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(s)
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

13.15 %

1 Year rank in sector

103/225

Sector

FO Equity - Europe inc UK

Yield

0.28

Fund size

£ 535.0 m

FE Risk score

107

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    22.4%
  • Germany
    17.8%
  • France
    17.7%
  • Switzerland
    9.6%
  • Others
    8.9%
  • Financials
    19.2%
  • Industrials
    15.4%
  • Health Care
    13.6%
  • Consumer Discretionary
    12.1%
  • Consumer Staples
    9.5%
  • UK Equities
    22.4%
  • German Equities
    17.8%
  • French Equities
    17.7%
  • Swiss Equities
    9.6%
  • International Equities
    8.9%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund3.22 %4.56 %13.15 %26.09 %69.55 %
Sector3.1 %4.31 %13.19 %24.47 %56.01 %
Rank within sector107 / 23587 / 230103 / 22578 / 19850 / 174
Quartile th2 nd2 nd2 nd2 nd2 nd

Calendar performance

YTD-20182017201620152014
Fund2.82 %10.82 %2.14 %11.35 %5.13 %
Sector2.41 %11.78 %-0.56 %11.08 %4.22 %
Rank within sector80 / 235116 / 22564 / 21491 / 198100 / 190
Quartile th2 nd3 rd2 nd2 nd3 rd

Risk statistics

Alpha0.43
Beta1.05
Sharpe0.35
Volatility12.82
Tracking error2.62
Information ratio0.26
R-Squared0.96

Price movement

52 week high1380.16
52 week low1218.15
Current bid price0
Current offer price0
Current mid price1373.78

Holdings by region

  • 22.4% UK
  • 17.8% Germany
  • 17.7% France
  • 9.6% Switzerland
  • 8.9% Others
  • 7.8% Netherlands
  • 5.2% Italy
  • 4% Spain
  • 3.4% Denmark
  • 3.2% Sweden

Holdings by sector

  • 19.2% Financials
  • 15.4% Industrials
  • 13.6% Health Care
  • 12.1% Consumer Discretionary
  • 9.5% Consumer Staples
  • 7.9% Energy
  • 7.8% Information Technology
  • 6.9% Materials
  • 4.5% Telecommunications Utilities
  • 2.7% Utilities

Holdings by asset type

  • 22.4% UK Equities
  • 17.8% German Equities
  • 17.7% French Equities
  • 9.6% Swiss Equities
  • 8.9% International Equities
  • 7.8% Dutch Equities
  • 5.2% Italian Equities
  • 4% Spanish Equities
  • 3.4% Danish Equities
  • 3.2% Swedish Equities

Individual holdings

  • 2.2% NESTLE SA
  • 2.2% ROCHE HLDG AG
  • 1.8% ROYAL DUTCH SHELL
  • 1.7% TOTAL SA
  • 1.6% HSBC HOLDINGS PLC
  • 1.3% BAYER AG
  • 1.3% ING GROEP N.V.
  • 1.3% VOLKSWAGEN AG
  • 1.2% BASF SE
  • 1.2% ENEL SPA