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

13.59 %

1 Year rank in sector

48/59

Sector

FO Equity - Small Cap Europe

Yield
-
Fund size

£ 40.2 m

FE Risk score

100

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    30.3%
  • France
    10.83%
  • Sweden
    10.76%
  • Italy
    9.72%
  • Switzerland
    7.98%
  • Industrials
    19.04%
  • Financials
    18.13%
  • Consumer Discretionary
    17.7%
  • Real Estate
    9.76%
  • Materials
    9.34%
  • UK Equities
    30.3%
  • French Equities
    10.83%
  • Swedish Equities
    10.76%
  • Italian Equities
    9.72%
  • Swiss Equities
    7.98%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.89 %7.53 %13.59 %34.94 %102.27 %
Sector2.7 %11 %19.31 %47.8 %104.22 %
Rank within sector44 / 6048 / 6048 / 5942 / 5121 / 43
Quartile th3 rd4 th4 th4 th2 nd

Calendar performance

YTD-20172016201520142013
Fund12.39 %-6.82 %24.45 %10.6 %32.45 %
Sector17.58 %1.02 %23.64 %3.17 %29.66 %
Rank within sector49 / 5952 / 5720 / 545 / 5122 / 44
Quartile th4 th4 th2 nd1 st2 nd

Risk statistics

Alpha-3.78
Beta1.12
Sharpe0.43
Volatility14.54
Tracking error4.46
Information ratio-0.58
R-Squared0.92

Price movement

52 week high11.1163
52 week low9.0229
Current bid price0
Current offer price0
Current mid price10.9235

Holdings by region

  • 30.3% UK
  • 10.83% France
  • 10.76% Sweden
  • 9.72% Italy
  • 7.98% Switzerland
  • 7.11% Germany
  • 6.17% Austria
  • 5.79% Denmark
  • 5.06% Others
  • 3.19% Belgium

Holdings by sector

  • 19.04% Industrials
  • 18.13% Financials
  • 17.7% Consumer Discretionary
  • 9.76% Real Estate
  • 9.34% Materials
  • 8.49% Information Technology
  • 6.02% Utilities
  • 4.45% Health Care
  • 2.95% Consumer Staples
  • 2.12% Energy

Holdings by asset type

  • 30.3% UK Equities
  • 10.83% French Equities
  • 10.76% Swedish Equities
  • 9.72% Italian Equities
  • 7.98% Swiss Equities
  • 7.11% German Equities
  • 6.17% Austrian Equities
  • 5.79% Danish Equities
  • 5.06% International Equities
  • 3.19% Belgian Equities

Individual holdings

  • 2.12% SUBSEA 7 SA
  • 2.05% CASTELLUM AB
  • 2.04% EURONEXT NV
  • 2.02% IREN SPA
  • 2.01% MONCLER SPA
  • 2% TELEKOM AUSTRIA(TA)
  • 1.94% BELLWAY
  • 1.92% FERREXPO PLC
  • 1.89% WIHLBORG FASTIGHETER AB(PUBL)
  • 1.84% SCANDIC HOTELS AB