Fact sheet: Henderson Inst EpnIdxOp

Fund information

Fund name
Henderson Inst European Index Opportunities I Acc
Fund company manager
Henderson Global Investors Ltd
Fund type
OEIC
Fund manager(s)
Henderson Multi Strategy Equities Team
since 01/01/2013
Fund objective
The Fund aims to deliver a return in excess of the FTSE customised Developed Europe ex UK Index, the “reference index”, (or such other index as may from time to time replace it) before management fees, while carefully controlling deviation from the reference index. The Fund will invest primarily in shares of European companies included in the reference index. The Fund’s holdings are principally selected to replicate the components of the reference index. The index will not be identically replicated and this can lead to differences in performance. There are no restrictions on the size of the companies in which the Fund may invest. In addition to seeking to reflect the index, the fund manager will make use of investment strategies aimed at enhancing returns. These seek to generate returns based on differences in the prices of securities issued by, or associated with, companies that form part of the reference index. They can include, but are not limited to, liquidity strategies (investing in ‘blocks of stock’ at discounted prices), and relative value strategies (taking advantage of differences between the prices of securities related to the same company. Further details explaining the investment strategies are available on the Funds’ pages on our website (www.janushenderson.com). The Fund may invest the Scheme Property in transferable securities, money market instruments, derivatives and forward transactions, deposits and units in collective investment schemes. Derivatives and forward transactions may be used by the fund for investment purposes, in achieving the enhancements to the index return and for the purposes of efficient portfolio management.
Benchmark
FTSE World Europe EX UK Index
Investment style
None
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

19.61 %

1 Year rank in sector

36/96

Sector

UT Europe Excluding UK

Yield

1.7

Fund size

£ 443.5 m

FE Risk score

115

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund3.73 %12 %19.61 %59.26 %92.31 %
Sector3.44 %12.34 %18.84 %62.32 %96.33 %
Rank within sector41 / 10056 / 9836 / 9656 / 8643 / 77
Quartile th2 nd3 rd2 nd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund18.38 %19.55 %5.31 %-0.07 %25.03 %
Sector18.42 %16.44 %9.09 %-0.66 %27.26 %
Rank within sector48 / 9723 / 9371 / 8744 / 8452 / 77
Quartile th2 nd1 st4 th3 rd3 rd

Risk statistics

Alpha-1.69
Beta1.08
Sharpe0.86
Volatility11.69
Tracking error2.07
Information ratio-0.31
R-Squared0.97

Price movement

52 week high177.6514
52 week low135.8274
Current bid price0
Current offer price0
Current mid price175.885

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-