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

15.63 %

1 Year rank in sector

102/470

Sector

FO Equity - International

Yield
-
Fund size

£ 658.9 m

FE Risk score

102

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    59.4%
  • Europe
    23.51%
  • Japan
    10.32%
  • Pacific ex-Japan
    5.92%
  • Money Market
    0.76%
  • Information Technology
    21.46%
  • Consumer Discretionary
    18.21%
  • Industrials
    17.3%
  • Real Estate
    10.63%
  • Financials
    8.53%
  • North American Equities
    59.4%
  • European Equities
    23.51%
  • Japanese Equities
    10.32%
  • Asia Pacific ex Japan Equities
    5.92%
  • Money Market
    0.76%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.03 %4.19 %15.72 %19.86 %87.98 %
Sector-0.22 %4.85 %11.4 %21.74 %57.3 %
Rank within sector368 / 502314 / 492102 / 470215 / 37439 / 285
Quartile th3 rd3 rd1 st3 rd1 st

Calendar performance

YTD-20172016201520142013
Fund9.3 %10.2 %0.58 %2.44 %38.7 %
Sector9.38 %7.94 %0.71 %5.96 %21.26 %
Rank within sector269 / 487135 / 443221 / 393247 / 3475 / 306
Quartile th3 rd2 nd3 rd3 rd1 st

Risk statistics

Alpha0.44
Beta1.02
Sharpe0.32
Volatility11
Tracking error5.8
Information ratio0.07
R-Squared0.72

Price movement

52 week high47.36
52 week low38.64
Current bid price0
Current offer price0
Current mid price46.3

Holdings by region

  • 59.4% North America
  • 23.51% Europe
  • 10.32% Japan
  • 5.92% Pacific ex-Japan
  • 0.76% Money Market
  • 0.09% Global Emerging Markets

Holdings by sector

  • 21.46% Information Technology
  • 18.21% Consumer Discretionary
  • 17.3% Industrials
  • 10.63% Real Estate
  • 8.53% Financials
  • 8.29% Materials
  • 5.09% Consumer Staples
  • 4.64% Health Care
  • 2.88% Energy
  • 1.58% Utilities

Holdings by asset type

  • 59.4% North American Equities
  • 23.51% European Equities
  • 10.32% Japanese Equities
  • 5.92% Asia Pacific ex Japan Equities
  • 0.76% Money Market
  • 0.09% Global Emerging Market Equities

Individual holdings

  • 0.94% ADECCO GROUP SA
  • 0.92% SYNOPSYS INC
  • 0.84% MANPOWERGROUP
  • 0.74% DEUTSCHE LUFTHANSA AG
  • 0.74% LEIDOS HLDGS INC
  • 0.73% MTU AERO ENGINES AG
  • 0.73% PACKAGING CORP OF AMERICA
  • 0.67% INGREDION INC
  • 0.64% XEROX CORP
  • 0.62% ASSURED GUARANTY LTD