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
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

-3.44 %

1 Year rank in sector

19/31

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 785.6 m

FE Risk score

86

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    24.77%
  • Italy
    23.86%
  • Germany
    17.82%
  • Spain
    14.25%
  • Belgium
    6.16%
  • Government Bonds
    99.89%
  • Money Market
    0.11%
  • French Fixed Interest
    24.77%
  • Italian Fixed Interest
    23.86%
  • German Fixed Interest
    17.82%
  • Spanish Fixed Interest
    14.25%
  • Belgian Fixed Interest
    6.16%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.15 %0.5 %-3.29 %8.44 %0 %
Sector-0.78 %0.77 %-2.9 %6.58 %20.4 %
Rank within sector25 / 3319 / 3219 / 316 / 28 /
Quartile th4 th3 rd3 rd1 st th

Calendar performance

YTD-20172016201520142013
Fund-0.86 %2.95 %1.3 %0 %0 %
Sector-0.23 %2.22 %0.4 %11.39 %0.98 %
Rank within sector21 / 3111 / 298 / 29 / /
Quartile th3 rd2 nd2 nd th th

Risk statistics

Alpha0.5
Beta1.04
Sharpe-0
Volatility4.59
Tracking error0.85
Information ratio0.68
R-Squared0.97

Price movement

52 week high11.7011
52 week low10.8773
Current bid price0
Current offer price0
Current mid price11.0098

Holdings by region

  • 24.77% France
  • 23.86% Italy
  • 17.82% Germany
  • 14.25% Spain
  • 6.16% Belgium
  • 5.59% Netherlands
  • 3.75% Austria
  • 2.02% Ireland
  • 1.56% Finland
  • 0.11% EU

Holdings by sector

  • 99.89% Government Bonds
  • 0.11% Money Market

Holdings by asset type

  • 24.77% French Fixed Interest
  • 23.86% Italian Fixed Interest
  • 17.82% German Fixed Interest
  • 14.25% Spanish Fixed Interest
  • 6.16% Belgian Fixed Interest
  • 5.59% Dutch Fixed Interest
  • 3.75% Austrian Fixed Interest
  • 2.02% Irish Fixed Interest
  • 1.56% Finnish Fixed Interest
  • 0.11% European Fixed Interest

Individual holdings

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