Fact sheet: State Street Europe Small Cap Eq

Fund information

Fund name
State Street Europe Small Cap Equity P
Fund company manager
State Street Gbl Advisors LUX
Fund type
SIB
Fund manager
Eric Chatron
since 04/05/2015
Fund objective
The Fund seeks to provide an investment return in excess of the performance of the MSCI Europe Small Cap Index (the ”Index”) over the long term.
Benchmark
MSCI Europe Small Cap Index
Investment style
Active
Investment method
Shares

Quick stats

1 Year return

16.56 %

1 Year rank in sector

43/58

Sector

FO Equity - Small Cap Europe

Yield
-
Fund size

£ 50.0 m

FE Risk score

101

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    29.53%
  • France
    14%
  • Sweden
    11.4%
  • Italy
    9.38%
  • Germany
    8.79%
  • Industrials
    22.55%
  • Financials
    20.65%
  • Consumer Discretionary
    17.2%
  • Materials
    10.01%
  • Information Technology
    7.96%
  • UK Equities
    29.53%
  • French Equities
    14%
  • Swedish Equities
    11.4%
  • Italian Equities
    9.38%
  • German Equities
    8.79%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.62 %5.38 %14.76 %36.82 %105.18 %
Sector-0.55 %9.45 %19.23 %46.9 %104.72 %
Rank within sector12 / 6050 / 6043 / 5838 / 5120 / 43
Quartile th1 st4 th3 rd3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund10.86 %-6.82 %24.45 %10.6 %32.45 %
Sector14.81 %1.02 %23.64 %3.17 %29.66 %
Rank within sector46 / 5952 / 5720 / 545 / 5122 / 44
Quartile th4 th4 th2 nd1 st2 nd

Risk statistics

Alpha-3.44
Beta1.12
Sharpe0.5
Volatility14.51
Tracking error4.51
Information ratio-0.49
R-Squared0.92

Price movement

52 week high11.1163
52 week low9.0229
Current bid price0
Current offer price0
Current mid price10.7754

Holdings by region

  • 29.53% UK
  • 14% France
  • 11.4% Sweden
  • 9.38% Italy
  • 8.79% Germany
  • 7.57% Switzerland
  • 4.91% Others
  • 4.76% Austria
  • 4.68% Denmark
  • 2.56% Norway

Holdings by sector

  • 22.55% Industrials
  • 20.65% Financials
  • 17.2% Consumer Discretionary
  • 10.01% Materials
  • 7.96% Information Technology
  • 6.46% Real Estate
  • 5.06% Utilities
  • 4.47% Health Care
  • 2.64% Consumer Staples
  • 1.68% Energy

Holdings by asset type

  • 29.53% UK Equities
  • 14% French Equities
  • 11.4% Swedish Equities
  • 9.38% Italian Equities
  • 8.79% German Equities
  • 7.57% Swiss Equities
  • 4.91% International Equities
  • 4.76% Austrian Equities
  • 4.68% Danish Equities
  • 2.56% Norwegian Equities

Individual holdings

  • 2.09% MONCLER SPA
  • 2.02% EURONEXT NV
  • 1.98% CASTELLUM AB
  • 1.94% MELROSE INDUSTRIES PLC
  • 1.85% POLYPIPE GROUP PLC
  • 1.85% SYDBANK AS
  • 1.84% MORGAN SINDALL ORD GBP0.05
  • 1.83% IREN SPA
  • 1.82% LONZA GROUP AG
  • 1.81% SCANDIC HOTELS AB