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

24.36 %

1 Year rank in sector

13/37

Sector

FO Equity - North America

Yield
-
Fund size

£ 1.1 b

FE Risk score

106

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    94.24%
  • Canada
    5.76%
  • Information Technology
    23.13%
  • Financials
    16.45%
  • Health Care
    12.61%
  • Consumer Discretionary
    12.33%
  • Industrials
    9.95%
  • US Equities
    94.24%
  • Canadian Equities
    5.76%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund4.16 %13.14 %24.36 %42.4 %90.69 %
Sector3.12 %10.63 %16.73 %37.82 %87.58 %
Rank within sector20 / 4014 / 3913 / 37 / /
Quartile th2 nd2 nd2 nd th th

Calendar performance

YTD-20182017201620152014
Fund3.87 %21.06 %0 %0 %0 %
Sector3.34 %14.25 %14.78 %-0.85 %12.93 %
Rank within sector18 / 409 / 37 / / /
Quartile th2 nd1 st th th th

Risk statistics

Alpha1.77
Beta0.93
Sharpe0.67
Volatility10.13
Tracking error3.87
Information ratio0.28
R-Squared0.86

Price movement

52 week high13.7867
52 week low11.0774
Current bid price0
Current offer price0
Current mid price13.762

Holdings by region

  • 94.24% USA
  • 5.76% Canada

Holdings by sector

  • 23.13% Information Technology
  • 16.45% Financials
  • 12.61% Health Care
  • 12.33% Consumer Discretionary
  • 9.95% Industrials
  • 7.7% Consumer Staples
  • 6.77% Energy
  • 3.54% Materials
  • 2.75% Utilities
  • 2.73% Real Estate

Holdings by asset type

  • 94.24% US Equities
  • 5.76% Canadian Equities

Individual holdings

  • 3.7% APPLE INC
  • 2.34% MICROSOFT CORP
  • 1.79% JPMORGAN CHASE & CO
  • 1.78% JOHNSON & JOHNSON
  • 1.7% AMAZON.COM INC
  • 1.58% FACEBOOK INC
  • 1.57% EXXON MOBIL CORP
  • 1.47% BANK OF AMERICA CORP
  • 1.19% HOME DEPOT INC
  • 1.17% ALPHABET INC