Fact sheet: SSgA EMU GovtBdIdx

Fund information

Fund name
SSgA EMU Government Bond Index P Dis
Fund company manager
State Street Gbl Advisors LUX
Fund type
SIB
Fund manager(s)
State Street Global Advisors France SA
since 31/05/2011
Fund objective
The Sub-fund seeks to track as closely as reasonably possible the performance ofthe Citi EMU Government Bond Index(the Index ).
Benchmark
Citigroup EMU Government Bond Index
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised,Fixed Interest

Quick stats

1 Year return

0.74 %

1 Year rank in sector

22/32

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 709.3 m

FE Risk score

90

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    24.92%
  • Italy
    23.81%
  • Germany
    17.63%
  • Spain
    14.19%
  • Belgium
    6.31%
  • Government Bonds
    99.83%
  • Money Market
    0.17%
  • French Fixed Interest
    24.92%
  • Italian Fixed Interest
    23.81%
  • German Fixed Interest
    17.63%
  • Spanish Fixed Interest
    14.19%
  • Belgian Fixed Interest
    6.31%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.8 %0.76 %0.74 %2.51 %0 %
Sector-0.79 %0.51 %0.75 %1.36 %15.72 %
Rank within sector24 / 3421 / 3422 / 3213 / 29 /
Quartile th3 rd3 rd3 rd2 nd th

Calendar performance

YTD-20182017201620152014
Fund-0.42 %0 %2.95 %1.3 %0 %
Sector-0.19 %0.12 %2.22 %0.4 %11.39 %
Rank within sector26 / 3410 / 3114 / 299 / 29 /
Quartile th4 th2 nd2 nd2 nd th

Risk statistics

Alpha0.48
Beta1.03
Sharpe-0
Volatility4.47
Tracking error0.87
Information ratio0.57
R-Squared0.96

Price movement

52 week high11.2332
52 week low10.8773
Current bid price0
Current offer price0
Current mid price11.0589

Holdings by region

  • 24.92% France
  • 23.81% Italy
  • 17.63% Germany
  • 14.19% Spain
  • 6.31% Belgium
  • 5.43% Netherlands
  • 3.88% Austria
  • 1.98% Ireland
  • 1.51% Finland
  • 0.17% EU

Holdings by sector

  • 99.83% Government Bonds
  • 0.17% Money Market

Holdings by asset type

  • 24.92% French Fixed Interest
  • 23.81% Italian Fixed Interest
  • 17.63% German Fixed Interest
  • 14.19% Spanish Fixed Interest
  • 6.31% Belgian Fixed Interest
  • 5.43% Dutch Fixed Interest
  • 3.88% Austrian Fixed Interest
  • 1.98% Irish Fixed Interest
  • 1.51% Finnish Fixed Interest
  • 0.17% European Fixed Interest

Individual holdings

-