Fact sheet: CM Schroder European Alpha Pension

Fund information
Fund name
CM Schroder European Alpha Pension
Fund manager company
Scottish Widows Invt Sols (inc
Fund type
Pension Fund
Fund managers
  • James Symsince 31/05/2014
Underlying fund
Schroder Eurpn Alpha Plus
Fund objective
The fund aims to achieve capital growth through investment in European countries excluding the UK.
Benchmark
  • MSCI Europe ex UK
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
32.8%
1 Year rank in sector
35/360
Sector
PN Europe Excluding UK
Yield
-
Fund size
£12m (£10m 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.
115
Bid price
263.7
Offer price
277.5
Top in this sector
Fund name1 Year
SIP Neptune Eurpn Opps Pn56.2%
L&G Neptune European Opps Pn54.9%
OMW Neptune European Opps54.5%
Zurich Nept EuroOppsPn50.2%
RLP EurSpl(NeptuneEurpOpp)Pn49.1%
...more in PN Europe Excluding UK

Performance snapshot

Holdings snapshot

  • France25.4%
    Germany21%
    Switzerland7.8%
    Netherlands7.1%
    Belgium5.9%
  • Financials29.7%
    Industrials14.3%
    Telecommunications12.5%
    Technology8.7%
    Oil & Gas8%
  • French Equities25.4%
    German Equities21%
    Swiss Equities7.8%
    Dutch Equities7.1%
    Belgian Equities5.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.6%9.2%14.9%32.8%23.8%60.5%
Sector0.6%8.4%7.4%25.5%28.2%74.4%
Rank within sector136 / 37198 / 37117 / 36935 / 360277 / 342277 / 315
Quartile2nd2nd1st1st4th4th
Calendar performance
 YTD - 20172016201520142013
Fund2%23.8%11.1%-12.1%18.9%
Sector2.3%15.8%9.4%-0.2%25.6%
Rank within sector184 / 37123 / 360100 / 354342 / 342301 / 330
Quartile2nd1st2nd4th4th
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.
-0.85
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.
0.99
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.
0.41
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%.
12.43
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.
4.94
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.
-0.2
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.
0.84
Price movement
52 week high267.4
52 week low195.6
Current bid price263.7
Current offer price277.5
Current mid price-
Region
1France25.35%
2Germany21.02%
3Switzerland7.84%
4Netherlands7.14%
5Belgium5.86%
6Sweden5.57%
7Austria5.31%
8Spain5.2%
9Italy5.16%
Industry sector
1Financials29.74%
2Industrials14.34%
3Telecommunications12.53%
4Technology8.7%
5Oil & Gas8.04%
6Consumer Goods7.85%
7Health Care5.6%
8Consumer Services5.14%
9Money Market4.27%
Asset type
1French Equities25.35%
2German Equities21.02%
3Swiss Equities7.84%
4Dutch Equities7.14%
5Belgian Equities5.86%
6Swedish Equities5.57%
7Austrian Equities5.31%
8Spanish Equities5.2%
9Italian Equities5.16%
Individual holdings
1ORANGE SA5.13%
2NOVARTIS AG4.67%
3DEUTSCHE TELEKOM AG4.36%
4ENI4.2%
5KBC GROUPE SA3.52%
6AXA3.5%
7SWEDBANK AB3.39%
8AURELIUS SE & CO. KGAA3.37%
9DRILLISCH AG3.05%
Management
Fund manager group
Scottish Widows
Fund manager company
Scottish Widows Invt Sols (inc
Fund type
Pension Fund
Fund objective
The fund aims to achieve capital growth through investment in European countries excluding the UK.
Benchmark
  • MSCI Europe ex UK
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
James Sym31/05/2014James Sym joined Cazenove Capital in 2007. He is a member of the pan-European equity team initially as a UK equity analyst, moving to the European desk in January 2012 with a primary focus to work with Chris Rice on the Cazenove European Income Fund. James was appointed co-manager of this fund on 1st November 2012. He graduated from St John's College, Cambridge with a degree in Natural Sciences (Mineral Physics) and Management Studies and is a Chartered Financial Analyst. He has 6 years of investment experience.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
CM Schroder European Alpha Pension
Initial charge-
Annual charge2.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price263.7
Offer price277.5
Mid price-
CurrencyGBX
Price updated22/02/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeYA21
Data provided by

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