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

21.75 %

1 Year rank in sector

29/96

Sector

FO Equity - Europe ex UK

Yield
-
Fund size

£ 337.8 m

FE Risk score

119

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    32.41%
  • Germany
    29.29%
  • Netherlands
    11.19%
  • Spain
    10.44%
  • Italy
    7.46%
  • Financials
    20.89%
  • Industrials
    15.53%
  • Consumer Discretionary
    13.58%
  • Consumer Staples
    10.09%
  • Materials
    8.4%
  • French Equities
    32.41%
  • German Equities
    29.29%
  • Dutch Equities
    11.19%
  • Spanish Equities
    10.44%
  • Italian Equities
    7.46%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.57 %8.6 %21.75 %41.69 %75.64 %
Sector2.09 %9.5 %18.94 %45.61 %76.39 %
Rank within sector37 / 9849 / 9629 / 9646 / 8433 / 72
Quartile th2 nd3 rd2 nd3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund14.68 %3.66 %10.69 %4.59 %23.52 %
Sector14.39 %4.14 %12.69 %3.54 %23.24 %
Rank within sector44 / 9645 / 8950 / 8328 / 8038 / 72
Quartile th2 nd3 rd3 rd2 nd3 rd

Risk statistics

Alpha-2.56
Beta1.17
Sharpe0.37
Volatility14.87
Tracking error3.85
Information ratio-0.28
R-Squared0.95

Price movement

52 week high169.16
52 week low134.66
Current bid price0
Current offer price0
Current mid price169.81

Holdings by region

  • 32.41% France
  • 29.29% Germany
  • 11.19% Netherlands
  • 10.44% Spain
  • 7.46% Italy
  • 3.56% Belgium
  • 3.03% Finland
  • 1.37% Ireland
  • 1.25% Others

Holdings by sector

  • 20.89% Financials
  • 15.53% Industrials
  • 13.58% Consumer Discretionary
  • 10.09% Consumer Staples
  • 8.4% Materials
  • 7.92% Information Technology
  • 7.66% Health Care
  • 5.13% Energy
  • 5.05% Utilities
  • 4.04% Telecommunications

Holdings by asset type

  • 32.41% French Equities
  • 29.29% German Equities
  • 11.19% Dutch Equities
  • 10.44% Spanish Equities
  • 7.46% Italian Equities
  • 3.56% Belgian Equities
  • 3.03% Finnish Equities
  • 1.37% Irish Equities
  • 1.25% International Equities

Individual holdings

  • 2.66% TOTAL SA
  • 2.37% SANOFI
  • 2.35% BANCO SANTANDER SA
  • 2.32% BAYER AG
  • 2.26% SAP SE
  • 2.25% SIEMENS AG
  • 2.13% ALLIANZ SE
  • 2.04% BASF SE
  • 2.01% UNILEVER NV
  • 1.91% ANHEUSER-BUSCH INBEV SA/NV