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

1.26 %

1 Year rank in sector

19/31

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 745.6 m

FE Risk score

91

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    24.82%
  • Italy
    23.99%
  • Germany
    17.6%
  • Spain
    14.23%
  • Belgium
    6.25%
  • Government Bonds
    99.81%
  • Money Market
    0.19%
  • French Fixed Interest
    24.82%
  • Italian Fixed Interest
    23.99%
  • German Fixed Interest
    17.6%
  • Spanish Fixed Interest
    14.23%
  • Belgian Fixed Interest
    6.25%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.21 %1.78 %1.26 %6.95 %0 %
Sector0.85 %1.73 %1.18 %5.4 %18.39 %
Rank within sector12 / 3317 / 3319 / 3110 / 29 /
Quartile th2 nd3 rd3 rd2 nd th

Calendar performance

YTD-20172016201520142013
Fund0.64 %2.95 %1.3 %0 %0 %
Sector1.08 %2.22 %0.4 %11.39 %0.98 %
Rank within sector17 / 3114 / 299 / 29 / /
Quartile th3 rd2 nd2 nd th th

Risk statistics

Alpha0.46
Beta1.03
Sharpe-0
Volatility4.53
Tracking error0.84
Information ratio0.6
R-Squared0.97

Price movement

52 week high11.339
52 week low10.8773
Current bid price0
Current offer price0
Current mid price11.1754

Holdings by region

  • 24.82% France
  • 23.99% Italy
  • 17.6% Germany
  • 14.23% Spain
  • 6.25% Belgium
  • 5.38% Netherlands
  • 3.85% Austria
  • 1.98% Ireland
  • 1.52% Finland
  • 0.19% EU

Holdings by sector

  • 99.81% Government Bonds
  • 0.19% Money Market

Holdings by asset type

  • 24.82% French Fixed Interest
  • 23.99% Italian Fixed Interest
  • 17.6% German Fixed Interest
  • 14.23% Spanish Fixed Interest
  • 6.25% Belgian Fixed Interest
  • 5.38% Dutch Fixed Interest
  • 3.85% Austrian Fixed Interest
  • 1.98% Irish Fixed Interest
  • 1.52% Finnish Fixed Interest
  • 0.19% European Fixed Interest

Individual holdings

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