Fact sheet: SSgA Eur SustCorpBdIdx

Fund information

Fund name
SSgA Euro Sustainable Corporate Bond Index I Dis
Fund company manager
State Street Gbl Advisors LUX
Fund type
SIB
Fund manager
State Street Global Advisors France SA
since 16/05/2011
Fund objective
The Sub-fund seeks to track as closely as reasonably possible the performance ofMarkit iBoxx Euro Sustainable Corporate Bond Custom Index(the Index ).
Benchmark
Markit iBoxx Euro Sustainable Corporate Bond Custom Index
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised

Quick stats

1 Year return

0.41 %

1 Year rank in sector

31/58

Sector

FO Fixed Int - EUR Corporate Bond

Yield
-
Fund size

£ 851.3 m

FE Risk score

81

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    23.66%
  • Germany
    13.88%
  • USA
    11%
  • Netherlands
    10.77%
  • Others
    9.33%
  • Financials
    42.67%
  • Industrials
    42.46%
  • Utilities
    9.53%
  • Government Agency Bonds
    3.25%
  • Fixed Interest
    1.53%
  • French Fixed Interest
    23.66%
  • German Fixed Interest
    13.88%
  • US Fixed Interest
    11%
  • Dutch Fixed Interest
    10.77%
  • Global Fixed Interest
    9.33%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.29 %1.77 %0.41 %3.77 %11.53 %
Sector-0.2 %2.14 %1.13 %7.08 %19.4 %
Rank within sector52 / 6036 / 5831 / 5849 / 5544 / 47
Quartile th4 th3 rd3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund1.59 %3.98 %-2.72 %5.8 %-0.66 %
Sector2.2 %4.74 %-1.02 %6.9 %2.24 %
Rank within sector35 / 5833 / 5753 / 5644 / 5248 / 49
Quartile th3 rd3 rd4 th4 th4 th

Risk statistics

Alpha-0.86
Beta0.95
Sharpe-0
Volatility3.25
Tracking error1.54
Information ratio-0.65
R-Squared0.78

Price movement

52 week high11.7543
52 week low11.4602
Current bid price0
Current offer price0
Current mid price11.6298

Holdings by region

  • 23.66% France
  • 13.88% Germany
  • 11% USA
  • 10.77% Netherlands
  • 9.33% Others
  • 7.9% Italy
  • 6.44% Spain
  • 6.39% UK
  • 4.86% Sweden
  • 3.41% Belgium

Holdings by sector

  • 42.67% Financials
  • 42.46% Industrials
  • 9.53% Utilities
  • 3.25% Government Agency Bonds
  • 1.53% Fixed Interest
  • 0.55% Others
  • 0.01% Money Market

Holdings by asset type

  • 23.66% French Fixed Interest
  • 13.88% German Fixed Interest
  • 11% US Fixed Interest
  • 10.77% Dutch Fixed Interest
  • 9.33% Global Fixed Interest
  • 7.9% Italian Fixed Interest
  • 6.44% Spanish Fixed Interest
  • 6.39% UK Fixed Interest
  • 4.86% Swedish Fixed Interest
  • 3.41% Belgian Fixed Interest

Individual holdings

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