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 manager(s)
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

18.1 %

1 Year rank in sector

11/36

Sector

FO Equity - North America

Yield
-
Fund size

£ 979.9 m

FE Risk score

108

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    94.43%
  • Canada
    5.57%
  • Information Technology
    23.56%
  • Financials
    16.1%
  • Health Care
    13.18%
  • Consumer Discretionary
    11.99%
  • Industrials
    9.71%
  • US Equities
    94.43%
  • Canadian Equities
    5.57%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.8 %9.65 %18.1 %31.78 %88.99 %
Sector1.73 %6.38 %13.14 %29.77 %86.71 %
Rank within sector17 / 383 / 3611 / 36 / /
Quartile th2 nd1 st2 nd th th

Calendar performance

YTD-20172016201520142013
Fund18.91 %0 %0 %0 %0 %
Sector12.74 %14.78 %-0.85 %12.93 %29.7 %
Rank within sector8 / 36 / / / /
Quartile th1 st th th th th

Risk statistics

Alpha1.21
Beta0.92
Sharpe0.6
Volatility10.15
Tracking error3.99
Information ratio0.13
R-Squared0.85

Price movement

52 week high13.0518
52 week low10.9448
Current bid price0
Current offer price0
Current mid price13.0148

Holdings by region

  • 94.43% USA
  • 5.57% Canada

Holdings by sector

  • 23.56% Information Technology
  • 16.1% Financials
  • 13.18% Health Care
  • 11.99% Consumer Discretionary
  • 9.71% Industrials
  • 7.51% Consumer Staples
  • 6.72% Energy
  • 3.37% Materials
  • 3.1% Utilities
  • 2.81% Real Estate

Holdings by asset type

  • 94.43% US Equities
  • 5.57% Canadian Equities

Individual holdings

  • 3.84% APPLE INC
  • 2.21% MICROSOFT CORP
  • 1.84% JOHNSON & JOHNSON
  • 1.75% JPMORGAN CHASE & CO
  • 1.68% AMAZON.COM INC
  • 1.66% FACEBOOK INC
  • 1.41% BANK OF AMERICA CORP
  • 1.37% EXXON MOBIL CORP
  • 1.22% INTEL CORP
  • 1.15% ALPHABET INC