Fact sheet: CS Ind (L) Eq EmMkt Fundamt

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

25.5 %

1 Year rank in sector

159/258

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 33.6 m

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

Top in sector

Holdings snapshot

  • China
    28.17%
  • Brazil
    14.1%
  • Taiwan
    13.56%
  • Russia
    9.24%
  • South Africa
    8.02%
  • Financials
    34.86%
  • Oil & Gas
    18.73%
  • Telecommunications
    8.97%
  • Basic Materials
    8.87%
  • Technology
    8.06%
  • Chinese Equities
    28.17%
  • Brazilian Equities
    14.1%
  • Taiwanese Equities
    13.56%
  • Russian Equities
    9.24%
  • South African Equities
    8.02%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.57 %7.73 %25.5 %19.52 %19.14 %
Sector0.29 %9.09 %27.91 %15.62 %23.98 %
Rank within sector264 / 277183 / 265159 / 258 / /
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Calendar performance

YTD-20172016201520142013
Fund19.52 %0 %0 %0 %0 %
Sector25.52 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector200 / 263 / / / /
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Risk statistics

Alpha0.21
Beta1.42
Sharpe0.07
Volatility20.88
Tracking error10.16
Information ratio0.1
R-Squared0.83

Price movement

52 week high145.54
52 week low112.2
Current bid price0
Current offer price0
Current mid price140.94

Holdings by region

  • 28.17% China
  • 14.1% Brazil
  • 13.56% Taiwan
  • 9.24% Russia
  • 8.02% South Africa
  • 7.44% India
  • 4.94% Mexico
  • 3.73% Thailand
  • 2.62% Malaysia
  • 2.45% Turkey

Holdings by sector

  • 34.86% Financials
  • 18.73% Oil & Gas
  • 8.97% Telecommunications
  • 8.87% Basic Materials
  • 8.06% Technology
  • 7.2% Industrials
  • 5.46% Consumer Goods
  • 3.69% Consumer Services
  • 3.61% Utilities
  • 0.42% Health Care

Holdings by asset type

  • 28.17% Chinese Equities
  • 14.1% Brazilian Equities
  • 13.56% Taiwanese Equities
  • 9.24% Russian Equities
  • 8.02% South African Equities
  • 7.44% Indian Equities
  • 4.94% Mexican Equities
  • 3.73% Thai Equities
  • 2.62% Malaysian Equities
  • 2.45% Turkish Equities

Individual holdings

  • 3.75% CHINA CONSTRUCTION BANK
  • 3.01% TAIWAN SEMICONDUCTOR CO
  • 2.85% INDUSTRIAL & COM BK CHINA
  • 2.48% GAZPROM OAO
  • 1.88% CHINA MOBILE LTD
  • 1.85% BANK OF CHINA LTD
  • 1.85% LUKOIL OAO
  • 1.82% HON HAI PRECISION INDUSTRY
  • 1.53% ITAU UNIBANCO HLDG SA
  • 1.51% RELIANCE INDUSTRIES