Fact sheet: CM Dynamic Return Pension

Fund information
Fund name
CM Dynamic Return Pension
Fund manager company
Scottish Widows Invt Sols (inc
Fund type
Pension Fund
Fund manager
  • Multi - Asset Groupsince 08/11/2004
No data available.
Fund objective
To achieve long-term capital growth through gaining exposure to a diversified range of asset classes.
Benchmark
  • LIBID GBP 3 month
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
10.2%
1 Year rank in sector
392/440
Sector
PN Flexible Investment
Yield
-
Fund size
£14m (£14m 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.
47
Bid price
160.5
Offer price
168.9
Top in this sector
Fund name1 Year
Aviva Variable Annuity CU Pn45%
Baillie Gifford International PP39.8%
Scot Eq UBS Stockmkt Mgd Pn39.4%
FL Spicers Adventurous Pn39.4%
SW Prem Pn Pfl 1 Pn37.9%
...more in PN Flexible Investment

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • International Equities56.6%
    Global Fixed Interest14.2%
    Commodity & Energy9.9%
    Global Government Fixed Interest9.9%
    Hedge8.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.2%5%2.6%10.2%6.7%20.3%
Sector2.1%5%5%19.4%27.7%50.9%
Rank within sector298 / 489322 / 470350 / 454392 / 440308 / 315248 / 255
Quartile3rd3rd4th4th4th4th
Calendar performance
 YTD - 20172016201520142013
Fund2.8%3.7%-3.5%3.3%9.2%
Sector2.5%14.2%2.5%6.7%14.8%
Rank within sector287 / 471406 / 428334 / 335278 / 310243 / 267
Quartile3rd4th4th4th4th
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.
-4.44
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.
0.82
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.
-0
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%.
6.53
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.
3.54
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.
-1.64
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.
0.74
Price movement
52 week high160.1
52 week low145.2
Current bid price160.5
Current offer price168.9
Current mid price-
Region
No data available.
Industry sector
No data available.
Asset type
1International Equities56.6%
2Global Fixed Interest14.2%
3Commodity & Energy9.9%
4Global Government Fixed Interest9.9%
5Hedge8.4%
6Money Market1%
Individual holdings
1S&P500 EMINI INDEX FUTURE 17/03/2017 MAR1712.97%
2DJ EURO STOXX 50 INDEX FUTURE 17/03/2017 MAR1711.58%
3FTSE 100 INDEX FUTURE 17/03/2017 MAR1711.23%
4MSCI MINI EMERGING MARKET INDEX FUTURE 17/03/2017 MAR179.41%
5USA TREASURY INFLATION PROTECTED 0.125% 15/07/20266.06%
6MSCI PACIFIC EX JAPAN INDEX FUTURE 17/03/2017 MAR175.67%
7EURO BTP BOND FUTURE 08/03/2017 MAR175.59%
8NIKKEI 225 INDEX FUTURE (CME) 09/03/2017 MAR174.52%
9UBS ETC COMPOSITE USD3.14%
Management
Fund manager group
Scottish Widows
Fund manager company
Scottish Widows Invt Sols (inc
Fund type
Pension Fund
Fund objective
To achieve long-term capital growth through gaining exposure to a diversified range of asset classes.
Benchmark
  • LIBID GBP 3 month
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Multi - Asset Group08/11/2004
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
CM Dynamic Return Pension
Initial charge-
Annual charge1.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price160.5
Offer price168.9
Mid price-
CurrencyGBX
Price updated23/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeYW28
Data provided by

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