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(s)
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

20.99 %

1 Year rank in sector

205/483

Sector

FO Equity - International

Yield
-
Fund size

£ 771.1 m

FE Risk score

107

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    58.57%
  • Europe
    23.44%
  • Japan
    12.49%
  • Pacific ex-Japan
    4.79%
  • Money Market
    0.71%
  • Consumer Discretionary
    19.68%
  • Information Technology
    18.75%
  • Industrials
    17.63%
  • Real Estate
    10.85%
  • Financials
    10.06%
  • North American Equities
    58.57%
  • European Equities
    23.44%
  • Japanese Equities
    12.49%
  • Asia Pacific ex Japan Equities
    4.79%
  • Money Market
    0.71%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund3.58 %9.42 %20.99 %38.08 %82.53 %
Sector3.06 %9.16 %18.04 %31.52 %61.46 %
Rank within sector228 / 501217 / 497205 / 483130 / 38966 / 304
Quartile th2 nd2 nd2 nd2 nd1 st

Calendar performance

YTD-20182017201620152014
Fund2.82 %18.98 %10.2 %0.58 %2.44 %
Sector3.09 %16.28 %7.94 %0.71 %5.96 %
Rank within sector280 / 499197 / 482134 / 438218 / 388250 / 342
Quartile th3 rd2 nd2 nd3 rd3 rd

Risk statistics

Alpha1.58
Beta1
Sharpe0.59
Volatility10.45
Tracking error5.21
Information ratio0.27
R-Squared0.75

Price movement

52 week high52
52 week low42.98
Current bid price0
Current offer price0
Current mid price51.82

Holdings by region

  • 58.57% North America
  • 23.44% Europe
  • 12.49% Japan
  • 4.79% Pacific ex-Japan
  • 0.71% Money Market

Holdings by sector

  • 19.68% Consumer Discretionary
  • 18.75% Information Technology
  • 17.63% Industrials
  • 10.85% Real Estate
  • 10.06% Financials
  • 8.3% Materials
  • 5.16% Health Care
  • 3.7% Consumer Staples
  • 2.5% Energy
  • 1.52% Utilities

Holdings by asset type

  • 58.57% North American Equities
  • 23.44% European Equities
  • 12.49% Japanese Equities
  • 4.79% Asia Pacific ex Japan Equities
  • 0.71% Money Market

Individual holdings

  • 0.8% MTU AERO ENGINES AG
  • 0.79% MANPOWERGROUP
  • 0.76% HUNTSMAN CORP
  • 0.67% RALPH LAUREN CORP
  • 0.66% UNIPER SE
  • 0.61% MURPHY OIL CORP
  • 0.6% LEIDOS HLDGS INC
  • 0.59% CHEMOURS CO (THE)
  • 0.59% LEONARDO SPA
  • 0.59% MGIC INVESTMENT CORP