Fact sheet: Morg Stnly European Eq Alpha

Fund information

Fund name
Morg Stnly European Equity Alpha A EUR
Fund company manager
Morgan Stanley Investment Fund
Fund type
SIB
Fund manager(s)
Jonathan Day
since 30/12/2006
Riccardo Bindi
since 30/12/2006
Jaymeen Patel
since 30/12/2006
Matthew Leeman
since 30/12/2006
Fund objective
Seeks long-term capital growth, measured in euro, through investment primarily in a concentrated portfolio of equity securities of companies listed on European stock exchanges. Investments will be sought in equity securities that the Company believes to have the highest potential for long term capital appreciation based primarily on fundamental market factors and stock specific research.
Benchmark
MSCI Europe (Net) Index
Investment style
Concentrated,Growth
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

13.26 %

1 Year rank in sector

163/227

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 365.7 m

FE Risk score

105

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    25.63%
  • France
    17.75%
  • Switzerland
    16.4%
  • Germany
    16.09%
  • Netherlands
    12.48%
  • Pharmaceuticals
    12.3%
  • Banks
    9.35%
  • Insurance
    7.85%
  • Oil & Gas
    5.94%
  • Tobacco
    5.82%
  • UK Equities
    25.63%
  • French Equities
    17.75%
  • Swiss Equities
    16.4%
  • German Equities
    16.09%
  • Dutch Equities
    12.48%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund1.99 %2.96 %13.26 %19.69 %40.05 %
Sector1.71 %5.9 %15.36 %32.72 %58.77 %
Rank within sector102 / 238194 / 234163 / 227182 / 202160 / 176
Quartile th2 nd4 th3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund7.42 %-0.84 %4.64 %2.87 %22.37 %
Sector11.31 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector196 / 232126 / 221174 / 204135 / 19581 / 179
Quartile th4 th3 rd4 th3 rd2 nd

Risk statistics

Alpha-3.81
Beta1.07
Sharpe0
Volatility13.84
Tracking error3.81
Information ratio-0.91
R-Squared0.93

Price movement

52 week high47.02
52 week low38.34
Current bid price0
Current offer price0
Current mid price45.6

Holdings by region

  • 25.63% UK
  • 17.75% France
  • 16.4% Switzerland
  • 16.09% Germany
  • 12.48% Netherlands
  • 2.57% Denmark
  • 2.07% Ireland
  • 2.04% Spain
  • 1.94% Sweden
  • 1.55% Italy

Holdings by sector

  • 12.3% Pharmaceuticals
  • 9.35% Banks
  • 7.85% Insurance
  • 5.94% Oil & Gas
  • 5.82% Tobacco
  • 4.82% Foods
  • 3.43% Telecommunications Utilities
  • 2.97% Software
  • 2.79% Consumer Goods
  • 2.7% Chemicals

Holdings by asset type

  • 25.63% UK Equities
  • 17.75% French Equities
  • 16.4% Swiss Equities
  • 16.09% German Equities
  • 12.48% Dutch Equities
  • 2.57% Danish Equities
  • 2.07% Irish Equities
  • 2.04% Spanish Equities
  • 1.94% Swedish Equities
  • 1.55% Italian Equities

Individual holdings

  • 4.82% NESTLE SA
  • 3.62% BRITISH AMERICAN TOBACCO
  • 3.55% NOVARTIS AG
  • 3.17% ROCHE HLDG AG
  • 3.11% BNP PARIBAS
  • 3.05% ROYAL DUTCH SHELL
  • 2.97% BAYER AG
  • 2.97% SAP SE
  • 2.96% PRUDENTIAL PLC
  • 2.89% BP