Index | Scientific Beta Developed Europe HFI Multi-Beta Multi-Strategy Six-Factor EW Market Beta Adjusted |
Investment focus | Equity, Europe, Multi-Factor Strategy |
Fund size | GBP 1 m |
Total expense ratio | 0.30% p.a. |
Replication | Synthetic (Unfunded swap) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | No |
Fund currency | EUR |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 10.37% |
Inception/ Listing Date | 5 December 2017 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | Ireland |
Fund Provider | Morgan Stanley |
Fund Structure | Open-ended Investment Company (OEIC) |
UCITS compliance | Yes |
Administrator | Northern Trust International Fund Administration Services (Ireland) Limited |
Investment Advisor | |
Custodian Bank | Northern Trust Fiduciary Services (Ireland) Limited |
Revision Company | Ernst & Young |
Fiscal Year End | 31 July |
Swiss representative | BNP PARIBAS SECURITIES SERVICES, Paris, succursale de Zurich |
Swiss paying agent | BNP PARIBAS SECURITIES SERVICES, Paris, succursale de Zurich |
Germany | Unknown |
Switzerland | No ESTV Reporting |
Austria | Non-Tax Reporting Fund |
UK | UK Reporting |
Indextype | Total return index |
Swap counterparty | - |
Collateral manager | |
Securities lending | No |
Securities lending counterparty |
YTD | +4.82% |
1 month | +0.37% |
3 months | +6.70% |
6 months | +16.20% |
1 year | +8.70% |
3 years | +16.01% |
5 years | +38.48% |
Since inception (MAX) | +40.59% |
2023 | +14.61% |
2022 | -10.04% |
2021 | +15.91% |
2020 | +3.43% |
Volatility 1 year | 10.37% |
Volatility 3 years | 14.79% |
Volatility 5 years | 17.40% |
Return per risk 1 year | 0.84 |
Return per risk 3 years | 0.34 |
Return per risk 5 years | 0.39 |
Maximum drawdown 1 year | -7.39% |
Maximum drawdown 3 years | -20.85% |
Maximum drawdown 5 years | -30.62% |
Maximum drawdown since inception | -30.62% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
London Stock Exchange | EUR | EHEF | EHEF LN | IEBDBRDV2.I | Morgan Stanley |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge MSCI Europe Multifactor UCITS ETF | 203 | 0.45% p.a. | Accumulating | Sampling |
First Trust Eurozone AlphaDEX UCITS ETF Acc | 68 | 0.65% p.a. | Accumulating | Full replication |
First Trust Eurozone AlphaDEX UCITS ETF B Dist | 16 | 0.65% p.a. | Distributing | Full replication |
UBS ETF (LU) MSCI EMU Select Factor Mix UCITS ETF (EUR) A-acc | 12 | 0.34% p.a. | Accumulating | Full replication |
iShares Edge MSCI Europe Multifactor UCITS ETF EUR (Dist) | 4 | 0.45% p.a. | Distributing | Sampling |