Fact sheet: CM Newtn MA Div Ret Pn

Fund information
Fund name
CM Newton Multi-Asset Diversified Return Pn
Fund manager company
Scottish Widows Invt Sols (inc
Fund type
Pension Fund
Fund managers
  • Paul Floodsince 01/02/2012
  • Jon Bellsince 01/01/2015
Underlying fund
Newton MultiAssetDivfdRtn
Fund objective
To achieve long-term capital growth from a balanced portfolio in a range of international markets measured against a benchmark of Libor GBP 1 Month + 2% per annum.
Benchmark
  • LCI Mixed Asset GBP Agg - Gbl
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
15%
1 Year rank in sector
249/514
Sector
PN Specialist
Yield
-
Fund size
£7m (£8m 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.
39
Bid price
171.2
Offer price
180.2
Top in this sector
Fund name1 Year
OMW Neptune Rus + Grtr Rus91.2%
ReAssure AL NptRu&GtrRus Pn90.1%
L&G Nep Russia&Gtr Russia Pn88.4%
OMW InvescoPerpetualEmgEurpn76.4%
Scot Eq JPM Emg Eur Eq Pn69.2%
...more in PN Specialist

Performance snapshot

Holdings snapshot

  • UK45.3%
    Money Market16.8%
    USA9.1%
    Germany3%
    New Zealand2.5%
  • Financials17.1%
    Consumer Goods16.5%
    Technology15.5%
    Health Care14.5%
    Consumer Services12.2%
  • UK Equities35.3%
    Money Market16.8%
    UK Fixed Interest6.5%
    US Equities5.4%
    US Fixed Interest3.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.1%0.9%5.9%15%16.1%30.2%
Sector2.6%1.8%5.9%16.2%22.2%45%
Rank within sector281 / 546319 / 542219 / 539249 / 514230 / 386201 / 317
Quartile3rd3rd2nd2nd3rd3rd
Calendar performance
 YTD - 20172016201520142013
Fund1%10.5%-0.3%5.4%5%
Sector1.3%11.6%2%7.2%11%
Rank within sector247 / 546243 / 510343 / 446216 / 384227 / 357
Quartile2nd2nd4th3rd3rd
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.
-0.74
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.
0.86
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.
0.29
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%.
5.57
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.
2.13
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.
-0.78
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.
0.87
Price movement
52 week high171
52 week low145.6
Current bid price171.2
Current offer price180.2
Current mid price-
Region
1UK45.34%
2Money Market16.77%
3USA9.11%
4Germany3.03%
5New Zealand2.46%
6Australia2.44%
7Georgia2.08%
8Not Specified1.91%
9India1.8%
Industry sector
1Financials17.07%
2Consumer Goods16.51%
3Technology15.49%
4Health Care14.46%
5Consumer Services12.22%
6Industrials10.91%
7Telecommunications7.94%
8Utilities5.4%
Asset type
1UK Equities35.27%
2Money Market16.77%
3UK Fixed Interest6.5%
4US Equities5.43%
5US Fixed Interest3.66%
6German Equities2.76%
7Commodity & Energy2.44%
8European Emerging Equities2.08%
9Australian Fixed Interest1.97%
Individual holdings
1GREENCOAT UK WIND PLC3.21%
2JOHN LAING ENVIRONMENTAL ASSETS GROUP LIMITED ORD NPV2.89%
3GCP INFRASTRUCTURE INVESTMENTS LTD2.53%
4BH MACRO GBP2.17%
5RENEWABLES INFRASTRUCTURE GRP(THE)2.12%
6AUSTRALIA(COMMONWEALTH OF) 3.25% BDS 21/04/29 AUD100 (CDI)1.97%
7BH GLOBAL LTD1.97%
8NEW ZEALAND(GOVERNMENT OF) 4.5% BDS 15/04/27 NZD10000001.96%
9VPC SPECIALTY LENDING INVESTMENTS PLC C1.94%
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 from a balanced portfolio in a range of international markets measured against a benchmark of Libor GBP 1 Month + 2% per annum.
Benchmark
  • LCI Mixed Asset GBP Agg - Gbl
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
Paul Flood01/02/2012Paul is a fund manager and strategist at Newton. He is lead manager of the Multi-Asset Diversified Return Fund, and provides leadership and analysis on asset allocation, derivatives and convertible bonds for the wider house. He is the chairman of the derivatives process group, and a member of the asset class strategy group. Paul Joined Newton in 2006, prior to which he worked at Mellon Investment Funds Europe as a unit trust dealer. He is a CFA charterholder. 10 years at Newton and 10 years investment experience
Jon Bell01/01/2015Jon is leader of the multi-asset team at Newton. He has oversight of the Newton investment process as it impacts global Multi-Asset strategies across the entire spectrum of institutional, charity and retail clients. As an investment manager within the multi-asset team, Jon is responsible for a number of multi-asset and global equity portfolios, and is chairman of the weekly multi-asset meeting. Jon joined Newton 1995 and has a degree in natural sciences from Cambridge University. 20 years at Newton and 20 years investment experience
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
CM Newton Multi-Asset Diversified Return Pn
Initial charge-
Annual charge1.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price171.2
Offer price180.2
Mid price-
CurrencyGBX
Price updated16/01/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeYA17
CM Newton Multi-Asset Diversified Return Pn 4
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price136.8
Offer price143.9
Mid price-
CurrencyGBX
Price updated13/08/2015
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMABO
CM Newton Multi-Asset Diversified Return Pn 6
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price167.8
Offer price167.8
Mid price-
CurrencyGBX
Price updated16/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMABP
Data provided by

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