Fact sheet: AXA Rosbrg PanEurpeanSmCapAlp

Fund information

Fund name
AXA Rosbrg Pan European Small Cap Alpha A EUR
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 Pan-European Small Cap Alpha Fund is to provide long-term capital appreciation with a total return greater than the return of the MSCI Europe 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 traded principally on Regulated Markets that the Manager has identified as undervalued and that are issued by companies that have their registered office or carry out a predominant portion of their economic activity (meaning not less than 51%) in developed European countries, including the UK. It is intended that this Sub-Fund will be substantially fully invested in such equity securities. The MSCI Europe Small Cap Index is a float-adjusted, market capitalisation weighted, rulesbased benchmark of securities which fall within the bottom 14% of the available market capitalisation within the European equity universe.
Benchmark
MSCI Europe Small Cap Index
Investment style
Active,Value
Investment method
Shares

Performance snapshot

Quick stats

1 Year return

20.42 %

1 Year rank in sector

28/58

Sector

FO Equity - Small Cap Europe

Yield
-
Fund size

£ 16.1 m

FE Risk score

92

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    26.17%
  • Switzerland
    14.03%
  • Germany
    11.83%
  • France
    10.99%
  • Sweden
    8.32%
  • Industrials
    24.14%
  • Consumer Discretionary
    19.29%
  • Information Technology
    17.44%
  • Materials
    11.1%
  • Financials
    10.22%
  • UK Equities
    26.17%
  • Swiss Equities
    14.03%
  • German Equities
    11.83%
  • French Equities
    10.99%
  • Swedish Equities
    8.32%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.23 %6.45 %20.42 %36.89 %105.63 %
Sector-0.19 %9.93 %19.76 %48.79 %105.61 %
Rank within sector41 / 6048 / 6028 / 5842 / 5121 / 43
Quartile th3 rd4 th2 nd4 th2 nd

Calendar performance

YTD-20172016201520142013
Fund11 %-3.2 %22.19 %6.66 %34.02 %
Sector15.31 %1.02 %23.64 %3.17 %29.66 %
Rank within sector49 / 5941 / 5736 / 5417 / 5118 / 44
Quartile th4 th3 rd3 rd2 nd2 nd

Risk statistics

Alpha-3.02
Beta1.06
Sharpe0.5
Volatility13.82
Tracking error4.4
Information ratio-0.56
R-Squared0.9

Price movement

52 week high38.65
52 week low30.93
Current bid price0
Current offer price0
Current mid price37.63

Holdings by region

  • 26.17% UK
  • 14.03% Switzerland
  • 11.83% Germany
  • 10.99% France
  • 8.32% Sweden
  • 5.62% Belgium
  • 5.35% Italy
  • 3.8% Spain
  • 3.5% Denmark
  • 3.39% Netherlands

Holdings by sector

  • 24.14% Industrials
  • 19.29% Consumer Discretionary
  • 17.44% Information Technology
  • 11.1% Materials
  • 10.22% Financials
  • 5.52% Consumer Staples
  • 4.88% Real Estate
  • 2.65% Energy
  • 2.46% Health Care
  • 0.88% Utilities

Holdings by asset type

  • 26.17% UK Equities
  • 14.03% Swiss Equities
  • 11.83% German Equities
  • 10.99% French Equities
  • 8.32% Swedish Equities
  • 5.62% Belgian Equities
  • 5.35% Italian Equities
  • 3.8% Spanish Equities
  • 3.5% Danish Equities
  • 3.39% Dutch Equities

Individual holdings

  • 1.66% ATOS
  • 1.6% ADECCO GROUP SA
  • 1.42% SWISS LIFE HLDG AG
  • 1.29% ARKEMA
  • 1.25% BALOISE-HLDGS AG
  • 1.19% DEUTSCHE LUFTHANSA AG
  • 1.15% UNITED INTERNET AG
  • 1.11% MEGGITT ORD GBP0.05
  • 1.07% UBISOFT ENTERTAINMENT
  • 1.06% LAGARDERE GROUP S.C.A.