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

17.33 %

1 Year rank in sector

50/59

Sector

FO Equity - Small Cap Europe

Yield
-
Fund size

£ 52.0 m

FE Risk score

102

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    26.81%
  • France
    13.53%
  • Sweden
    12.64%
  • Italy
    11.19%
  • Germany
    11.14%
  • Industrials
    22.9%
  • Consumer Discretionary
    18.51%
  • Financials
    16.73%
  • Materials
    9.87%
  • Real Estate
    6.59%
  • UK Equities
    26.81%
  • French Equities
    13.53%
  • Swedish Equities
    12.64%
  • Italian Equities
    11.19%
  • German Equities
    11.14%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.46 %9.99 %17.33 %34.74 %115.12 %
Sector-0.43 %14.33 %24.31 %44.8 %114.51 %
Rank within sector40 / 6154 / 6050 / 5939 / 5222 / 44
Quartile th3 rd4 th4 th3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund11.29 %-6.82 %24.45 %10.6 %32.45 %
Sector15.92 %1.02 %23.64 %3.17 %29.66 %
Rank within sector53 / 6053 / 5820 / 555 / 5222 / 45
Quartile th4 th4 th2 nd1 st2 nd

Risk statistics

Alpha-3.24
Beta1.11
Sharpe0.39
Volatility14.65
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 price10.8168

Holdings by region

  • 26.81% UK
  • 13.53% France
  • 12.64% Sweden
  • 11.19% Italy
  • 11.14% Germany
  • 8.5% Switzerland
  • 3.85% Austria
  • 3.81% Denmark
  • 3.76% Others
  • 2.43% Norway

Holdings by sector

  • 22.9% Industrials
  • 18.51% Consumer Discretionary
  • 16.73% Financials
  • 9.87% Materials
  • 6.59% Real Estate
  • 6.37% Health Care
  • 6.37% Information Technology
  • 5.63% Utilities
  • 4.6% Consumer Staples
  • 2.43% Energy

Holdings by asset type

  • 26.81% UK Equities
  • 13.53% French Equities
  • 12.64% Swedish Equities
  • 11.19% Italian Equities
  • 11.14% German Equities
  • 8.5% Swiss Equities
  • 3.85% Austrian Equities
  • 3.81% Danish Equities
  • 3.76% International Equities
  • 2.43% Norwegian Equities

Individual holdings

  • 2.32% MELROSE INDUSTRIES PLC
  • 2.29% JD SPORTS FASHION PLC
  • 2.15% IREN SPA
  • 2.05% FISCHER(GEORG)AG
  • 2.01% CASTELLUM AB
  • 2% MONCLER SPA
  • 1.97% STADA ARZNEIMITTEL AG
  • 1.96% QINETIQ GROUP
  • 1.93% SCANDIC HOTELS AB
  • 1.93% WIENERBERGER AG