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

15.24 %

1 Year rank in sector

14/37

Sector

FO Equity - North America

Yield
-
Fund size

£ 949.6 m

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

Top in sector

Holdings snapshot

  • USA
    94.29%
  • Canada
    5.71%
  • Information Technology
    21.29%
  • Financials
    16.01%
  • Health Care
    13.45%
  • Consumer Discretionary
    12.61%
  • Industrials
    9.76%
  • US Equities
    94.29%
  • Canadian Equities
    5.71%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.13 %7.88 %15.24 %26.03 %89.28 %
Sector0.45 %5.15 %13.02 %29.63 %85.52 %
Rank within sector7 / 3710 / 3714 / 37 / /
Quartile th1 st2 nd2 nd th th

Calendar performance

YTD-20172016201520142013
Fund10.93 %0 %0 %0 %0 %
Sector6.82 %14.78 %-0.85 %12.93 %29.7 %
Rank within sector11 / 37 / / / /
Quartile th2 nd th th th th

Risk statistics

Alpha-0.46
Beta0.94
Sharpe0.41
Volatility10.43
Tracking error4.12
Information ratio-0.25
R-Squared0.85

Price movement

52 week high12.1698
52 week low10.1958
Current bid price0
Current offer price0
Current mid price12.1408

Holdings by region

  • 94.29% USA
  • 5.71% Canada

Holdings by sector

  • 21.29% Information Technology
  • 16.01% Financials
  • 13.45% Health Care
  • 12.61% Consumer Discretionary
  • 9.76% Industrials
  • 8.6% Consumer Staples
  • 6.76% Energy
  • 3.33% Materials
  • 3.19% Utilities
  • 2.9% Real Estate

Holdings by asset type

  • 94.29% US Equities
  • 5.71% Canadian Equities

Individual holdings

  • 3.55% APPLE INC
  • 1.97% MICROSOFT CORP
  • 1.84% JOHNSON & JOHNSON
  • 1.71% JPMORGAN CHASE & CO
  • 1.59% AMAZON.COM INC
  • 1.51% FACEBOOK INC
  • 1.33% BANK OF AMERICA CORP
  • 1.22% EXXON MOBIL CORP
  • 1.07% COMCAST CORP(NEW)
  • 1.07% HOME DEPOT INC