Fact sheet: CS Id(L)EqEMktFndm

Fund information

Fund name
CS Index (Lux) Equities Emerging Markets Fundamental FB
Fund company manager
Credit Suisse Fund Management
Fund type
SIB
Fund manager(s)
Credit Suisse AG, Index Solutions
since 23/04/2012
Fund objective
The fund is managed with a indexed approach and is distinguished by its broad diversification, minimal tracking error, and cost-effective management. Strategy Indices deliberately deviate from market capitalization in their weighting in order to capture factor premiums or reduce the investment risk. FTSE RAFI Index constituents are weighted using a composite of fundamental factors (total cash dividends, free cash flow, total sales and book equity value). Consequently the indices are less prone to excessive concentration arising from market fads, which can result in over-exposure to individual companies, sectors or countries.
Benchmark
FTSE RAFI Emerging Index
Investment style
Passive/Tracking
Investment method
Shares,Physical – Sampled/Optimised

Quick stats

1 Year return

27.17 %

1 Year rank in sector

156/258

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 51.3 m

FE Risk score

146

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • China
    28.66%
  • Taiwan
    13.71%
  • Brazil
    13%
  • Russia
    9.31%
  • South Africa
    8.56%
  • Financials
    35.05%
  • Oil & Gas
    19%
  • Basic Materials
    8.88%
  • Telecommunications
    8.73%
  • Technology
    8.4%
  • Chinese Equities
    28.66%
  • Taiwanese Equities
    13.71%
  • Brazilian Equities
    13%
  • Russian Equities
    9.31%
  • South African Equities
    8.56%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund10.79 %16.61 %27.17 %37.46 %19.15 %
Sector6.85 %12.34 %29.34 %25.46 %21.44 %
Rank within sector5 / 27665 / 271156 / 258 / /
Quartile th1 st1 st3 rd th th

Calendar performance

YTD-20182017201620152014
Fund6.35 %25.32 %0 %0 %0 %
Sector3.84 %28.42 %10.7 %-14.35 %-1.42 %
Rank within sector12 / 276167 / 258 / / /
Quartile th1 st3 rd th th th

Risk statistics

Alpha0.08
Beta1.42
Sharpe0.26
Volatility20.61
Tracking error10.11
Information ratio0.2
R-Squared0.82

Price movement

52 week high157.16
52 week low123.19
Current bid price0
Current offer price0
Current mid price157.16

Holdings by region

  • 28.66% China
  • 13.71% Taiwan
  • 13% Brazil
  • 9.31% Russia
  • 8.56% South Africa
  • 7.84% India
  • 4.58% Mexico
  • 3.81% Thailand
  • 2.76% Malaysia
  • 2.4% Poland

Holdings by sector

  • 35.05% Financials
  • 19% Oil & Gas
  • 8.88% Basic Materials
  • 8.73% Telecommunications
  • 8.4% Technology
  • 6.88% Industrials
  • 5.4% Consumer Goods
  • 3.73% Consumer Services
  • 3.42% Utilities
  • 0.39% Health Care

Holdings by asset type

  • 28.66% Chinese Equities
  • 13.71% Taiwanese Equities
  • 13% Brazilian Equities
  • 9.31% Russian Equities
  • 8.56% South African Equities
  • 7.84% Indian Equities
  • 4.58% Mexican Equities
  • 3.81% Thai Equities
  • 2.76% Malaysian Equities
  • 2.4% Polish Equities

Individual holdings

  • 3.75% CHINA CONSTRUCTION BANK
  • 2.81% INDUSTRIAL & COM BK CHINA
  • 2.75% TAIWAN SEMICONDUCTOR CO
  • 2.47% GAZPROM OAO
  • 1.95% LUKOIL OAO
  • 1.88% VALE DO RIO DOCE ON
  • 1.82% CHINA MOBILE LTD
  • 1.75% BANK OF CHINA LTD
  • 1.6% SBERBANK OF RUSSIA
  • 1.49% ITAU UNIBANCO HLDG SA