Fact sheet: State Street Canada Index Equity

Fund information

Fund name
State Street Canada Index Equity I
Fund company manager
State Street Gbl Advisors LUX
Fund type
SIB
Fund manager(s)
Fund objective
The objective of the Fund is to track the performance of the MSCI Canada Index (the "Index") as closely as reasonably possible over the long term.
Benchmark
MSCI Canada
Investment style
Passive/Tracking
Investment method
Shares,Physical - Full

Quick stats

1 Year return

11.14 %

1 Year rank in sector

2/6

Sector

FO Equity - Canada

Yield
-
Fund size

£ 136.2 m

FE Risk score

121

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Canada
    100%
  • Financials
    41.91%
  • Energy
    22.42%
  • Materials
    10.01%
  • Industrials
    7.71%
  • Consumer Discretionary
    5.27%
  • Canadian Equities
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund4.26 %2.74 %10.13 %19.24 %44.08 %
Sector3.99 %2.55 %7.96 %16.5 %44.86 %
Rank within sector3 / 63 / 62 / 62 / 53 / 4
Quartile th2 nd2 nd2 nd2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund5.02 %20.3 %-8.98 %10.64 %12.76 %
Sector5.32 %15.83 %-7.49 %11.27 %14.52 %
Rank within sector4 / 61 / 55 / 53 / 54 / 4
Quartile th3 rd1 st4 th3 rd4 th

Risk statistics

Alpha0.5
Beta1.04
Sharpe0.05
Volatility7.62
Tracking error2.8
Information ratio0.21
R-Squared0.86

Price movement

52 week high12.3858
52 week low11.1081
Current bid price0
Current offer price0
Current mid price12.3858

Holdings by region

  • 100% Canada

Holdings by sector

  • 41.91% Financials
  • 22.42% Energy
  • 10.01% Materials
  • 7.71% Industrials
  • 5.27% Consumer Discretionary
  • 3.97% Consumer Staples
  • 3.26% Information Technology
  • 2.35% Telecommunications
  • 2.08% Utilities
  • 0.69% Real Estate

Holdings by asset type

  • 100% Canadian Equities

Individual holdings

  • 8.08% ROYAL BANK OF CANADA
  • 7.44% TORONTO-DOMINION BANK
  • 5.54% BANK OF NOVA SCOTIA
  • 4.91% ENBRIDGE INC
  • 4.49% CANADIAN NATIONAL RAILWAY CO
  • 4.19% SUNCOR ENERGY INC(NEW)
  • 3.54% BANK OF MONTREAL
  • 3.09% TRANSCANADA CORP
  • 2.88% MANULIFE FINANCIAL CORP
  • 2.7% CANADIAN IMPERIAL BANK OF COMMERCE