Fact sheet: SSgA EMU GovtBdIdx

Fund information

Fund name
SSgA EMU Government Bond Index P
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

-3.52 %

1 Year rank in sector

20/31

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 774.1 m

FE Risk score

90

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    25.23%
  • Italy
    23.65%
  • Germany
    17.86%
  • Spain
    14.11%
  • Belgium
    6.25%
  • Government Bonds
    99.75%
  • Money Market
    0.25%
  • French Fixed Interest
    25.23%
  • Italian Fixed Interest
    23.65%
  • German Fixed Interest
    17.86%
  • Spanish Fixed Interest
    14.11%
  • Belgian Fixed Interest
    6.25%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.26 %1.26 %-3.52 %6.41 %22.64 %
Sector-0.14 %1.76 %-3.27 %5.05 %18.72 %
Rank within sector25 / 3319 / 3220 / 3110 / 297 / 24
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Calendar performance

YTD-20172016201520142013
Fund-0.73 %2.91 %1.3 %12.75 %1.77 %
Sector0.08 %2.22 %0.4 %11.39 %0.98 %
Rank within sector19 / 3013 / 298 / 2913 / 2811 / 24
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Risk statistics

Alpha0.39
Beta1.02
Sharpe-0
Volatility4.47
Tracking error0.84
Information ratio0.51
R-Squared0.97

Price movement

52 week high14.2503
52 week low13.3986
Current bid price0
Current offer price0
Current mid price13.6825

Holdings by region

  • 25.23% France
  • 23.65% Italy
  • 17.86% Germany
  • 14.11% Spain
  • 6.25% Belgium
  • 5.28% Netherlands
  • 3.84% Austria
  • 2.07% Ireland
  • 1.46% Finland
  • 0.25% EU

Holdings by sector

  • 99.75% Government Bonds
  • 0.25% Money Market

Holdings by asset type

  • 25.23% French Fixed Interest
  • 23.65% Italian Fixed Interest
  • 17.86% German Fixed Interest
  • 14.11% Spanish Fixed Interest
  • 6.25% Belgian Fixed Interest
  • 5.28% Dutch Fixed Interest
  • 3.84% Austrian Fixed Interest
  • 2.07% Irish Fixed Interest
  • 1.46% Finnish Fixed Interest
  • 0.25% European Fixed Interest

Individual holdings

-