Fact sheet: CM Schroder Global Equity Pension

Fund information
Fund name
CM Schroder Global Equity Pension
Fund manager company
Scottish Widows Invt Sols (inc
Fund type
Pension Fund
Fund manager
  • Quantitative Equity Products Teamsince 31/01/2000
Underlying fund
Schroder QEP Global Core
Fund objective
The Fund's investment objective is to achieve the optimum overall return of capital and income through flexible global investment management. The Fund will invest internationally in equities quoted on recognised stock exchanges.The Fund may also invest in a wide range of investments including transferable securities, collective investment schemes, warrants and money market instruments.
Benchmark
  • MSCI World
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
28.3%
1 Year rank in sector
301/1001
Sector
PN Global Equities
Yield
-
Fund size
£7m (£6m 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.
100
Bid price
336.3
Offer price
354
Top in this sector
Fund name1 Year
Aegon Hend GlblTecPn47%
Baillie Gifford Lng Tm Gbl Gth Pn43.1%
Zurich BailGfrd LgTrmGblGth42.8%
Stan Life BGiff LgTmGlGtOEICPn41.7%
FL Baillie Giff LT Gbl Gth Pn39.4%
...more in PN Global Equities

Performance snapshot

Holdings snapshot

  • USA58.6%
    Japan8.8%
    UK6%
    Switzerland4.2%
    Others4.1%
  • Biotechnology/Medical10.5%
    Banks8.9%
    Software8.2%
    Hardware6.6%
    Oil & Gas Exploration & Production5.5%
  • US Equities58.6%
    Japanese Equities8.8%
    UK Equities6%
    Swiss Equities4.2%
    International Equities4.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1%1.5%5.7%28.3%52%95.3%
Sector0.3%3.8%5.7%25.2%43.3%82.2%
Rank within sector997 / 1051989 / 1050566 / 1030301 / 1001227 / 865225 / 773
Quartile4th4th3rd2nd2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund2.1%30.1%3.6%10.4%23.5%
Sector4.5%22.4%3.7%7.8%21.4%
Rank within sector962 / 1035112 / 957510 / 915206 / 846320 / 818
Quartile4th1st3rd1st2nd
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.
2.44
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.
1
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.
1.17
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%.
10.31
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.
2.96
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.
0.79
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.
0.92
Price movement
52 week high350.4
52 week low251.4
Current bid price336.3
Current offer price354
Current mid price-
Region
1USA58.64%
2Japan8.84%
3UK6.05%
4Switzerland4.23%
5Others4.1%
6France2.92%
7Germany2.77%
8Canada2.43%
9Australia2.11%
Industry sector
1Biotechnology/Medical10.46%
2Banks8.88%
3Software8.2%
4Hardware6.65%
5Oil & Gas Exploration & Production5.54%
6Financial Services4.83%
7Retailers - General4.65%
8Telecommunications2.99%
9Automotive2.97%
Asset type
1US Equities58.64%
2Japanese Equities8.84%
3UK Equities6.05%
4Swiss Equities4.23%
5International Equities4.1%
6French Equities2.92%
7German Equities2.77%
8Canadian Equities2.43%
9Australian Equities2.11%
Individual holdings
1APPLE INC2.55%
2MICROSOFT CORP1.78%
3JOHNSON & JOHNSON1.33%
4JPMORGAN CHASE & CO1.27%
5EXXON MOBIL CORP1.17%
6AT&T INC1.1%
7PFIZER INC1.04%
8FACEBOOK INC0.92%
9MERCK & CO INC(NEW)0.92%
Management
Fund manager group
Scottish Widows
Fund manager company
Scottish Widows Invt Sols (inc
Fund type
Pension Fund
Fund objective
The Fund's investment objective is to achieve the optimum overall return of capital and income through flexible global investment management. The Fund will invest internationally in equities quoted on recognised stock exchanges.The Fund may also invest in a wide range of investments including transferable securities, collective investment schemes, warrants and money market instruments.
Benchmark
  • MSCI World
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Quantitative Equity Products Team31/01/2000Established in 1996 by Justin Abercrombie. Schroders’ QEP Investment Team has been managing money for clients since 2000 and has a proven performance track record across its innovative range of global equity strategies. With 25 experienced members of staff located in London and Sydney. As at March 2013, the team manages in excess of USD 34 billion for institutional clients, including pension funds, sovereign wealth funds and insurance companies, all over the world.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
CM Schroder Global Equity Pension
Initial charge-
Annual charge1.45%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price336.3
Offer price354
Mid price-
CurrencyGBX
Price updated26/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC661
CM Schroder Global Equity Pension 4
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price281.2
Offer price296
Mid price-
CurrencyGBX
Price updated26/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMABU
CM Schroder Global Equity Pension 6
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price315.9
Offer price315.9
Mid price-
CurrencyGBX
Price updated26/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMABV
Data provided by

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