Fact sheet: CMI Euro Equity Tracking

Fund information

Fund name
CMI Euro Equity Tracking DC1
Fund company manager
Lemanik Asset Management S.A
Fund type
SIB
Fund manager(s)
Ian MacDonald
since 01/09/2011
Fund objective
The Sub-Fund aims to achieve long-term capital growth by investing in a diversified portfolio of equities or equity related securities listed on the Dow Jones Euro Stoxx 50 share index, wherever possible, in proportion to their weighting in that index. The aim of the Sub-Fund will be to mirror, as closely as possible, the capital performance of the index. The base currency of this Sub-Fund is Euro.
Benchmark
EURO STOXX 50 NR EUR
Investment style
Passive/Tracking,Growth
Investment method
Shares,Physical - Full

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

23.13 %

1 Year rank in sector

31/96

Sector

FO Equity - Europe ex UK

Yield

1.94

Fund size

£ 2.1 m

FE Risk score

119

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    33.47%
  • Germany
    31.97%
  • Netherlands
    11.76%
  • Spain
    11.13%
  • Italy
    4.76%
  • Financial Services
    22.92%
  • Industrials
    12.97%
  • Cyclical Consumer Goods
    10.88%
  • Consumer Staples
    10.84%
  • Health Care
    9.99%
  • French Equities
    33.47%
  • German Equities
    31.97%
  • Dutch Equities
    11.76%
  • Spanish Equities
    11.13%
  • Italian Equities
    4.76%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund2.57 %6.89 %23.13 %35.61 %62.97 %
Sector2.76 %8.27 %19.98 %45.89 %75.97 %
Rank within sector61 / 9860 / 9631 / 9663 / 8456 / 72
Quartile th3 rd3 rd2 nd3 rd4 th

Calendar performance

YTD-20172016201520142013
Fund13.4 %0 %0 %4.31 %21.41 %
Sector14.61 %4.14 %12.69 %3.54 %23.24 %
Rank within sector60 / 96 / / 32 / 8051 / 72
Quartile th3 rd th th2 nd3 rd

Risk statistics

Alpha1.03
Beta0.6
Sharpe0.25
Volatility13.19
Tracking error11.89
Information ratio-0.27
R-Squared0.32

Price movement

52 week high21.598
52 week low17.152
Current bid price0
Current offer price0
Current mid price21.587

Holdings by region

  • 33.47% France
  • 31.97% Germany
  • 11.76% Netherlands
  • 11.13% Spain
  • 4.76% Italy
  • 3.19% Belgium
  • 1.37% Money Market
  • 1.32% Finland
  • 1.04% USA

Holdings by sector

  • 22.92% Financial Services
  • 12.97% Industrials
  • 10.88% Cyclical Consumer Goods
  • 10.84% Consumer Staples
  • 9.99% Health Care
  • 7.15% Technology
  • 6.91% Basic Materials
  • 5.97% Energy
  • 5.08% Telecommunications Utilities
  • 5.03% Utilities

Holdings by asset type

  • 33.47% French Equities
  • 31.97% German Equities
  • 11.76% Dutch Equities
  • 11.13% Spanish Equities
  • 4.76% Italian Equities
  • 3.19% Belgian Equities
  • 1.37% Money Market
  • 1.32% Finnish Equities
  • 1.04% US Equities

Individual holdings

  • 4.51% TOTAL SA
  • 4.12% SIEMENS AG
  • 3.99% SANOFI
  • 3.77% SAP SE
  • 3.73% BAYER AG
  • 3.55% BANCO SANTANDER SA
  • 3.45% ALLIANZ SE
  • 3.26% UNILEVER NV
  • 3.19% ANHEUSER-BUSCH INBEV SA/NV
  • 3.12% BASF SE