Fact sheet: Morg Stnly Eurozone Eq Alpha

Fund information

Fund name
Morg Stnly Eurozone Equity Alpha I EUR
Fund company manager
Morgan Stanley Investment Fund
Fund type
SIB
Fund manager(s)
Matthew Leeman
since 30/12/2006
Jaymeen Patel
since 30/12/2006
Jonathan Day
since 30/12/2006
Riccardo Bindi
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 domiciled or exercising the predominant part of their economic activity in the Eurozone. 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 EMU (Net) Index
Investment style
Concentrated,Growth
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-

1 Year rank in sector

55/96

Sector

FO Equity - Europe ex UK

Yield
-
Fund size

£ 880.5 m

FE Risk score

119

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Germany
    33.21%
  • France
    27.49%
  • Netherlands
    20.95%
  • Italy
    5.78%
  • Spain
    5.65%
  • Banks
    8.78%
  • Insurance
    8.45%
  • Oil & Gas
    5.19%
  • Telecommunications Utilities
    5.17%
  • Software
    4.96%
  • German Equities
    33.21%
  • French Equities
    27.49%
  • Dutch Equities
    20.95%
  • Italian Equities
    5.78%
  • Spanish Equities
    5.65%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund3.05 %5.76 %20 %42.53 %76.09 %
Sector2.71 %8.14 %20.07 %49.87 %76.84 %
Rank within sector39 / 9878 / 9655 / 9657 / 8432 / 71
Quartile th2 nd4 th3 rd3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund12.22 %3.59 %10.73 %1.67 %29.5 %
Sector14.56 %4.14 %12.69 %3.54 %23.24 %
Rank within sector72 / 9646 / 8949 / 8350 / 8017 / 72
Quartile th3 rd3 rd3 rd3 rd1 st

Risk statistics

Alpha-3.44
Beta1.19
Sharpe0.31
Volatility15.1
Tracking error4.02
Information ratio-0.45
R-Squared0.95

Price movement

52 week high15
52 week low11.96
Current bid price0
Current offer price0
Current mid price14.88

Holdings by region

  • 33.21% Germany
  • 27.49% France
  • 20.95% Netherlands
  • 5.78% Italy
  • 5.65% Spain
  • 3.23% Ireland
  • 2.06% UK
  • 1.64% Money Market

Holdings by sector

  • 8.78% Banks
  • 8.45% Insurance
  • 5.19% Oil & Gas
  • 5.17% Telecommunications Utilities
  • 4.96% Software
  • 4.91% Pharmaceuticals
  • 4.76% Consumer Goods
  • 4.24% Conglomerates
  • 4.05% Semi Conductors
  • 3.6% Electronic & Electrical Equipment

Holdings by asset type

  • 33.21% German Equities
  • 27.49% French Equities
  • 20.95% Dutch Equities
  • 5.78% Italian Equities
  • 5.65% Spanish Equities
  • 3.23% Irish Equities
  • 2.06% UK Equities
  • 1.64% Money Market

Individual holdings

  • 4.96% SAP SE
  • 4.91% BAYER AG
  • 4.76% UNILEVER NV
  • 4.65% ALLIANZ SE
  • 4.54% BNP PARIBAS
  • 4.24% ING GROEP N.V.
  • 4.24% SIEMENS AG
  • 4.05% ASML HOLDING NV
  • 3.8% AXA
  • 3.6% SCHNEIDER ELECTRIC SE