOLLAR GENERAL CORP2.96%
6WHOLE FOODS MARKET INC2.91%
7VMWARE INC2.83%
8STERICYCLE INC2.79%
9REALTY INCOME CORP2.75%
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 US equity markets, 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 USA Local
Investment style
None
Investment method
Shares
Fund manager
NameSinceBiography
Team Managed25/09/2006At 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 14 experienced professionals.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Germany, France, United Kingdom, Luxembourg, Offshore
Tobam Anti Benchmark US Equity A USD
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 price14095
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeK1Z7
Tobam Anti Benchmark US Equity A1 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 price13286.73
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeK1Z8
Tobam Anti Benchmark US Equity A2
Initial charge5%
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 price10924.67
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM86J
Tobam Anti Benchmark US Equity A3
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price8746.96
CurrencyUSD
Price updated10/03/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMATA
Tobam Anti Benchmark US Equity A4
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price8762.34
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMATB
Tobam Anti Benchmark US 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 price199.54
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0WWT
Tobam Anti Benchmark US Equity R1
Initial charge3%
Annual charge0.55%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price131.08
CurrencyGBP
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeM86K
Tobam Anti Benchmark US Equity R2
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price90.53
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMATC
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.