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
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

19.76 %

1 Year rank in sector

115/273

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 32.6 m

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

Top in sector

Holdings snapshot

  • China
    28.11%
  • Taiwan
    14.28%
  • Brazil
    13.02%
  • South Africa
    8.5%
  • Russia
    8.3%
  • Financials
    34.7%
  • Oil & Gas
    18%
  • Telecommunications
    9.24%
  • Basic Materials
    8.78%
  • Technology
    8.44%
  • Chinese Equities
    28.11%
  • Taiwanese Equities
    14.28%
  • Brazilian Equities
    13.02%
  • South African Equities
    8.5%
  • Russian Equities
    8.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.16 %5.24 %20.35 %2.83 %0 %
Sector1.15 %10.53 %18.22 %4.67 %19.84 %
Rank within sector70 / 290227 / 281115 / 273 / /
Quartile th1 st4 th2 nd th th

Calendar performance

YTD-20172016201520142013
Fund17.27 %0 %0 %0 %0 %
Sector20.7 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector193 / 279 / / / /
Quartile th3 rd th th th th

Risk statistics

Alpha0.1
Beta1.46
Sharpe-0
Volatility21.79
Tracking error10.75
Information ratio-0.02
R-Squared0.83

Price movement

52 week high138.75
52 week low111.05
Current bid price0
Current offer price0
Current mid price138.28

Holdings by region

  • 28.11% China
  • 14.28% Taiwan
  • 13.02% Brazil
  • 8.5% South Africa
  • 8.3% Russia
  • 7.9% India
  • 5.12% Mexico
  • 3.56% Thailand
  • 2.65% Malaysia
  • 2.58% Turkey

Holdings by sector

  • 34.7% Financials
  • 18% Oil & Gas
  • 9.24% Telecommunications
  • 8.78% Basic Materials
  • 8.44% Technology
  • 7.63% Industrials
  • 5.31% Consumer Goods
  • 3.7% Consumer Services
  • 3.68% Utilities
  • 0.44% Health Care

Holdings by asset type

  • 28.11% Chinese Equities
  • 14.28% Taiwanese Equities
  • 13.02% Brazilian Equities
  • 8.5% South African Equities
  • 8.3% Russian Equities
  • 7.9% Indian Equities
  • 5.12% Mexican Equities
  • 3.56% Thai Equities
  • 2.65% Malaysian Equities
  • 2.58% Turkish Equities

Individual holdings

  • 3.54% CHINA CONSTRUCTION BANK
  • 2.79% TAIWAN SEMICONDUCTOR CO
  • 2.65% INDUSTRIAL & COM BK CHINA
  • 2.46% GAZPROM OAO
  • 2.15% CHINA MOBILE LTD
  • 2.01% HON HAI PRECISION INDUSTRY
  • 1.96% BANK OF CHINA LTD
  • 1.81% LUKOIL OAO
  • 1.45% AMERICA MOVIL SAB DE CV
  • 1.45% ITAU UNIBANCO HLDG SA