Fact sheet: CS Inv2CS(L)SmMdCpAlpLgSht

Fund information

Fund name
CS Investment 2 CS (Lux) Small and Mid Cap Alpha Long/Short B EUR
Fund company manager
Credit Suisse Fund Management
Fund type
SIB
Fund manager(s)
Felix Meier
since 26/07/2010
Fund objective
The CS (Lux) Small and Mid Cap Alpha Long/ Short Fund aims to generate absolute positive returns by exploiting the inefficiencies of the small and mid-cap markets in Europe with a focus on German speaking countries. The portfolio managers buy the equities they think will perform best, while at the same time selling stocks in companies that, in their views, will underperform the market. The objective is to create a portfolio that has lower volatility, less correlation with the equity markets and a better risk-adjusted performance than a long-only fund.
Benchmark
CS AllHedge Long/Short Equity
Investment style
Long/Short
Investment method
Equity

Quick stats

1 Year return

22.56 %

1 Year rank in sector

11/130

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 138.0 m

FE Risk score

69

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Germany
    24.02%
  • Denmark
    4.94%
  • Italy
    3.64%
  • Sweden
    1.56%
  • Finland
    1.13%
  • Information Technology
    23.5%
  • Industrials
    7.55%
  • Health Care
    2.41%
  • Telecommunications Utilities
    2.03%
  • Energy
    1.9%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund4.46 %17.85 %22.56 %24.89 %44.93 %
Sector0.78 %3.74 %5.26 %8.59 %17.78 %
Rank within sector5 / 1339 / 14211 / 13015 / 7714 / 58
Quartile th1 st1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund21.6 %-3.4 %0.66 %2.23 %16.4 %
Sector5.39 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector11 / 13364 / 10558 / 8338 / 6715 / 61
Quartile th1 st3 rd3 rd3 rd1 st

Risk statistics

Alpha0.65
Beta2.17
Sharpe0.18
Volatility8.46
Tracking error6.3
Information ratio0.46
R-Squared0.63

Price movement

52 week high153.31
52 week low122.06
Current bid price0
Current offer price0
Current mid price153.31

Holdings by region

  • 24.02% Germany
  • 4.94% Denmark
  • 3.64% Italy
  • 1.56% Sweden
  • 1.13% Finland
  • 1.03% Spain
  • 0.8% France
  • 0.43% Netherlands
  • 0.09% Austria
  • -0.16% Luxembourg

Holdings by sector

  • 23.5% Information Technology
  • 7.55% Industrials
  • 2.41% Health Care
  • 2.03% Telecommunications Utilities
  • 1.9% Energy
  • 0.94% Financials
  • 0.61% Materials
  • -1.67% Consumer Discretionary
  • -2.08% Consumer Staples
  • -2.12% Utilities

Holdings by asset type

-

Individual holdings

-