Fact sheet: CS Idx (Lux) Equi EM

Fund information

Fund name
CS Index (Lux) Equities Emerging Markets FB USD
Fund company manager
Credit Suisse Fund Management
Fund type
SIB
Fund manager(s)
Credit Suisse AG, Index Solutions Team
since 05/11/2012
Fund objective
The fund is managed with an indexed method and is distinguished by broad diversification, low tracking errors, and low-cost management. The investment objective is to replicate the reference index as closely as possible and to minimize performance deviations from the benchmark. The MSCI Emerging Markets Index captures large and mid cap representation in Emerging Markets (EM) countries. The index covers approximately 85% of the free float-adjusted market capitalization in the Emerging Markets equity universe.
Benchmark
MSCI Emerging Markets
Investment style
Passive/Tracking
Investment method
Shares,Physical – Sampled/Optimised

Quick stats

1 Year return

39.75 %

1 Year rank in sector

77/256

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 660.0 m

FE Risk score

134

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • China
    30.09%
  • Korea
    15.02%
  • Taiwan
    11.4%
  • India
    8.85%
  • South Africa
    7.19%
  • Information Technology
    27.81%
  • Financials
    23.29%
  • Consumer Discretionary
    10.27%
  • Materials
    7.39%
  • Energy
    6.75%
  • Chinese Equities
    30.09%
  • South Korean Equities
    15.02%
  • Taiwanese Equities
    11.4%
  • Indian Equities
    8.85%
  • South African Equities
    7.19%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund8.63 %17.47 %39.75 %33.24 %28.88 %
Sector6.89 %13.55 %31.21 %24.18 %22.79 %
Rank within sector60 / 27581 / 27177 / 256 / /
Quartile th1 st2 nd2 nd th th

Calendar performance

YTD-20182017201620152014
Fund6.92 %36.76 %0 %0 %0 %
Sector5.51 %28.42 %10.7 %-14.35 %-1.42 %
Rank within sector73 / 27573 / 256 / / /
Quartile th2 nd2 nd th th th

Risk statistics

Alpha1.14
Beta1.15
Sharpe0.34
Volatility15.49
Tracking error3.9
Information ratio0.49
R-Squared0.95

Price movement

52 week high155.54
52 week low112.09
Current bid price0
Current offer price0
Current mid price155.54

Holdings by region

  • 30.09% China
  • 15.02% Korea
  • 11.4% Taiwan
  • 8.85% India
  • 7.19% South Africa
  • 6.62% Brazil
  • 3.31% Russia
  • 2.97% Mexico
  • 2.3% Malaysia
  • 2.3% Thailand

Holdings by sector

  • 27.81% Information Technology
  • 23.29% Financials
  • 10.27% Consumer Discretionary
  • 7.39% Materials
  • 6.75% Energy
  • 6.56% Consumer Staples
  • 5.17% Industrials
  • 4.89% Telecommunications Utilities
  • 2.82% Real Estate
  • 2.69% Health Care

Holdings by asset type

  • 30.09% Chinese Equities
  • 15.02% South Korean Equities
  • 11.4% Taiwanese Equities
  • 8.85% Indian Equities
  • 7.19% South African Equities
  • 6.62% Brazilian Equities
  • 3.31% Russian Equities
  • 2.97% Mexican Equities
  • 2.3% Malaysian Equities
  • 2.3% Thai Equities

Individual holdings

  • 5.51% TENCENT HLDGS LIMITED
  • 4.15% SAMSUNG ELECTRONICS CO
  • 3.7% ALIBABA GROUP HLDG LTD
  • 3.52% TAIWAN SEMICONDUCTOR CO
  • 2.27% NASPERS
  • 1.43% CHINA CONSTRUCTION BANK
  • 1.19% BAIDU.COM
  • 1.15% CHINA MOBILE LTD
  • 1.09% INDUSTRIAL & COM BK CHINA
  • 1% PING AN INSURANCE(GR)CO OF CHINA