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

20.35 %

1 Year rank in sector

11/35

Sector

FO Equity - North America

Yield
-
Fund size

£ 944.0 m

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

Top in sector

Holdings snapshot

  • USA
    94.17%
  • Canada
    5.83%
  • Information Technology
    22.3%
  • Financials
    16.25%
  • Health Care
    13.48%
  • Consumer Discretionary
    12.11%
  • Industrials
    9.81%
  • US Equities
    94.17%
  • Canadian Equities
    5.83%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.37 %10.26 %20.35 %39.23 %82.94 %
Sector2.71 %6.19 %16.11 %39.49 %79.22 %
Rank within sector17 / 378 / 3511 / 35 / /
Quartile th2 nd1 st2 nd th th

Calendar performance

YTD-20172016201520142013
Fund15.5 %0 %0 %0 %0 %
Sector9.6 %14.78 %-0.85 %12.93 %29.7 %
Rank within sector8 / 35 / / / /
Quartile th1 st th th th th

Risk statistics

Alpha0.68
Beta0.91
Sharpe0.57
Volatility10.1
Tracking error4.01
Information ratio-0.03
R-Squared0.85

Price movement

52 week high12.6139
52 week low10.1958
Current bid price0
Current offer price0
Current mid price12.6408

Holdings by region

  • 94.17% USA
  • 5.83% Canada

Holdings by sector

  • 22.3% Information Technology
  • 16.25% Financials
  • 13.48% Health Care
  • 12.11% Consumer Discretionary
  • 9.81% Industrials
  • 7.88% Consumer Staples
  • 6.89% Energy
  • 3.36% Materials
  • 2.99% Utilities
  • 2.83% Real Estate

Holdings by asset type

  • 94.17% US Equities
  • 5.83% Canadian Equities

Individual holdings

  • 3.64% APPLE INC
  • 2.05% MICROSOFT CORP
  • 1.75% JOHNSON & JOHNSON
  • 1.72% JPMORGAN CHASE & CO
  • 1.64% FACEBOOK INC
  • 1.51% AMAZON.COM INC
  • 1.35% BANK OF AMERICA CORP
  • 1.19% EXXON MOBIL CORP
  • 1.14% CITIGROUP INC
  • 1.12% HOME DEPOT INC