Fact sheet: AXA Rosbrg Gbl Sm Cap Alpha

Fund information

Fund name
AXA Rosbrg Global Small Cap Alpha A USD
Fund company manager
AXA Rosenberg Management Irela
Fund type
SIB
Fund manager
AXA Rosenberg Investment Management Ltd.
since 30/09/1999
Fund objective
The investment objective of the AXA Rosenberg Global Small Cap Alpha Fund is to provide long-term capital appreciation with a total return greater than the return of the MSCI World Small Cap Index on a rolling three-year basis. This Sub-Fund will primarily (meaning not less than 75% of its Net Asset Value) invest in equity securities of small capitalisation companies that the Manager has identified as undervalued and that are traded principally on Regulated Markets across the world. It is intended that this Sub-Fund will be substantially fully invested in such equity securities. The MSCI World Small Cap Index is a float-adjusted, market capitalisation weighted, rules-based benchmark of securities which fall within the bottom 1514% of the available market capitalisation within each developed country of the MSCI World Small Cap Index.
Benchmark
MSCI World Small Cap
Investment style
Active,Value
Investment method
Shares

Performance snapshot

Quick stats

1 Year return

19.92 %

1 Year rank in sector

58/471

Sector

FO Equity - International

Yield
-
Fund size

£ 683.9 m

FE Risk score

102

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    58.55%
  • Europe
    23.17%
  • Japan
    12.11%
  • Pacific ex-Japan
    4.54%
  • Money Market
    1.58%
  • Information Technology
    21.78%
  • Consumer Discretionary
    19.57%
  • Industrials
    15.7%
  • Real Estate
    10.73%
  • Financials
    8.54%
  • North American Equities
    58.55%
  • European Equities
    23.17%
  • Japanese Equities
    12.11%
  • Asia Pacific ex Japan Equities
    4.54%
  • Money Market
    1.58%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund3.91 %9.56 %19.92 %23.67 %84.13 %
Sector1.95 %4.68 %14.42 %20.6 %55.76 %
Rank within sector87 / 502124 / 49258 / 471158 / 37438 / 286
Quartile th1 st2 nd1 st2 nd1 st

Calendar performance

YTD-20172016201520142013
Fund12.84 %10.2 %0.58 %2.44 %38.7 %
Sector10.85 %7.94 %0.71 %5.96 %21.26 %
Rank within sector211 / 485133 / 441220 / 391247 / 3454 / 302
Quartile th2 nd2 nd3 rd3 rd1 st

Risk statistics

Alpha-0.23
Beta1.02
Sharpe0.21
Volatility10.93
Tracking error5.7
Information ratio-0.05
R-Squared0.73

Price movement

52 week high47.68
52 week low38.64
Current bid price0
Current offer price0
Current mid price47.8

Holdings by region

  • 58.55% North America
  • 23.17% Europe
  • 12.11% Japan
  • 4.54% Pacific ex-Japan
  • 1.58% Money Market
  • 0.06% Global Emerging Markets

Holdings by sector

  • 21.78% Information Technology
  • 19.57% Consumer Discretionary
  • 15.7% Industrials
  • 10.73% Real Estate
  • 8.54% Financials
  • 7.36% Materials
  • 4.97% Health Care
  • 4.58% Consumer Staples
  • 2.59% Energy
  • 2.04% Utilities

Holdings by asset type

  • 58.55% North American Equities
  • 23.17% European Equities
  • 12.11% Japanese Equities
  • 4.54% Asia Pacific ex Japan Equities
  • 1.58% Money Market
  • 0.06% Global Emerging Market Equities

Individual holdings

  • 0.81% MANPOWERGROUP
  • 0.8% LEIDOS HLDGS INC
  • 0.79% DEUTSCHE LUFTHANSA AG
  • 0.72% SYNOPSYS INC
  • 0.7% MTU AERO ENGINES AG
  • 0.69% XEROX CORP
  • 0.68% JABIL INC
  • 0.66% RALPH LAUREN CORP
  • 0.63% BOOZ ALLEN HAMILTON HLDG CORP
  • 0.62% ON SEMICONDUCTOR CORP