Fact sheet: Tobam Anti Benchmk US Eq

Fund information

Fund name
Tobam Anti Benchmark US Equity B EUR
Fund company manager
Tobam
Fund type
SIB
Fund manager(s)
Team Managed
since 26/09/2006
Fund objective
The fund's primary investment objective is to be exposed to US equity markets, by systematically applying the Management Company’s investment process, which aims to outperform the reference index by minimizing risk factor concentration via a maximally diversified portfolio.
Benchmark
MSCI Daily TR Net USA Local
Investment style
None
Investment method
Shares

Quick stats

1 Year return

1.6 %

1 Year rank in sector

204/205

Sector

FO Equity - USA

Yield
-
Fund size

£ 765.9 m

FE Risk score

114

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    90.94%
  • Canada
    3.37%
  • Ireland
    2.64%
  • UK
    1.13%
  • Netherlands
    0.33%
  • Consumer Discretionary
    18.12%
  • Consumer Staples
    15.26%
  • Health Care
    15.16%
  • Utilities
    11.82%
  • Information Technology
    10.94%
  • US Equities
    90.94%
  • Canadian Equities
    3.37%
  • Irish Equities
    2.64%
  • UK Equities
    1.13%
  • Others
    0.99%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1 %-4.16 %1.6 %-12.84 %24.49 %
Sector2.77 %8.02 %17.99 %32.9 %71.93 %
Rank within sector207 / 217211 / 213204 / 205175 / 175143 / 146
Quartile th4 th4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-3.61 %5.99 %-14.68 %7.44 %39.73 %
Sector12.55 %8.86 %-1.57 %10.68 %31.81 %
Rank within sector209 / 209141 / 194178 / 178131 / 16613 / 148
Quartile th4 th3 rd4 th4 th1 st

Risk statistics

Alpha-9.39
Beta0.69
Sharpe-0.01
Volatility9.88
Tracking error7.38
Information ratio-1.56
R-Squared0.54

Price movement

52 week high211.65
52 week low186.03
Current bid price0
Current offer price0
Current mid price195.31

Holdings by region

  • 90.94% USA
  • 3.37% Canada
  • 2.64% Ireland
  • 1.13% UK
  • 0.33% Netherlands
  • 0.33% Money Market
  • 0.26% Switzerland

Holdings by sector

  • 18.12% Consumer Discretionary
  • 15.26% Consumer Staples
  • 15.16% Health Care
  • 11.82% Utilities
  • 10.94% Information Technology
  • 6.42% Industrials
  • 6.02% Energy
  • 5.87% Financials
  • 5.85% Real Estate
  • 3.21% Materials

Holdings by asset type

  • 90.94% US Equities
  • 3.37% Canadian Equities
  • 2.64% Irish Equities
  • 1.13% UK Equities
  • 0.99% Others
  • 0.33% Dutch Equities
  • 0.33% Money Market
  • 0.26% Swiss Equities

Individual holdings

  • 5.06% CONSOLIDATED EDISON INC
  • 3.41% HUMANA INC
  • 3.33% EXTRA SPACE STORAGE INC
  • 2.96% MONSTER BEVERAGE CORP
  • 2.94% TYSON FOODS INC(DEL)
  • 2.5% CHIPOTLE MEXICAN GRILL
  • 2.43% BRISTOL-MYERS SQUIBB CO
  • 2.35% BUNGE LTD
  • 2.34% KROGER CO
  • 2.27% BLOCK(H & R) INC