Fact sheet: Russell Investments IIPErEq

Fund information

Fund name
Russell Investments II Pan European Equity A Inc EUR
Fund company manager
Russell Investment Company Plc
Fund type
SIB
Fund manager
Ronnie Sable
since 14/11/2000
Fund objective
The Fund aims to achieve long term growth by investing in the shares of European companies, using a multi-strategy investment approach. The Fund is broadly diversified across different European countries and industry sectors.
Benchmark
Russell Dev Europe Large Cap Net
Investment style
None
Investment method
Shares

Performance snapshot

Quick stats

1 Year return

15.7 %

1 Year rank in sector

67/224

Sector

FO Equity - Europe inc UK

Yield

0.28

Fund size

£ 506.5 m

FE Risk score

102

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    23.5%
  • France
    17.4%
  • Germany
    15.8%
  • Switzerland
    10.1%
  • Others
    9.5%
  • Financials
    19.9%
  • Industrials
    14.6%
  • Consumer Discretionary
    13.2%
  • Health Care
    13.1%
  • Consumer Staples
    10%
  • UK Equities
    23.5%
  • French Equities
    17.4%
  • German Equities
    15.8%
  • Swiss Equities
    10.1%
  • International Equities
    9.5%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.74 %4.51 %15.7 %20.88 %69.63 %
Sector1.95 %4.41 %13.83 %19.44 %56.69 %
Rank within sector81 / 235105 / 23167 / 22481 / 19847 / 173
Quartile th2 nd2 nd2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund8.4 %2.14 %11.35 %5.13 %27.85 %
Sector9.47 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector117 / 23064 / 21992 / 200100 / 19231 / 177
Quartile th3 rd2 nd2 nd3 rd1 st

Risk statistics

Alpha0.31
Beta1
Sharpe0.22
Volatility12.8
Tracking error2.97
Information ratio0.09
R-Squared0.95

Price movement

52 week high1343.98
52 week low1101.82
Current bid price0
Current offer price0
Current mid price1306.99

Holdings by region

  • 23.5% UK
  • 17.4% France
  • 15.8% Germany
  • 10.1% Switzerland
  • 9.5% Others
  • 7.4% Netherlands
  • 5.1% Spain
  • 4.8% Italy
  • 3.2% Norway
  • 3.2% Sweden

Holdings by sector

  • 19.9% Financials
  • 14.6% Industrials
  • 13.2% Consumer Discretionary
  • 13.1% Health Care
  • 10% Consumer Staples
  • 7.8% Information Technology
  • 7.7% Energy
  • 6.6% Materials
  • 4.5% Telecommunications Utilities
  • 2.2% Utilities

Holdings by asset type

  • 23.5% UK Equities
  • 17.4% French Equities
  • 15.8% German Equities
  • 10.1% Swiss Equities
  • 9.5% International Equities
  • 7.4% Dutch Equities
  • 5.1% Spanish Equities
  • 4.8% Italian Equities
  • 3.2% Norwegian Equities
  • 3.2% Swedish Equities

Individual holdings

  • 2.5% ROCHE HLDG AG
  • 1.8% TOTAL SA
  • 1.7% NESTLE SA
  • 1.6% HSBC HLDGS
  • 1.5% BAYER AG
  • 1.5% GLAXOSMITHKLINE PLC
  • 1.4% ING GROEP N.V.
  • 1.4% ROYAL DUTCH SHELL
  • 1.4% UNILEVER NV
  • 1.2% SAP SE