Fact sheet: Aegon Bal Passive LS(RR)Pn

Fund information
Fund name
Aegon Balanced Passive LS (RR) Pn
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund managers
  • Stephen Walkersince 01/01/2013
Underlying fund
BlackRock NURS II Consensus 85
Fund objective
The Fund seeks to achieve a total return for investors. The Fund invests primarily in global collective investments schemes across several asset classes. The Fund may invest in equity or fixed income transferable securities, money-market instruments, deposits and cash and near cash. The Fund will aim to have between 40-85% of its investment exposure in equity securities. Derivatives and forward transactions may be used for the purposes of efficient portfolio management.
Benchmark
  • ABI Mixed Inv 40-85% Sector Average
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
16.1%
1 Year rank in sector
48/795
Sector
PN Mixed Investment 40%-85% Shares
Yield
-
Fund size
£0m
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
77
Bid price
119.4901
Offer price
119.4901
Top in this sector
Fund name1 Year
BlackRock LGIM Oseas Consn Idx Pn23.5%
Scot Eq Sequel Adventurous Pn21.4%
Scot Eq Sequel Adven Jrny Pn21.4%
Scot Eq Ext Bal Coll (ex MLC) Pn20.5%
Scot Eq Caerus Pfl DRP 4 Pn20.3%
...more in PN Mixed Investment 40%-85% Shares

Performance snapshot

Holdings snapshot

  • UK33%
    Continental Europe13.6%
    Others12.8%
    North America12.7%
    International8%
  • Financials20.2%
    Industrials14.3%
    Consumer Goods11.2%
    Consumer Services7.4%
    Government Bonds7.3%
  • UK Equities29.4%
    European Equities13.6%
    Others12.8%
    North American Equities12.7%
    Global Corporate Fixed Interest8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0%1.5%12.3%16.1%--
Sector-0.1%-0.6%8.2%11%21.8%47.9%
Rank within sector378 / 913114 / 91259 / 89448 / 795--
Quartile2nd1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund15.9%1.8%---
Sector10.7%2.2%5.7%13.1%9.9%
Rank within sector49 / 800423 / 753---
Quartile1st3rd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
-
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
-
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
-
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
-
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
-
Price movement
52 week high123.21
52 week low95.45
Current bid price119.49
Current offer price119.49
Current mid price-
Region
1UK33.01%
2Continental Europe13.58%
3Others12.77%
4North America12.72%
5International8%
6Money Market7.08%
7Japan5.66%
8Asia Pacific ex Japan3.7%
9USA3.48%
Industry sector
1Financials20.19%
2Industrials14.3%
3Consumer Goods11.16%
4Consumer Services7.43%
5Government Bonds7.29%
6Health Care7.25%
7Oil & Gas6.02%
8Technology4.66%
9Basic Materials4.41%
Asset type
1UK Equities29.44%
2European Equities13.58%
3Others12.77%
4North American Equities12.72%
5Global Corporate Fixed Interest8%
6Cash & Cash Equivalents7.08%
7Japanese Equities5.66%
8Asia Pacific ex Japan Equities3.7%
9UK Gilts3.57%
Individual holdings
No data available.
Management
Fund manager group
Scottish Equitable
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund objective
The Fund seeks to achieve a total return for investors. The Fund invests primarily in global collective investments schemes across several asset classes. The Fund may invest in equity or fixed income transferable securities, money-market instruments, deposits and cash and near cash. The Fund will aim to have between 40-85% of its investment exposure in equity securities. Derivatives and forward transactions may be used for the purposes of efficient portfolio management.
Benchmark
  • ABI Mixed Inv 40-85% Sector Average
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
Stephen Walker01/01/2013Steve Walker, Director and portfolio manager, is a member of the Beta Strategies Group. Within Beta Strategies, Mr. Walker is head of the Index Asset Allocation team in EMEA. Mr. Walker's service with the firm dates back to 2007, including his years with Barclays Global Investors (BGI), which merged with BlackRock in 2009. At BGI, he was a portfolio manager in the Client Solutions team. Prior to joining BGI, Mr. Walker was a portfolio manager in the discretionary investment team at Coutts & Co bank for over 12 years.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Aegon Balanced Passive LS (RR) Pn
Initial charge-
Annual charge0.48%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.48%
Bid price119.4901
Offer price119.4901
Mid price-
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKS0D
Data provided by

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