Fact sheet: State Street Eur Index Eq

Fund information

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

Quick stats

1 Year return

14.19 %

1 Year rank in sector

97/224

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 929.0 m

FE Risk score

108

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    27.62%
  • France
    16.24%
  • Germany
    14.76%
  • Switzerland
    13.37%
  • Netherlands
    5.51%
  • Financials
    21.1%
  • Consumer Staples
    14.22%
  • Industrials
    13.43%
  • Health Care
    13.12%
  • Consumer Discretionary
    10.5%
  • UK Equities
    27.62%
  • French Equities
    16.24%
  • German Equities
    14.76%
  • Swiss Equities
    13.37%
  • Dutch Equities
    5.51%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.11 %5.45 %14.57 %19.68 %67.17 %
Sector-1.35 %6.99 %14.28 %20.24 %66.73 %
Rank within sector155 / 234146 / 22997 / 224100 / 19788 / 172
Quartile th3 rd3 rd2 nd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund7.2 %2.66 %8.25 %6.94 %19.91 %
Sector8.78 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector137 / 22957 / 219134 / 20164 / 192114 / 178
Quartile th3 rd2 nd3 rd2 nd3 rd

Risk statistics

Alpha0.12
Beta1
Sharpe0.2
Volatility13.02
Tracking error3.78
Information ratio0.02
R-Squared0.92

Price movement

52 week high11.9487
52 week low9.7641
Current bid price0
Current offer price0
Current mid price11.5434

Holdings by region

  • 27.62% UK
  • 16.24% France
  • 14.76% Germany
  • 13.37% Switzerland
  • 5.51% Netherlands
  • 5.38% Spain
  • 4.51% Others
  • 4.49% Sweden
  • 3.58% Italy
  • 2.78% Denmark

Holdings by sector

  • 21.1% Financials
  • 14.22% Consumer Staples
  • 13.43% Industrials
  • 13.12% Health Care
  • 10.5% Consumer Discretionary
  • 7.44% Materials
  • 6.64% Energy
  • 4.59% Information Technology
  • 3.93% Telecommunications
  • 3.68% Utilities

Holdings by asset type

  • 27.62% UK Equities
  • 16.24% French Equities
  • 14.76% German Equities
  • 13.37% Swiss Equities
  • 5.51% Dutch Equities
  • 5.38% Spanish Equities
  • 4.51% International Equities
  • 4.49% Swedish Equities
  • 3.58% Italian Equities
  • 2.78% Danish Equities

Individual holdings

  • 3.12% NESTLE SA
  • 2.14% NOVARTIS AG
  • 2.1% HSBC HLDGS
  • 2.06% ROCHE HLDG AG
  • 1.46% BRITISH AMERICAN TOBACCO
  • 1.33% TOTAL SA
  • 1.31% ROYAL DUTCH SHELL
  • 1.3% BP
  • 1.28% SANOFI
  • 1.23% BAYER AG