Ossiam Shiller Barclays Cape® US Sector Value TR 1C (EUR)
Ossiam Lux (SICAV domiciled in Luxembourg)
Key Information
Legal Documents
Performance
Analysis

Fund Profile

Category: SICAV

Investment objective: The investment objective of OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR (the “Fund”) is to replicate, before the Fund’s fees and expenses, the performance of the Shiller Barclays CAPE® US Sector Value Net TR Index closing level. The Shiller Barclays CAPE® US Sector Value Net TR Index (the “Index”) is a total return index (net dividends reinvested) expressed in USD, sponsored by Barclays (the “Index Provider”) and calculated and published by Bloomberg Index Services Limited (the “Calculation Agent”). The Shiller Barclays CAPE® US Sector Value Net TR Index reflects the performance of a dynamic long exposure to 4 US equity sectors which are selected every month according to their Relative CAPE® (Cyclically Adjusted Price Earnings) ratio and price variations over the prior 12 months (the “12- month price momentum”). Exposure to US equity sectors is achieved through S&P Sector Indices (the “Sub-Indices”) which capture the performance of the US companies represented by S&P 500 Index. Sector constituents of the Index will be selected on a monthly basis based on the Shiller Barclays CAPE® Index Family Methodology. Each of the 4 selected sub-indices is allocated the same weight (25%) at each rebalancing. For a detailed description of the Index, see section “Description of the Index” in the relevant Fund Appendix of the Prospectus. Investment policy: In order to achieve its investment objective, the Fund will primarily use swaps with the objective of tracking the Index performance through synthetic replication. In that case, the Fund will invest in a portfolio of assets, the performance of which will be exchanged against the performance of the Index or a related index, or a portfolio of its constituents through swap agreements with a swap counterparty. This method implies a counterparty risk as described in the below Risk and Reward Profile. The net asset value per share of the Fund will therefore increase (or decrease) according to the evolution of the Index. The counterparty to the swaps will be a first class financial institution that specializes in this type of transaction. The Fund may also enter into multiple swap agreements with multiple swap counterparties with the same characteristics as previously described. The Fund may, with due regard to the best interest of its Shareholders, decide to switch partially or totally from one of the above described policies to the other (i.e. synthetic replication vs. physical replication). In both replication strategies, the Fund shall be permanently invested for a minimum of 60% in equities or rights issued by companies having their registered office in OECD countries. In addition and on an ancillary basis, the Fund may use other derivatives for hedging and investment purposes and enter into securities lending and borrowing transactions as well as repurchase agreement transactions, as described under “Use of Derivatives, Special Investment and Hedging Techniques” in the Prospectus.

Morningstar Rating
More information about the calculation of the Morningstar Ratings
Risk and reward profile
6
Lower Risk
Possible Lower
Returns
Higher Risk
Possible Higher
Returns
Key Information
Closing Price 14/07/2020669.10
Morningstar categoryUS Large-Cap Blend Equity
CurrencyEUR
Distribution statusAccumulating
ISINLU1079841273
Inception Date22/06/2015
Minimum initial amount-
Exchange NameNYSE EURONEXT - EURONEXT PARIS
TickerCAPU
Fees And Charges
Custody feeNone
Ongoing charge0.65% of which none is paid to MeDirect
Fund management company
AddressOSSIAM 6 place de la Madeleine Paris 75008 France
Manager NameNot Disclosed
Manager Start Date22/06/2015
Websitewww.ossiam.com
Total Net Assets (mil)1,622.67 EUR (30/06/2020)
UCITSYes
Administrator-

Documents

Prospectus
en 01/03/2020
Annual Report
en 31/12/2018
Semi Annual Report
en 30/06/2019
Morningstar Report
15/07/2020

Performance

Historical returns are no guarantee for future performances. Investing in Financial markets and securities involves risk. Past performance is not a guarantee of future results. Investment losses may occur and investors could lose some or all of their investment in the Fund.
Entry fees, purchase charges, custody fees, exit fees, sale charges and taxes are not included in the calculation of past performance. Ongoing charges (including management fees, administrative fees and other costs) have been taken in to account, as they are already included in the price/NAV of the fund.
Annualised performance in EUR
PeriodAnnualised returnDate
1 year2.70%14/07/2020
3 years9.78%14/07/2020
5 years-14/07/2020
Since launch11.46%14/07/2020
Cumulative performance in EUR
Performance
YTD 01/01/2020-3.81
1 month2.58
3 months9.92
6 months-6.48
Quarterly Returns
Q 1Q 2Q 3Q 4
2020-17.35%14.49%--
201916.73%2.55%5.59%4.87%
2018-3.00%9.88%9.86%-13.76%
20176.11%-3.52%-1.21%4.56%
2016-1.71%3.74%6.84%11.11%
Dividend

Asset Allocation
% Long% Short% Net Assets
Stock74.75%0.00%74.75%
Bond25.25%0.00%25.25%
Cash0.00%0.00%0.00%
Other0.00%0.00%0.00%
Return/Risk Analysis
Risk Measurement1 Year3 Years5 Years
Standard Deviation
22.4417.4815.31
Sharpe Ratio
0.230.490.74
Sortino Ratio
0.310.681.07
Positive Months9.0025.0041.00
Negative Months3.0011.0019.00
Worst Month-13.65-13.65-13.65
World Regions
Region%
United States74.70
Asia - Developed0.05
Stock Sector Weighting
Sector% of Equity
Communication Services25.25
Industrials24.39
Technology21.91
Financial Services3.02
Consumer Cyclical
0.17
Classification of Morningstar Category
Ranking1 Year2 Years3 Years5 Years
Top 25%
Category above the average
Category below the average
Bottom 25%
Morningstar Style Box
Equity Style
Large
Size
Mid
Small
Value
Blend
Growth
Style
669.10
Closing Price
All key information and documents must be reviewed before being able to Invest.