Fact sheet: SSgA Eur MngdVoltEq

Fund information

Fund name
SSgA Europe Managed Volatility Equity P
Fund company manager
State Street Gbl Advisors LUX
Fund type
SIB
Fund manager
Selim Dekali
since 03/03/2010
Fund objective
The Sub-fund seeks to provide competitive returns and maintain low volatility, in each case compared to the MSCI Europe Index (Net)(the Index ) over the long term, by constructing a portfolio of stocks with low expected volatility relative to the Index
Benchmark
MSCI Europe
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised,Shares

Quick stats

1 Year return

7.77 %

1 Year rank in sector

202/224

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 102.3 m

FE Risk score

104

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    24.61%
  • Germany
    17.4%
  • France
    17.39%
  • Switzerland
    16.14%
  • Denmark
    5.92%
  • Consumer Staples
    23.11%
  • Industrials
    14.75%
  • Health Care
    13.29%
  • Materials
    8.88%
  • Real Estate
    8.41%
  • UK Equities
    24.61%
  • German Equities
    17.4%
  • French Equities
    17.39%
  • Swiss Equities
    16.14%
  • Danish Equities
    5.92%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.33 %6.19 %7.77 %0 %0 %
Sector1.95 %4.41 %13.83 %19.44 %56.69 %
Rank within sector194 / 23557 / 231202 / 224 / /
Quartile th4 th1 st4 th th th

Calendar performance

YTD-20172016201520142013
Fund10.4 %-4.56 %0 %0 %0 %
Sector9.47 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector79 / 230183 / 219 / / /
Quartile th2 nd4 th th th th

Price movement

52 week high11.4235
52 week low9.3035
Current bid price0
Current offer price0
Current mid price10.94

Holdings by region

  • 24.61% UK
  • 17.4% Germany
  • 17.39% France
  • 16.14% Switzerland
  • 5.92% Denmark
  • 4.81% Belgium
  • 3.11% Sweden
  • 2.93% Others
  • 2.81% Spain
  • 2.54% Austria

Holdings by sector

  • 23.11% Consumer Staples
  • 14.75% Industrials
  • 13.29% Health Care
  • 8.88% Materials
  • 8.41% Real Estate
  • 7.21% Consumer Discretionary
  • 6.85% Utilities
  • 6.68% Telecommunications
  • 5.27% Energy
  • 2.8% Information Technology

Holdings by asset type

  • 24.61% UK Equities
  • 17.4% German Equities
  • 17.39% French Equities
  • 16.14% Swiss Equities
  • 5.92% Danish Equities
  • 4.81% Belgian Equities
  • 3.11% Swedish Equities
  • 2.93% International Equities
  • 2.81% Spanish Equities
  • 2.54% Austrian Equities

Individual holdings

  • 2.67% FRAPORT AG
  • 2.62% ADP
  • 2.54% OMV AG
  • 2.45% WILLIAM DEMANT HOLDING
  • 2.42% KUEHNE & NAGEL INTERNATIONAL AG
  • 2.31% BARRY CALLEBAUT AG
  • 2.31% SONOVA HLDGS AG
  • 2.26% EMS-CHEMIE HLDG AG
  • 2.19% INTERTEK GROUP
  • 2.15% QIAGEN NV