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

18.46 %

1 Year rank in sector

58/226

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 726.5 m

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    27.33%
  • France
    16.53%
  • Germany
    15.17%
  • Switzerland
    12.83%
  • Netherlands
    5.79%
  • Financials
    21.5%
  • Consumer Staples
    13.55%
  • Industrials
    13.23%
  • Health Care
    12.76%
  • Consumer Discretionary
    10.58%
  • UK Equities
    27.33%
  • French Equities
    16.53%
  • German Equities
    15.17%
  • Swiss Equities
    12.83%
  • Dutch Equities
    5.79%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.3 %5.66 %18.46 %33.57 %62.52 %
Sector2.26 %5.71 %17.07 %33.25 %58.83 %
Rank within sector121 / 237116 / 23358 / 226 / /
Quartile th3 rd2 nd2 nd th th

Calendar performance

YTD-20172016201520142013
Fund11.07 %0 %0 %0 %0 %
Sector11.83 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector116 / 231 / / / /
Quartile th3 rd th th th th

Risk statistics

Alpha-0.13
Beta1.02
Sharpe0.27
Volatility13.17
Tracking error3.56
Information ratio-0.02
R-Squared0.93

Price movement

52 week high12.0689
52 week low9.7821
Current bid price0
Current offer price0
Current mid price12.0113

Holdings by region

  • 27.33% UK
  • 16.53% France
  • 15.17% Germany
  • 12.83% Switzerland
  • 5.79% Netherlands
  • 5.4% Spain
  • 4.41% Sweden
  • 4.03% Others
  • 3.92% Italy
  • 2.78% Denmark

Holdings by sector

  • 21.5% Financials
  • 13.55% Consumer Staples
  • 13.23% Industrials
  • 12.76% Health Care
  • 10.58% Consumer Discretionary
  • 7.97% Materials
  • 6.8% Energy
  • 4.73% Information Technology
  • 3.75% Telecommunications
  • 3.72% Utilities

Holdings by asset type

  • 27.33% UK Equities
  • 16.53% French Equities
  • 15.17% German Equities
  • 12.83% Swiss Equities
  • 5.79% Dutch Equities
  • 5.4% Spanish Equities
  • 4.41% Swedish Equities
  • 4.03% International Equities
  • 3.92% Italian Equities
  • 2.78% Danish Equities

Individual holdings

  • 2.9% NESTLE SA
  • 2.34% NOVARTIS AG
  • 1.93% HSBC HLDGS
  • 1.85% ROCHE HLDG AG
  • 1.51% SANOFI
  • 1.5% BAYER AG
  • 1.44% TOTAL SA
  • 1.36% BASF SE
  • 1.29% UNILEVER NV
  • 1.28% BRITISH AMERICAN TOBACCO