Fact sheet: State Street Multi-Factor Gbl Eq

Fund information

Fund name
State Street Multi-Factor Global Equity I
Fund company manager
State Street Gbl Advisors LUX
Fund type
SIB
Fund manager(s)
Natalie Waller
since 30/09/2014
Fund objective
The Fund seeks to provide an investment return in excess of the performance of the World Index (Net Total Return USD) over the long term.
Benchmark
MSCI World
Investment style
Active
Investment method
Shares

Quick stats

1 Year return

20.44 %

1 Year rank in sector

117/477

Sector

FO Equity - International

Yield
-
Fund size

£ 395.3 m

FE Risk score

103

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    55.33%
  • Japan
    7.59%
  • UK
    7.02%
  • Others
    6.44%
  • Switzerland
    5.03%
  • Financials
    20.7%
  • Information Technology
    12.71%
  • Consumer Staples
    12.51%
  • Health Care
    12.29%
  • Industrials
    12.12%
  • US Equities
    55.33%
  • Japanese Equities
    7.59%
  • UK Equities
    7.02%
  • International Equities
    6.44%
  • Swiss Equities
    5.03%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.79 %10.41 %20.44 %30.06 %0 %
Sector2.33 %8.35 %15.91 %31.69 %60.32 %
Rank within sector307 / 503168 / 498117 / 477220 / 381 /
Quartile th3 rd2 nd1 st3 rd th

Calendar performance

YTD-20172016201520142013
Fund16.32 %8.79 %-2.18 %0 %0 %
Sector13.46 %7.94 %0.71 %5.96 %21.26 %
Rank within sector177 / 489157 / 444305 / 396 / /
Quartile th2 nd2 nd4 th th th

Risk statistics

Alpha-0.19
Beta1
Sharpe0.37
Volatility9.64
Tracking error3.23
Information ratio-0.08
R-Squared0.89

Price movement

52 week high12.4776
52 week low10.1358
Current bid price0
Current offer price0
Current mid price12.4776

Holdings by region

  • 55.33% USA
  • 7.59% Japan
  • 7.02% UK
  • 6.44% Others
  • 5.03% Switzerland
  • 4.65% France
  • 4.21% Canada
  • 4.09% Germany
  • 3.02% Australia
  • 1.32% Hong Kong

Holdings by sector

  • 20.7% Financials
  • 12.71% Information Technology
  • 12.51% Consumer Staples
  • 12.29% Health Care
  • 12.12% Industrials
  • 10.42% Consumer Discretionary
  • 5.39% Energy
  • 4.13% Materials
  • 3.68% Utilities
  • 3.45% Telecommunications

Holdings by asset type

  • 55.33% US Equities
  • 7.59% Japanese Equities
  • 7.02% UK Equities
  • 6.44% International Equities
  • 5.03% Swiss Equities
  • 4.65% French Equities
  • 4.21% Canadian Equities
  • 4.09% German Equities
  • 3.02% Australian Equities
  • 1.32% Hong Kong Equities

Individual holdings

  • 1.69% APPLE INC
  • 1.55% JOHNSON & JOHNSON
  • 1.52% BERKSHIRE HATHAWAY INC
  • 1.44% EXXON MOBIL CORP
  • 1.21% MICROSOFT CORP
  • 1.16% NESTLE SA
  • 1.15% ROCHE HLDG AG
  • 1.09% WELLS FARGO & CO
  • 1.08% AT&T INC
  • 1.01% PROCTER & GAMBLE CO