Fact sheet: State Street € Enhncd Eq

Fund information

Fund name
State Street Europe Enhanced Equity I
Fund company manager
State Street Gbl Advisors LUX
Fund type
SIB
Fund manager(s)
Fund objective
The Sub-fund seeks to provide an investment return in excess of the performance of the MSCI Europe Index(the Index ) over the long term. There is no guarantee as to the performance of the Sub-fund. Investors should be aware that the Investment Manager may not be successful in achieving this objective and that they may realise losses
Benchmark
MSCI Europe
Investment style
Active
Investment method
Shares

Quick stats

1 Year return

12.5 %

1 Year rank in sector

127/225

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 788.2 m

FE Risk score

103

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    27.96%
  • France
    16.71%
  • Germany
    15.75%
  • Switzerland
    12.71%
  • Netherlands
    5.51%
  • Financials
    20.93%
  • Consumer Staples
    13.64%
  • Industrials
    13.24%
  • Health Care
    12.08%
  • Consumer Discretionary
    10.68%
  • UK Equities
    27.96%
  • French Equities
    16.71%
  • German Equities
    15.75%
  • Swiss Equities
    12.71%
  • Dutch Equities
    5.51%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.85 %3.31 %12.5 %22.35 %58.14 %
Sector3.05 %4.13 %13.46 %24.42 %55.05 %
Rank within sector132 / 235142 / 230127 / 225 / /
Quartile th3 rd3 rd3 rd th th

Calendar performance

YTD-20182017201620152014
Fund2.44 %10.47 %0 %0 %0 %
Sector2.36 %11.78 %-0.56 %11.08 %4.22 %
Rank within sector109 / 235122 / 225 / / /
Quartile th2 nd3 rd th th th

Risk statistics

Alpha-0.38
Beta1.06
Sharpe0.28
Volatility13.11
Tracking error3.36
Information ratio-0.02
R-Squared0.94

Price movement

52 week high12.2753
52 week low10.8136
Current bid price0
Current offer price0
Current mid price12.2377

Holdings by region

  • 27.96% UK
  • 16.71% France
  • 15.75% Germany
  • 12.71% Switzerland
  • 5.51% Netherlands
  • 5.02% Spain
  • 4.35% Sweden
  • 3.82% Others
  • 3.54% Italy
  • 2.95% Denmark

Holdings by sector

  • 20.93% Financials
  • 13.64% Consumer Staples
  • 13.24% Industrials
  • 12.08% Health Care
  • 10.68% Consumer Discretionary
  • 8.39% Materials
  • 7.31% Energy
  • 4.89% Information Technology
  • 3.68% Telecommunications
  • 3.68% Utilities

Holdings by asset type

  • 27.96% UK Equities
  • 16.71% French Equities
  • 15.75% German Equities
  • 12.71% Swiss Equities
  • 5.51% Dutch Equities
  • 5.02% Spanish Equities
  • 4.35% Swedish Equities
  • 3.82% International Equities
  • 3.54% Italian Equities
  • 2.95% Danish Equities

Individual holdings

  • 2.93% NESTLE SA
  • 2.26% NOVARTIS AG
  • 2% HSBC HOLDINGS PLC
  • 1.81% ROCHE HLDG AG
  • 1.48% TOTAL SA
  • 1.37% BRITISH AMERICAN TOBACCO PLC
  • 1.36% BAYER AG
  • 1.35% BASF SE
  • 1.33% ROYAL DUTCH SHELL
  • 1.3% SANOFI