Fact sheet: Equitable European Pn

Fund information
Fund name
Equitable European Pn
Fund manager company
Equitable Life Assur Society
Fund type
Pension Fund
Fund manager
  • Quantitative Investmentssince 06/03/2015
Underlying fund
Aberdeen Eurpn Eq Enhcd Ix
Fund objective
To achieve capital growth in the long term by investing mainly in European companies excluding the UK.
Benchmark
  • ABI Europe excluding UK
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
33.2%
1 Year rank in sector
40/359
Sector
PN Europe Excluding UK
Yield
-
Fund size
£99m (£90m 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.
112
Bid price
902.4
Offer price
944.9
Top in this sector
Fund name1 Year
Zurich Nept EuroOppsPn45.5%
Scot Eq Neptune Eur Opps Pn45.4%
RLP EurSpl(NeptuneEurpOpp)Pn44.2%
SIP Neptune Eurpn Opps Pn43.9%
L&G Neptune European Opps Pn43.3%
...more in PN Europe Excluding UK

Performance snapshot

Holdings snapshot

  • France21.4%
    Switzerland20.2%
    Germany18.5%
    Netherlands8.5%
    Sweden6.6%
  • Financials18%
    Industrials15.9%
    Health Care14.6%
    Consumer Staples12.7%
    Consumer Discretionary10.3%
  • French Equities21.4%
    German Equities17.4%
    Swiss Equities17%
    Swedish Equities9.3%
    Dutch Equities8.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund6.1%5%17%33.2%31.9%98%
Sector6.6%4%13.8%26.9%28.4%91.7%
Rank within sector269 / 367118 / 36963 / 36840 / 35978 / 341105 / 313
Quartile3rd2nd1st1st1st2nd
Calendar performance
 YTD - 20172016201520142013
Fund3.6%21%5.6%2%25.1%
Sector3.5%15.8%9.4%-0.2%25.6%
Rank within sector152 / 36744 / 359256 / 35377 / 341176 / 329
Quartile2nd1st3rd1st3rd
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.
0.97
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.
0.47
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%.
12.05
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.
2.95
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.
0.32
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.
0.94
Price movement
52 week high900.3
52 week low640.5
Current bid price902.4
Current offer price944.9
Current mid price-
Region
1France21.36%
2Switzerland20.16%
3Germany18.53%
4Netherlands8.46%
5Sweden6.59%
6Spain6.3%
7Europe3.97%
8Denmark2.95%
9Italy2.87%
Industry sector
1Financials17.96%
2Industrials15.94%
3Health Care14.6%
4Consumer Staples12.71%
5Consumer Discretionary10.27%
6Materials9.39%
7Others4.31%
8Information Technology4.24%
9Energy4.05%
Asset type
1French Equities21.36%
2German Equities17.39%
3Swiss Equities17%
4Swedish Equities9.33%
5Dutch Equities8.46%
6Spanish Equities6.3%
7Money Market4.05%
8Danish Equities2.95%
9Finnish Equities2.72%
Individual holdings
1NESTLE SA4.1%
2NOVARTIS AG2.9%
3BAYER AG2.3%
4ROCHE HLDG AG2%
5SANOFI-AVENTIS EUR21.9%
6SIEMENS AG1.8%
7TOTAL SA1.7%
8ABB LTD1.6%
9BANCO SANTANDER SA1.3%
Management
Fund manager group
Equitable Life Assur Society
Fund manager company
Equitable Life Assur Society
Fund type
Pension Fund
Fund objective
To achieve capital growth in the long term by investing mainly in European companies excluding the UK.
Benchmark
  • ABI Europe excluding UK
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Quantitative Investments06/03/2015
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Equitable European Pn
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.75%
Bid price902.4
Offer price944.9
Mid price-
CurrencyGBX
Price updated16/01/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeEU33
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.