Fact sheet: CS Idx (Lux) Eq Wld Min Volt

Fund information

Fund name
CS Index (Lux) Equities World Minimum Volatility FB USD
Fund company manager
Credit Suisse Fund Management
Fund type
SIB
Fund manager
Credit Suisse AG, Index Solutions
since 08/12/2015
Fund objective
The fund is managed with a "passive" 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. MSCI Minimum Volatility is a strategy index that determines the portfolio with the least volatility from the stocks of the parent MSCI index. The index has historically shown lower realized volatility and lower beta relative to the MSCI parent index, with a bias toward stocks in smaller companies, less volatile stocks, and stocks with lower idiosyncratic risks.
Benchmark
MSCI WORLD MINIMUM VOLATILITY INDEX
Investment style
Passive/Tracking
Investment method
Shares,Physical – Sampled/Optimised

Quick stats

1 Year return

8.83 %

1 Year rank in sector

371/471

Sector

FO Equity - International

Yield
-
Fund size

£ 46.6 m

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    61.51%
  • Japan
    13.47%
  • Switzerland
    6.59%
  • Canada
    5.32%
  • Hong Kong
    3.89%
  • Health Care
    17.54%
  • Consumer Staples
    13.81%
  • Financials
    13.19%
  • Information Technology
    11.42%
  • Industrials
    9.71%
  • US Equities
    61.51%
  • Japanese Equities
    13.47%
  • Swiss Equities
    6.59%
  • Canadian Equities
    5.32%
  • Hong Kong Equities
    3.89%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.09 %6.09 %8.83 %0 %0 %
Sector1.95 %4.68 %14.42 %20.6 %55.76 %
Rank within sector365 / 502234 / 492371 / 471 / /
Quartile th3 rd2 nd4 th th th

Calendar performance

YTD-20172016201520142013
Fund12.31 %0 %0 %0 %0 %
Sector10.85 %7.94 %0.71 %5.96 %21.26 %
Rank within sector227 / 485 / / / /
Quartile th2 nd th th th th

Price movement

52 week high112.43
52 week low96.78
Current bid price0
Current offer price0
Current mid price111.82

Holdings by region

  • 61.51% USA
  • 13.47% Japan
  • 6.59% Switzerland
  • 5.32% Canada
  • 3.89% Hong Kong
  • 2.36% UK
  • 1.7% Denmark
  • 1.41% Singapore
  • 0.75% Italy
  • 0.73% Israel

Holdings by sector

  • 17.54% Health Care
  • 13.81% Consumer Staples
  • 13.19% Financials
  • 11.42% Information Technology
  • 9.71% Industrials
  • 8.26% Utilities
  • 8.2% Consumer Discretionary
  • 8.16% Telecommunications Utilities
  • 4.81% Real Estate
  • 3.14% Materials

Holdings by asset type

  • 61.51% US Equities
  • 13.47% Japanese Equities
  • 6.59% Swiss Equities
  • 5.32% Canadian Equities
  • 3.89% Hong Kong Equities
  • 2.36% UK Equities
  • 1.7% Danish Equities
  • 1.41% Singapore Equities
  • 0.75% Italian Equities
  • 0.73% Israeli Equities

Individual holdings

-