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Evli USA Quant Index

Investment Policy

Special Mutual Fund Evli USA Quant Index invests its assets in an investment fund managed by AXA Rosenberg Management Ireland Ltd, the assets of which are invested mainly in USD-denominated North American equities and equity related securities. The fund is an enhanced index fund, aiming to offer investors a predictable and competitive return with a relatively low tracking error versus the index. AXA Rosenberg’s highly developed quantitative and systematic pricing and valuation models are used to enhance the portfolio management of the fund.

Investment Objective

The aim is to earn a return which, in the long term exceeds the return of the benchmark index S&P 500 Net TR. The targeted tracking error or active risk is 2% in comparison to the benchmark index and the aim is to top the index by 1-2% p.a.

We recommend the fund to investors,

  • who wish to invest in the broad US equity markets with a well diversified portfolio
  • who wish to diversify sector and company specific risk efficiently in equity investments
  • who wish to have a predictable and competitive return in their US equity investments in comparison to the benchmark index
  • who have a long-term investment horizon (min. 3-5 years)

Fund performance

Place the mousepointer on the graph to view the values.
6.10.2003 - 5.1.2009

Evli USA Quant Index B
S&P 500 Net TR

Morningstar-rating

Fund facts

Type of fund US equity enhanced index fund
Investment activity began 6.10.2003
Benchmark index S&P 500 Net TR
Minimum subscription 5000 €
Profit distribution Fund units are divided into A and B units. Profit share of at least 4% is distributed on A units annually.
Administrative fees 0.50% p.a. (0.49% + 0.01%) p.a.
Subscription fee 1%
Redemption fee 1% (minimum 20 euros), not charged for investments exceeding EUR 150,000
Portfolio manager AXA Rosenberg / Evli
Equity funds Risk Value € Change Value date Yield  
      %   since january (%) 1y (%) p.a. 3y (%) p.a. 5y (%) p.a. since start (%) p.a.
Evli USA Quant Index A 66.525 -2.26 07.01.2009 2.87 -28.54 -12.15 -3.71 -3.69
Evli USA Quant Index B 82.066 -2.26 07.01.2009 2.87 -28.54 -12.15 -3.71 -3.69