Fact sheet: Amundi Idx MSCI EMU

Fund information

Fund name
Amundi Index MSCI EMU AE Cap
Fund company manager
Amundi Asset Management
Fund type
SIB
Fund manager(s)
Lionel Brafman
since 01/10/2011
Fund objective
The objective of this Sub-Fund is to track the performance of MSCI EMU, and to minimize the tracking error between the net asset value of the Sub-Fund and the performance of the Index. The SubFund aims to achieve a level of tracking error of the SubFund and its index.
Benchmark
MSCI EMU
Investment style
Passive/Tracking
Investment method
Shares,Physical – Sampled/Optimised

Quick stats

1 Year return

16.2 %

1 Year rank in sector

47/93

Sector

FO Equity - Europe ex UK

Yield
-
Fund size

£ 359.5 m

FE Risk score

124

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    32.79%
  • Germany
    30.16%
  • Netherlands
    10.96%
  • Spain
    9.88%
  • Italy
    7.24%
  • Financials
    20.29%
  • Industrials
    15.19%
  • Consumer Discretionary
    13.85%
  • Consumer Staples
    10.05%
  • Materials
    8.73%
  • French Equities
    32.79%
  • German Equities
    30.16%
  • Dutch Equities
    10.96%
  • Spanish Equities
    9.88%
  • Italian Equities
    7.24%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.92 %5.33 %16.2 %30.03 %67.56 %
Sector2.48 %5.25 %16.18 %34.51 %69.73 %
Rank within sector65 / 9843 / 9747 / 9347 / 8132 / 67
Quartile th3 rd2 nd3 rd3 rd2 nd

Calendar performance

YTD-20182017201620152014
Fund3.15 %13.44 %3.66 %10.69 %4.59 %
Sector3.39 %13.47 %4.14 %12.69 %3.54 %
Rank within sector61 / 9845 / 9345 / 8547 / 7924 / 75
Quartile th3 rd2 nd3 rd3 rd2 nd

Risk statistics

Alpha-2.22
Beta1.17
Sharpe0.39
Volatility14.54
Tracking error3.83
Information ratio-0.2
R-Squared0.95

Price movement

52 week high173.35
52 week low146.98
Current bid price0
Current offer price0
Current mid price173.26

Holdings by region

  • 32.79% France
  • 30.16% Germany
  • 10.96% Netherlands
  • 9.88% Spain
  • 7.24% Italy
  • 3.37% Belgium
  • 2.86% Finland
  • 1.5% Ireland
  • 1.24% Others

Holdings by sector

  • 20.29% Financials
  • 15.19% Industrials
  • 13.85% Consumer Discretionary
  • 10.05% Consumer Staples
  • 8.73% Materials
  • 8.2% Information Technology
  • 7.82% Health Care
  • 5.14% Energy
  • 5.04% Utilities
  • 3.86% Telecommunications

Holdings by asset type

  • 32.79% French Equities
  • 30.16% German Equities
  • 10.96% Dutch Equities
  • 9.88% Spanish Equities
  • 7.24% Italian Equities
  • 3.37% Belgian Equities
  • 2.86% Finnish Equities
  • 1.5% Irish Equities
  • 1.24% International Equities

Individual holdings

  • 2.68% TOTAL SA
  • 2.25% SAP SE
  • 2.18% Siemens AG Common Stock (Stamp Exempt)
  • 2.17% BANCO SANTANDER SA
  • 2.12% ALLIANZ SE
  • 2.11% BAYER AG
  • 2.08% BASF SE
  • 2% SANOFI
  • 1.88% UNILEVER NV
  • 1.73% ANHEUSER-BUSCH INBEV SA/NV