Fact sheet: GIS SRI European Eq

Fund information

Fund name
GIS SRI European Equity DX
Fund company manager
Generali Investment SICAV
Fund type
SIB
Fund manager(s)
Olivier Cassé
since 01/11/2016
Giulia Culot
since 01/11/2016
Fund objective
The objective of the Fund is to outperform its Benchmark and to provide a long-term capital appreciation investing in equities of companies which comply with Environment, Social and Governance (ESG) criteria. The Investment Manager selects stocks of companies having the best environmental, social and corporate governance as regards the following risks: damage to the image of the brand and to the company's reputation, legislative pressure, class action, competitive advantage, immaterial capital and carbon impact. The Fund shall invest at least 90% of its net assets in equities issued by European companies compliant with ESG criteria. The Fund may also invest up to 10% of its net assets in Money Market instruments, government bonds, corporate bonds, convertibles and participation rights of European issuers. The Fund may use financial instruments and derivatives for hedging purposes, for efficient portfolio management purposes and for investment purposes.
Benchmark
MSCI Europe
Investment style
None
Investment method
Shares

Quick stats

1 Year return

5.85 %

1 Year rank in sector

111/220

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 198.0 m

FE Risk score

116

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    29.78%
  • UK
    19.39%
  • Germany
    15.1%
  • Others
    9.64%
  • Money Market
    6.57%
  • Financials
    22.18%
  • Health Care
    14.3%
  • Consumer Discretionary
    12.2%
  • Industrials
    12.19%
  • Consumer Staples
    10.67%
  • French Equities
    29.78%
  • UK Equities
    19.39%
  • German Equities
    15.1%
  • International Equities
    9.64%
  • Money Market
    6.57%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-4.85 %0.85 %5.85 %6.25 %38.2 %
Sector-4.48 %2.03 %6.68 %10.15 %47.19 %
Rank within sector128 / 235161 / 228111 / 220124 / 197133 / 171
Quartile th3 rd3 rd3 rd3 rd4 th

Calendar performance

YTD-20182017201620152014
Fund-1.8 %10.07 %-0.95 %11.69 %1.85 %
Sector-1.52 %11.78 %-0.56 %11.08 %4.22 %
Rank within sector138 / 235128 / 221121 / 21287 / 197140 / 189
Quartile th3 rd3 rd3 rd2 nd3 rd

Risk statistics

Alpha-2.18
Beta1.19
Sharpe0.06
Volatility14
Tracking error3.55
Information ratio-0.37
R-Squared0.96

Price movement

52 week high178.224
52 week low158.89
Current bid price0
Current offer price0
Current mid price169.453

Holdings by region

  • 29.78% France
  • 19.39% UK
  • 15.1% Germany
  • 9.64% Others
  • 6.57% Money Market
  • 5.56% Netherlands
  • 4.8% Italy
  • 4.65% Switzerland
  • 4.51% Spain

Holdings by sector

  • 22.18% Financials
  • 14.3% Health Care
  • 12.2% Consumer Discretionary
  • 12.19% Industrials
  • 10.67% Consumer Staples
  • 10.06% Others
  • 6.57% Money Market
  • 6.34% Materials
  • 5.49% Energy

Holdings by asset type

  • 29.78% French Equities
  • 19.39% UK Equities
  • 15.1% German Equities
  • 9.64% International Equities
  • 6.57% Money Market
  • 5.56% Dutch Equities
  • 4.8% Italian Equities
  • 4.65% Swiss Equities
  • 4.51% Spanish Equities

Individual holdings

  • 2.61% LVMH MOET HENNESSY VUITTON SE
  • 2.46% PRUDENTIAL PLC
  • 2.21% ROCHE HLDG AG
  • 1.81% L`OREAL
  • 1.8% FRESENIUS MEDICAL CARE AG & CO.KGAA
  • 1.71% KONINKLIJKE PHILIPS NV
  • 1.65% GALP ENERGIA SGPS
  • 1.62% LEGAL & GENERAL GROUP PLC
  • 1.59% RELX PLC
  • 1.56% KBC GROUPE SA