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
-1.7%
1 Year rank in sector
411/422
Sector
PN Flexible Investment
Yield
-
Fund size
£14m (£15m 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.
46
Bid price
151.9
Offer price
159.9
Top in this sector
Fund name1 Year
Aviva Variable Annuity CU Pn26.8%
Aegon Mrc Divfd Gth Pn23%
FL Threadneedle Gbl Equ Inc Pn22.5%
FL Spicers Adventurous Pn21.8%
OMW IPL Invtc EmMkts Multi Asset Pn20.5%
...more in PN Flexible Investment

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • International Equities40.6%
    Global Fixed Interest18.3%
    Global Government Fixed Interest16.6%
    Hedge14.6%
    Commodity & Energy8.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.4%-2.6%1.8%-1.7%1.3%22.8%
Sector-2.1%-0.4%7.9%9.5%21.6%52.6%
Rank within sector127 / 485402 / 472436 / 464411 / 422308 / 309238 / 246
Quartile2nd4th4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund0.9%-3.5%3.3%9.2%11.3%
Sector10.3%2.5%6.7%14.8%10.5%
Rank within sector409 / 430334 / 335277 / 309243 / 266137 / 249
Quartile4th4th4th4th3rd
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.
-4.78
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.
0.84
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%.
6.66
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.
3.51
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.
-1.66
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.
0.75
Price movement
52 week high157.6
52 week low143.4
Current bid price151.9
Current offer price159.9
Current mid price-
Region
No data available.
Industry sector
No data available.
Asset type
1International Equities40.58%
2Global Fixed Interest18.32%
3Global Government Fixed Interest16.63%
4Hedge14.59%
5Commodity & Energy8.88%
6Money Market1%
Individual holdings
1USA 10YR NOTE FUTURE 20/12/2016 DEC1612.59%
2FTSE 100 INDEX FUTURE 16/12/2016 DEC168.17%
3MSCI MINI EMERGING MARKET INDEX FUTURE 16/12/2016 DEC168.01%
4S&P500 EMINI INDEX FUTURE 16/12/2016 DEC167.76%
5DJ EURO STOXX 50 INDEX FUTURE 16/12/2016 DEC167.25%
6ISHARES J.P. MORGAN EMERG MRKT BOND FD4.92%
7EURO BUXL 30YR BOND FUTURE 08/09/2016 SEP164.39%
8MSCI PACIFIC EX J 16/12/2016 DEC164.16%
9NIKKEI 225 INDEX FUTURE 08/12/2016 DEC163.97%
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 price151.9
Offer price159.9
Mid price-
CurrencyGBX
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeYW28
Data provided by

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