Fact sheet: AXA Rosbrg US Equity Alpha

Fund information

Fund name
AXA Rosbrg US Equity 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 aim of the Sub-Fund is to provide long-term capital growth above that of the S&P 500 index on a rolling three year basis. The S&P 500 index is designed to measure the performance of the shares of the 500 largest US listed companies.
Benchmark
S&P 500
Investment style
Active,Value
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

25.29 %

1 Year rank in sector

58/209

Sector

FO Equity - USA

Yield
-
Fund size

£ 827.5 m

FE Risk score

118

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    99.76%
  • Money Market
    0.24%
  • Information Technology
    26.39%
  • Consumer Discretionary
    17.86%
  • Health Care
    13.09%
  • Financials
    12.23%
  • Consumer Staples
    6.45%
  • US Equities
    99.76%
  • Money Market
    0.24%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund4.41 %13.88 %25.29 %37.89 %96.77 %
Sector3.73 %11.33 %19.73 %35.11 %81.45 %
Rank within sector109 / 21963 / 21858 / 20990 / 17653 / 144
Quartile th2 nd2 nd2 nd3 rd2 nd

Calendar performance

YTD-20182017201620152014
Fund4.81 %20.96 %10.19 %-2.69 %13.14 %
Sector4.27 %16.78 %8.86 %-1.57 %10.68 %
Rank within sector91 / 21965 / 20989 / 193122 / 17652 / 162
Quartile th2 nd2 nd2 nd3 rd2 nd

Risk statistics

Alpha2.15
Beta0.87
Sharpe0.57
Volatility9.8
Tracking error3.57
Information ratio0.34
R-Squared0.89

Price movement

52 week high32.9
52 week low26.29
Current bid price0
Current offer price0
Current mid price32.9

Holdings by region

  • 99.76% USA
  • 0.24% Money Market

Holdings by sector

  • 26.39% Information Technology
  • 17.86% Consumer Discretionary
  • 13.09% Health Care
  • 12.23% Financials
  • 6.45% Consumer Staples
  • 4.72% Industrials
  • 4.55% Materials
  • 4.25% Energy
  • 3.84% Mutual Funds
  • 2.97% Utilities

Holdings by asset type

  • 99.76% US Equities
  • 0.24% Money Market

Individual holdings

  • 3.75% APPLE INC
  • 2.71% JOHNSON & JOHNSON
  • 2.45% ALPHABET INC
  • 2.09% PFIZER INC
  • 2.08% INTEL CORP
  • 2.03% PEPSICO INC
  • 1.93% AT&T INC
  • 1.87% ABBVIE INC
  • 1.85% MICROSOFT CORP
  • 1.78% ORACLE CORP