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

-3.46 %

1 Year rank in sector

18/31

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 762.5 m

FE Risk score

84

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    25.11%
  • Italy
    24.22%
  • Germany
    17.53%
  • Spain
    14.06%
  • Belgium
    6.22%
  • Government Bonds
    99.68%
  • Money Market
    0.32%
  • French Fixed Interest
    25.11%
  • Italian Fixed Interest
    24.22%
  • German Fixed Interest
    17.53%
  • Spanish Fixed Interest
    14.06%
  • Belgian Fixed Interest
    6.22%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.56 %1.62 %-3.46 %7.53 %0 %
Sector0.65 %2.04 %-3.32 %5.96 %19.33 %
Rank within sector14 / 3315 / 3218 / 317 / 28 /
Quartile th2 nd2 nd3 rd1 st th

Calendar performance

YTD-20172016201520142013
Fund-0.3 %2.95 %1.3 %0 %0 %
Sector0.31 %2.22 %0.4 %11.39 %0.98 %
Rank within sector17 / 3112 / 298 / 29 / /
Quartile th3 rd2 nd2 nd th th

Risk statistics

Alpha0.53
Beta1.04
Sharpe-0
Volatility4.57
Tracking error0.85
Information ratio0.7
R-Squared0.97

Price movement

52 week high11.6949
52 week low10.8773
Current bid price0
Current offer price0
Current mid price11.0711

Holdings by region

  • 25.11% France
  • 24.22% Italy
  • 17.53% Germany
  • 14.06% Spain
  • 6.22% Belgium
  • 5.24% Netherlands
  • 3.75% Austria
  • 2.07% Ireland
  • 1.48% Finland
  • 0.32% EU

Holdings by sector

  • 99.68% Government Bonds
  • 0.32% Money Market

Holdings by asset type

  • 25.11% French Fixed Interest
  • 24.22% Italian Fixed Interest
  • 17.53% German Fixed Interest
  • 14.06% Spanish Fixed Interest
  • 6.22% Belgian Fixed Interest
  • 5.24% Dutch Fixed Interest
  • 3.75% Austrian Fixed Interest
  • 2.07% Irish Fixed Interest
  • 1.48% Finnish Fixed Interest
  • 0.32% European Fixed Interest

Individual holdings

-