Fact sheet: Aegon MrcActGbLoVltyEqPn

Fund information
Fund name
Aegon Mercer Active Global Low Volatility Equity Pn
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund manager
No data available.
No data available.
Fund objective
This is a multi-manager fund that invests in a wide range of mainly low-volatility shares across a range of countries, economic sectors and industries. It contains a blend of portfolios from third-party managers, actively selected by Mercer. By investing in a selection of managers, Mercer aims to provide greater diversification than relying on only one manager over the long term.
Benchmark
  • MSCI World
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
23%
1 Year rank in sector
-
Sector
PN Unclassified
Yield
-
Fund size
£0m (£0m last year)
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.
88
Bid price
139.7286
Offer price
147.0827
Top in this sector
Fund name1 Year
Aegon MrcActGbLoVltyEqPn23%
Scot Eq Adventur Core Port Pn19.9%
Scot Eq Advntrs Cr Lf Ptfl Pn19.9%
Scot Eq Gth PlusCr Lf Ptfl Pn18%
Scot Eq Gth Plus Core Port Pn18%
...more in PN Unclassified

Performance snapshot

Holdings snapshot

  • No data available.
  • Health Care16.8%
    Consumer Staples16.4%
    Technology14.6%
    Financial Services12.8%
    Industrials11.3%
  • North American Equities55.7%
    Money Market11.2%
    European Large Cap Equity8.4%
    Japanese Equities5.5%
    Asia Pacific ex Japan Equities5.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.7%2.4%14.5%23%47.7%-
Sector0.2%0.2%6.3%9%21.3%46.3%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund22.2%6.2%11.9%--
Sector8.8%2.8%7.2%10.8%9.9%
Rank within sector-----
Quartile
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.
0.77
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.
2.01
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.
1.01
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%.
10.33
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.
6.87
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.
1.02
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.
0.73
Price movement
52 week high146.31
52 week low108.64
Current bid price139.73
Current offer price147.08
Current mid price-
Region
No data available.
Industry sector
1Health Care16.8%
2Consumer Staples16.4%
3Technology14.6%
4Financial Services12.8%
5Industrials11.3%
6Telecommunications Utilities6.7%
7Basic Materials5.9%
8Cyclical Consumer Goods5.5%
9Utilities5.5%
Asset type
1North American Equities55.65%
2Money Market11.18%
3European Large Cap Equity8.38%
4Japanese Equities5.51%
5Asia Pacific ex Japan Equities5.33%
6UK Large Cap Companies4.72%
7European Mid Cap Equity3.45%
8Others2.3%
9Global Emerging Market Equities1.35%
Individual holdings
1ETFS Physical Gold2.5%
2ORACLE CORP2.2%
3MICROSOFT CORP2.1%
4COMCAST CORP(NEW)1.7%
5CVS HEALTH CORP1.2%
6AMERICAN EXPRESS CO1.1%
7ALPHABET INC0.9%
8APPLE INC0.9%
9CHARTER COMMUNICATIONS INC0.9%
Management
Fund manager group
Scottish Equitable
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund objective
This is a multi-manager fund that invests in a wide range of mainly low-volatility shares across a range of countries, economic sectors and industries. It contains a blend of portfolios from third-party managers, actively selected by Mercer. By investing in a selection of managers, Mercer aims to provide greater diversification than relying on only one manager over the long term.
Benchmark
  • MSCI World
Investment style
No data available.
Investment method
No data available.
Fund manager
No data available.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Aegon Mercer Active Global Low Volatility Equity Pn
Initial charge-
Annual charge1.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.79%
Bid price139.7286
Offer price147.0827
Mid price-
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBMDR
Aegon Mercer Active Global Low Volatility Equity Pn (ARC)
Initial charge-
Annual charge0.84%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.84%
Bid price-
Offer price-
Mid price154.6827
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJPVS
Data provided by

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You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.