LU2743106184
(Natixis) Ossiam Shiller Barclays CAPE US Sector Value Fund

  • Equities
  • US
  • USD Cash
  • Accumulating
Invest with
USD Cash
Payout type
Accumulating
Risk rating
5
About this fund
Description
The Fund seeks to replicate, before the Master’s fees and expenses, the performance of the Shiller Barclays CAPE® US Sector Value Net TR Index (the “Benchmark”). The Benchmark is a total return index (net dividends reinvested) expressed in USD, spons...
Key information
Annual report
Product Highlight Sheet
Prospectus
Information Memorandum
Factsheet
Our perspective
Why we think this fund is best-in-class
product
Product
Provides investors with exposure to the US large cap equity market with a value bias through sector selection. The approach is based on the Cyclically Adjusted Price-to-Earnings (CAPE®) ratio to select potentially undervalued sectors.
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people
People
Ossiam is an investment affiliate of Natixis Investment Management with a speciality in systematic and quantitative strategies. Strategy is managed by a team of 10 investment professionals and works directly with Dr Robert Shiller to continually develop the strategy.
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performance
Performance
Strong performance since inception of the strategy and has consistently outperformed its benchmark across market cycles since inception.
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process
Process
An approach based on the Cyclically Adjusted Price-to-Earnings (CAPE) ratio developed by Professor Robert Shiller that aims to select potentially undervalued sectors. 5 most undervalued sectors with the lowest Relative CAPE Ratios are selected while the sector with the lowest 12 month return is removed.Remaining 4 sectors are equally weighted in the portfolio (25% each) with the index rebalanced monthly. Sector exposures are synthetically replicated and the team uses total return swaps to get exposure to the respective sectors. As futures and swaps do not pay dividends, fund investors are able to avoid the tax drag caused by the 30% withholding tax that non-US investors in mutual funds and ETFs are subjected to.
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cost
Cost
Endowus offers retail share class with 100% trailer fee rebated back to Endowus investors to achieve lower cost of access
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selectionCriteria
How it fits in a portfolio
Investors looking for exposure to the US large cap equity market with a value bias through sector selection can consider an allocation to this fund. The fund benefits from Ossiam speciality in systematic and quantitative strategies to select potentially undervalued sectors to generate excess returns in the longer term. As a result, the Fund has consistently outperformed the index since inception. At the same time, investors should remain mindful of the Fund’s risk profile, as the Fund is a single-country, 100% equities portfolio that can be prone to periods of heightened volatility. Therefore, investors should adopt a diversified approach when considering an investment in the Fund. Updated as of 2024/05/29
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Invest in this fund
Performance
Shows the total return of this accumulating fund, which includes dividends reinvested.
Total returns
All Time
21.54%
YTD
6.96%
1 month
3.47%
6 month
1.23%
1 year
9.93%
As of Aug 2025
Distributions
This is an accumulating fund, so dividends are re-invested at the fund level.
Risk metrics
Max drawdown
-5.89%As of Aug 2025
Volatility
9.96%As of Aug 2025
Calendar returns
YearTotalJanFebMarAprMayJunJulAugSepOctNovDec
2025-4.1%1.5%-4.7%-1.2%2.4%1.9%-0.4%3.5%----
2024-0.0%2.4%2.5%-4.0%3.0%1.1%3.3%1.9%1.3%-0.5%6.3%-4.1%
Top Exposures
Top exposures represent up to 15 of the fund's largest exposures for each category. Allocation percentages may not sum up to 100% and can include negative values due to rounding or trading activities by the underlying fund managers, including short positions.
Fund fees
1.45%0.85% p.a.
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Fund facts
ISIN
LU2743106184
Fund house
Ossiam
Fund size
US$5.5M
As of 11 Sep 2025
Fund inception date
30 Jan 2024
Fund class currency
USD
Fund share class
R/A SGD
Oldest share class ISIN
LU2743105889
Oldest share inception date
30 Jan 2024
Pricing frequency
Daily

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