Fact sheet: AXA Rosbrg US Sm Cap Alp

Fund information

Fund name
AXA Rosbrg US Small Cap Alpha A USD
Fund company manager
AXA Rosenberg Management Irela
Fund type
SIB
Fund manager
AXA Rosenberg Investment Management Ltd.
since 29/10/2010
Fund objective
The aim of the Sub-Fund is to provide long-term capital growth above that of the Russell 2000 index on a rolling three year basis.
Benchmark
Russell 2000
Investment style
Active,Value
Investment method
Shares

Performance snapshot

Quick stats

1 Year return

17.53 %

1 Year rank in sector

19/40

Sector

FO Equity - Small Cap USA

Yield
-
Fund size

£ 39.2 m

FE Risk score

141

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    99.62%
  • Money Market
    0.38%
  • Information Technology
    28.47%
  • Financials
    18.01%
  • Consumer Discretionary
    16.75%
  • Industrials
    11.47%
  • Real Estate
    8.6%
  • US Equities
    99.62%
  • Money Market
    0.38%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund3.42 %4.26 %17.65 %19.98 %94.92 %
Sector1.23 %6.89 %17.69 %27.44 %85.54 %
Rank within sector6 / 4329 / 4119 / 4024 / 3111 / 28
Quartile th1 st3 rd2 nd4 th2 nd

Calendar performance

YTD-20172016201520142013
Fund3.88 %20 %-6.77 %7.03 %43.33 %
Sector6.84 %18.31 %-4.12 %4.79 %37.92 %
Rank within sector27 / 4114 / 3728 / 3411 / 305 / 30
Quartile th3 rd2 nd4 th2 nd1 st

Risk statistics

Alpha-1.97
Beta1.02
Sharpe0.08
Volatility14.58
Tracking error4.6
Information ratio-0.43
R-Squared0.9

Price movement

52 week high23
52 week low18.75
Current bid price0
Current offer price0
Current mid price23

Holdings by region

  • 99.62% USA
  • 0.38% Money Market

Holdings by sector

  • 28.47% Information Technology
  • 18.01% Financials
  • 16.75% Consumer Discretionary
  • 11.47% Industrials
  • 8.6% Real Estate
  • 6.2% Health Care
  • 3.37% Materials
  • 3.11% Consumer Staples
  • 2.4% Energy
  • 1.19% Utilities

Holdings by asset type

  • 99.62% US Equities
  • 0.38% Money Market

Individual holdings

  • 1.05% STAPLES INC
  • 1.03% UMPQUA HOLDINGS CORP
  • 1.02% CIRRUS LOGIC INC
  • 0.98% ASSURED GUARANTY LTD
  • 0.92% IAC/INTERACTIVE CORP
  • 0.92% ILG INC
  • 0.92% MARVELL TECH GROUP
  • 0.91% NCR CORP
  • 0.89% DELUXE CORP
  • 0.89% QUANTA SERVICES INC