Fact sheet: AXA Rosbrg USEnIdxEqAl

Fund information

Fund name
AXA Rosbrg US Enhanced Index Equity Alpha A USD
Fund company manager
AXA Rosenberg Management Irela
Fund type
SIB
Fund manager(s)
AXA Rosenberg Investment Management Ltd.
since 07/10/2003
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, while seeking to maintain a level of risk close to that of the index.
Benchmark
S&P 500
Investment style
Active,Growth
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

20.51 %

1 Year rank in sector

74/205

Sector

FO Equity - USA

Yield
-
Fund size

£ 2.9 b

FE Risk score

115

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    99.53%
  • Money Market
    0.47%
  • Information Technology
    26.31%
  • Financials
    14.93%
  • Health Care
    13.74%
  • Consumer Discretionary
    11.58%
  • Industrials
    8.82%
  • US Equities
    99.53%
  • Money Market
    0.47%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund2.6 %10.22 %20.51 %37.91 %89.62 %
Sector2.41 %8.08 %17.63 %32.81 %74.17 %
Rank within sector79 / 21669 / 21274 / 20572 / 17445 / 145
Quartile th2 nd2 nd2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund15.45 %10.14 %-1.23 %12.47 %35.06 %
Sector12.47 %8.86 %-1.57 %10.68 %31.81 %
Rank within sector71 / 20890 / 193101 / 17762 / 16539 / 147
Quartile th2 nd2 nd3 rd2 nd2 nd

Risk statistics

Alpha1.93
Beta0.89
Sharpe0.53
Volatility9.92
Tracking error3.45
Information ratio0.32
R-Squared0.9

Price movement

52 week high31.53
52 week low25.51
Current bid price0
Current offer price0
Current mid price31.61

Holdings by region

  • 99.53% USA
  • 0.47% Money Market

Holdings by sector

  • 26.31% Information Technology
  • 14.93% Financials
  • 13.74% Health Care
  • 11.58% Consumer Discretionary
  • 8.82% Industrials
  • 7.23% Consumer Staples
  • 5.39% Energy
  • 3.91% Materials
  • 2.94% Utilities
  • 2.66% Telecommunications Utilities

Holdings by asset type

  • 99.53% US Equities
  • 0.47% Money Market

Individual holdings

  • 3.68% APPLE INC
  • 2.61% ALPHABET INC
  • 2.36% MICROSOFT CORP
  • 1.89% JOHNSON & JOHNSON
  • 1.88% AT&T INC
  • 1.74% PFIZER INC
  • 1.73% FACEBOOK INC
  • 1.54% INTEL CORP
  • 1.4% AMAZON.COM INC
  • 1.4% JPMORGAN CHASE & CO