Fact sheet: Northern Trust Eurex-UKEqIx

Fund information

Fund name
Northern Trust Europe (ex-UK) Equity Index B EUR
Fund company manager
Northern Trust Global Investme
Fund type
SIB
Fund manager(s)
Nick Dymond
since 01/01/2006
Fund objective
The objective of The NT Europe (ex-UK) Equity Index Fund is to closely match the risk and return characteristics of the MSCI Europe (ex-UK) Index. The Fund primarily invests its assets in companies included in the index and may utilise proprietary optimisation techniques in an effort to minimise costs and reduce risks.
Benchmark
MSCI Europe ex UK
Investment style
-
Investment method
-

Quick stats

1 Year return

19.52 %

1 Year rank in sector

49/96

Sector

FO Equity - Europe ex UK

Yield
-
Fund size

£ 456.9 m

FE Risk score

112

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    22.28%
  • Germany
    20.26%
  • Switzerland
    17.81%
  • Netherlands
    8.44%
  • Spain
    7.57%
  • Financials
    20.98%
  • Industrials
    15.41%
  • Health Care
    13.5%
  • Consumer Staples
    12.43%
  • Consumer Discretionary
    11.23%
  • French Equities
    22.28%
  • German Equities
    20.26%
  • Swiss Equities
    17.81%
  • Dutch Equities
    8.44%
  • Spanish Equities
    7.57%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.57 %7.51 %19.52 %39.54 %74.2 %
Sector2.09 %9.5 %18.94 %45.61 %76.39 %
Rank within sector36 / 9863 / 9649 / 9653 / 8437 / 72
Quartile th2 nd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund13.73 %2.06 %11.66 %6.45 %22.55 %
Sector14.39 %4.14 %12.69 %3.54 %23.24 %
Rank within sector57 / 9655 / 8943 / 8312 / 8044 / 72
Quartile th3 rd3 rd3 rd1 st3 rd

Risk statistics

Alpha-2.24
Beta1.08
Sharpe0.37
Volatility13.68
Tracking error3.01
Information ratio-0.52
R-Squared0.96

Price movement

52 week high274.9226
52 week low220.687
Current bid price0
Current offer price0
Current mid price275.3878

Holdings by region

  • 22.28% France
  • 20.26% Germany
  • 17.81% Switzerland
  • 8.44% Netherlands
  • 7.57% Spain
  • 6.27% Sweden
  • 5.07% Italy
  • 4.12% Denmark
  • 2.55% Belgium
  • 2.18% Finland

Holdings by sector

  • 20.98% Financials
  • 15.41% Industrials
  • 13.5% Health Care
  • 12.43% Consumer Staples
  • 11.23% Consumer Discretionary
  • 7.45% Materials
  • 6.03% Information Technology
  • 3.98% Energy
  • 3.86% Utilities
  • 3.76% Telecommunications

Holdings by asset type

  • 22.28% French Equities
  • 20.26% German Equities
  • 17.81% Swiss Equities
  • 8.44% Dutch Equities
  • 7.57% Spanish Equities
  • 6.27% Swedish Equities
  • 5.07% Italian Equities
  • 4.12% Danish Equities
  • 2.55% Belgian Equities
  • 2.18% Finnish Equities

Individual holdings

  • 4.03% NESTLE SA
  • 2.86% NOVARTIS AG
  • 2.73% ROCHE HLDG AG
  • 1.86% TOTAL SA
  • 1.68% SANOFI
  • 1.62% BAYER AG
  • 1.6% BANCO SANTANDER
  • 1.58% SAP SE
  • 1.53% SIEMENS AG
  • 1.5% ALLIANZ SE