Fact sheet: CMI UK Eq Index Tracking

Fund information

Fund name
CMI UK Equity Index Tracking DC1
Fund company manager
Lemanik Asset Management S.A
Fund type
SIB
Fund manager
Takis Anastassopoulos
since 01/01/2007
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 FTSE All-Share index and 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 SubFund is Sterling.
Benchmark
FTSE All Share TR
Investment style
Passive/Tracking
Investment method
Physical - Full,Shares

Performance snapshot

Quick stats

1 Year return

16.27 %

1 Year rank in sector

26/61

Sector

FO Equity - UK

Yield
-
Fund size

£ 2.4 m

FE Risk score

95

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    90.94%
  • USA
    3.82%
  • Others
    2.6%
  • Money Market
    1.03%
  • Germany
    0.32%
  • Financial Services
    18.94%
  • Consumer Staples
    15.54%
  • Energy
    11.88%
  • Cyclical Consumer Goods
    11.08%
  • Health Care
    9.51%
  • UK Equities
    90.94%
  • US Equities
    3.82%
  • Others
    2.6%
  • Money Market
    1.03%
  • German Equities
    0.32%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.58 %6.79 %16.27 %21.98 %56.82 %
Sector-0.74 %7 %15.58 %24.97 %65.41 %
Rank within sector34 / 6531 / 6426 / 6132 / 5230 / 44
Quartile th3 rd2 nd2 nd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund8.28 %15.73 %-2.39 %0.33 %20.09 %
Sector7.95 %8.85 %4.85 %1 %23.66 %
Rank within sector24 / 6412 / 5748 / 5326 / 4935 / 46
Quartile th2 nd1 st4 th3 rd4 th

Risk statistics

Alpha-0.63
Beta0.97
Sharpe0.28
Volatility9.09
Tracking error3.2
Information ratio-0.26
R-Squared0.88

Price movement

52 week high18.112
52 week low15.592
Current bid price0
Current offer price0
Current mid price17.929

Holdings by region

  • 90.94% UK
  • 3.82% USA
  • 2.6% Others
  • 1.03% Money Market
  • 0.32% Germany
  • 0.31% Ireland
  • 0.21% India
  • 0.16% China
  • 0.16% Japan
  • 0.14% Russia

Holdings by sector

  • 18.94% Financial Services
  • 15.54% Consumer Staples
  • 11.88% Energy
  • 11.08% Cyclical Consumer Goods
  • 9.51% Health Care
  • 8.82% Industrials
  • 8.03% Basic Materials
  • 4.42% Telecommunications Utilities
  • 3.45% Utilities
  • 2.6% Others

Holdings by asset type

  • 90.94% UK Equities
  • 3.82% US Equities
  • 2.6% Others
  • 1.03% Money Market
  • 0.32% German Equities
  • 0.31% Irish Equities
  • 0.21% Indian Equities
  • 0.16% Chinese Equities
  • 0.16% Japanese Equities
  • 0.14% Russian Equities

Individual holdings

  • 5.65% HSBC HOLDINGS PLC
  • 4.27% BRITISH AMERICAN TOBACCO PLC
  • 3.87% ROYAL DUTCH SHELL
  • 3.73% BP PLC
  • 3.43% GLAXOSMITHKLINE PLC
  • 3.35% ROYAL DUTCH SHELL
  • 2.73% ASTRAZENECA PLC
  • 2.54% VODAFONE GROUP
  • 2.45% DIAGEO PLC
  • 2.17% UNILEVER NV