Fact sheet: SSgA EurCoreTsryBdIx

Fund information

Fund name
SSgA Euro Core Treasury Bond Index P
Fund company manager
State Street Gbl Advisors LUX
Fund type
SIB
Fund manager(s)
State Street Global Advisors France SA
since 17/06/2011
Fund objective
The Sub-fund seeks to track as closely as reasonably possible the performance ofa customised subset of the Barclays Global Treasury Bond Index(the Index ).
Benchmark
Customised Subset of the Bloomberg Barclays Global Treasury Bond Index
Investment style
Passive/Tracking
Investment method
Fixed Interest,Physical – Sampled/Optimised

Quick stats

1 Year return

-2.55 %

1 Year rank in sector

26/30

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 558.5 m

FE Risk score

90

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Germany
    39.93%
  • France
    39.92%
  • Netherlands
    19.93%
  • EU
    0.11%
  • Money Market
    0.11%
  • Government Bonds
    99.89%
  • Money Market
    0.11%
  • German Fixed Interest
    39.93%
  • French Fixed Interest
    39.92%
  • Dutch Fixed Interest
    19.93%
  • European Fixed Interest
    0.11%
  • Money Market
    0.11%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.42 %-0.08 %-2.55 %5.53 %14.01 %
Sector0.26 %0.98 %-2.12 %5.55 %18.04 %
Rank within sector4 / 3325 / 3126 / 3021 / 2819 / 23
Quartile th1 st4 th4 th3 rd4 th

Calendar performance

YTD-20172016201520142013
Fund-0.68 %3.58 %0.07 %10.77 %-1.92 %
Sector0.35 %2.22 %0.4 %11.39 %0.98 %
Rank within sector26 / 303 / 2924 / 2923 / 2821 / 24
Quartile th4 th1 st4 th4 th4 th

Risk statistics

Alpha0.14
Beta0.99
Sharpe-0
Volatility4.5
Tracking error1.48
Information ratio0.08
R-Squared0.89

Price movement

52 week high12.0851
52 week low11.5319
Current bid price0
Current offer price0
Current mid price11.7425

Holdings by region

  • 39.93% Germany
  • 39.92% France
  • 19.93% Netherlands
  • 0.11% EU
  • 0.11% Money Market

Holdings by sector

  • 99.89% Government Bonds
  • 0.11% Money Market

Holdings by asset type

  • 39.93% German Fixed Interest
  • 39.92% French Fixed Interest
  • 19.93% Dutch Fixed Interest
  • 0.11% European Fixed Interest
  • 0.11% Money Market

Individual holdings

-