Fact sheet: Northern Trust NthAmerEqIdx

Fund information

Fund name
Northern Trust North America 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 North America Equity Index Fund is to closely match the risk and return characteristics of the MSCI North America 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 North America
Investment style
-
Investment method
-

Quick stats

1 Year return

7.37 %

1 Year rank in sector

29/35

Sector

FO Equity - North America

Yield
-
Fund size

£ 431.2 m

FE Risk score

111

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    94.32%
  • Canada
    5.68%
  • Information Technology
    22.22%
  • Financials
    16.09%
  • Health Care
    13.39%
  • Consumer Discretionary
    12.07%
  • Industrials
    9.78%
  • US Equities
    94.32%
  • Canadian Equities
    5.68%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.32 %3.69 %7.37 %36.85 %108.4 %
Sector0.55 %6.9 %13.72 %28.72 %86.65 %
Rank within sector15 / 3731 / 3529 / 358 / 299 / 27
Quartile th2 nd4 th4 th2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund3.25 %15.43 %10.76 %27.25 %23.9 %
Sector10.66 %14.78 %-0.85 %12.93 %29.7 %
Rank within sector29 / 3510 / 341 / 303 / 2824 / 27
Quartile th4 th2 nd1 st1 st4 th

Risk statistics

Alpha2.49
Beta0.99
Sharpe0.69
Volatility12.27
Tracking error6.84
Information ratio0.32
R-Squared0.68

Price movement

52 week high303.5093
52 week low274.0857
Current bid price0
Current offer price0
Current mid price295.6715

Holdings by region

  • 94.32% USA
  • 5.68% Canada

Holdings by sector

  • 22.22% Information Technology
  • 16.09% Financials
  • 13.39% Health Care
  • 12.07% Consumer Discretionary
  • 9.78% Industrials
  • 7.8% Consumer Staples
  • 7.07% Energy
  • 3.45% Materials
  • 3% Utilities
  • 2.9% Real Estate

Holdings by asset type

  • 94.32% US Equities
  • 5.68% Canadian Equities

Individual holdings

  • 3.35% APPLE INC
  • 2.28% MICROSOFT CORP
  • 1.69% FACEBOOK INC
  • 1.63% AMAZON.COM INC
  • 1.46% JOHNSON & JOHNSON
  • 1.45% EXXON MOBIL CORP
  • 1.42% JPMORGAN CHASE & CO
  • 1.25% ALPHABET INC. CLASS C
  • 1.21% ALPHABET INC
  • 1.1% WELLS FARGO & CO