Fact sheet: State Street North Am Enhanced Eq

Fund information

Fund name
State Street North America Enhanced Equity I
Fund company manager
State Street Gbl Advisors LUX
Fund type
SIB
Fund objective
The Sub-fund seeks to provide an investment return in excess of the performance of the MSCI North America Index (the Index ) over the long term. There is no guarantee as to the performance of the Sub-fund. Investors should be aware that the Sub-Investment Manager may not be successful in achieving this objective and that they may realise losses.
Benchmark
MSCI North America
Investment style
Active
Investment method
Shares

Quick stats

1 Year return

18.25 %

1 Year rank in sector

13/35

Sector

FO Equity - North America

Yield
-
Fund size

£ 966.8 m

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    94.23%
  • Canada
    5.77%
  • Information Technology
    22.55%
  • Financials
    15.76%
  • Health Care
    13.62%
  • Consumer Discretionary
    12.28%
  • Industrials
    9.63%
  • US Equities
    94.23%
  • Canadian Equities
    5.77%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund3.69 %5.81 %18.24 %26.4 %75.19 %
Sector2.46 %1.45 %14.33 %26.48 %72.7 %
Rank within sector8 / 379 / 3513 / 35 / /
Quartile th1 st2 nd2 nd th th

Calendar performance

YTD-20172016201520142013
Fund12.69 %0 %0 %0 %0 %
Sector6.71 %14.78 %-0.85 %12.93 %29.7 %
Rank within sector10 / 35 / / / /
Quartile th2 nd th th th th

Risk statistics

Alpha0.13
Beta0.92
Sharpe0.4
Volatility10.22
Tracking error4.09
Information ratio-0.13
R-Squared0.85

Price movement

52 week high12.3332
52 week low10.1958
Current bid price0
Current offer price0
Current mid price12.3332

Holdings by region

  • 94.23% USA
  • 5.77% Canada

Holdings by sector

  • 22.55% Information Technology
  • 15.76% Financials
  • 13.62% Health Care
  • 12.28% Consumer Discretionary
  • 9.63% Industrials
  • 8.08% Consumer Staples
  • 6.51% Energy
  • 3.3% Materials
  • 3.25% Utilities
  • 2.9% Real Estate

Holdings by asset type

  • 94.23% US Equities
  • 5.77% Canadian Equities

Individual holdings

  • 3.95% APPLE INC
  • 2.1% MICROSOFT CORP
  • 1.82% JOHNSON & JOHNSON
  • 1.69% FACEBOOK INC
  • 1.67% JPMORGAN CHASE & CO
  • 1.59% AMAZON.COM INC
  • 1.31% BANK OF AMERICA CORP
  • 1.13% EXXON MOBIL CORP
  • 1.12% UNITEDHEALTH GROUP INC
  • 1.11% COMCAST CORP(NEW)