Fact sheet: Equitable UK FTSE All Share Pn

Fund information
Fund name
Equitable UK FTSE All Share Pn
Fund manager company
Equitable Life Assur Society
Fund type
Pension Fund
Fund manager
  • Quantitative Investmentssince 26/03/2010
Underlying fund
Aberdeen Foundation Grth
Fund objective
The investment objective of this fund is to aim to match as closely as possible, subject to the effect of charges, the capital performance and net income yield of the FTSE All Share index.
Benchmark
  • ABI UK All Companies
Investment style
Passive/Tracking
Investment method
Indices
Quick stats
1 Year return
9.9%
1 Year rank in sector
137/845
Sector
PN UK All Companies
Yield
-
Fund size
£108m (£13m 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.
95
Bid price
187
Offer price
195.8
Top in this sector
Fund name1 Year
Stan Life SLI UK Eq Rcvry Pn42.3%
Fidelity UBS UK Select Pn22.3%
Halifax IM UK Growth Pn22%
CM UBS UK Opportunities Pension21.8%
SW UBS UK Opps Pn21.4%
...more in PN UK All Companies

Performance snapshot

Holdings snapshot

  • UK92.9%
    Switzerland2%
    Ireland1.6%
    Not Specified0.8%
    South Africa0.6%
  • Financials21%
    Consumer Staples14.4%
    Energy12.2%
    Consumer Discretionary9.7%
    Health Care9.3%
  • UK Equities91.4%
    Money Market2.1%
    Swiss Equities2%
    Irish Equities1.6%
    South African Equities0.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.1%-1.7%8.5%9.9%15.5%49%
Sector0.3%-1.7%5.7%5%14.6%56.5%
Rank within sector298 / 867381 / 864258 / 863137 / 845332 / 807505 / 758
Quartile2nd2nd2nd1st2nd3rd
Calendar performance
 YTD - 20162015201420132012
Fund10.1%0.7%0.3%20.2%12.5%
Sector5%4.4%0.6%24.2%15.4%
Rank within sector136 / 845604 / 833412 / 808595 / 787450 / 760
Quartile1st3rd3rd4th3rd
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.
0.46
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.
0.96
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.
0.11
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%.
9.88
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.
3.43
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.
0.07
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.
0.89
Price movement
52 week high196.2
52 week low150.3
Current bid price187
Current offer price195.8
Current mid price-
Region
1UK92.87%
2Switzerland2%
3Ireland1.63%
4Not Specified0.81%
5South Africa0.59%
6USA0.55%
7International0.24%
8Germany0.22%
9Isle of Man0.18%
Industry sector
1Financials20.97%
2Consumer Staples14.44%
3Energy12.2%
4Consumer Discretionary9.65%
5Health Care9.35%
6Industrials9.29%
7Materials8.2%
8Telecommunications Utilities4.33%
9Utilities3.89%
Asset type
1UK Equities91.43%
2Money Market2.06%
3Swiss Equities2%
4Irish Equities1.63%
5South African Equities0.59%
6US Equities0.47%
7Cash & Cash Equivalents0.41%
8International Equities0.24%
9German Equities0.22%
Individual holdings
1ROYAL DUTCH SHELL7.5%
2HSBC HLDGS5.5%
3BP4.1%
4BRITISH AMERICAN TOBACCO3.9%
5GLAXOSMITHKLINE3.6%
6VODAFONE GROUP2.7%
7ASTRAZENECA PLC2.6%
8DIAGEO ORD GBP0.28 101/1082.5%
9RECKITT BENCKISER GROUP PLC2.1%
Management
Fund manager group
Equitable Life Assur Society
Fund manager company
Equitable Life Assur Society
Fund type
Pension Fund
Fund objective
The investment objective of this fund is to aim to match as closely as possible, subject to the effect of charges, the capital performance and net income yield of the FTSE All Share index.
Benchmark
  • ABI UK All Companies
Investment style
Passive/Tracking
Investment method
Indices
Fund manager
NameSinceBiography
Quantitative Investments26/03/2010
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Equitable UK FTSE All Share Pn
Initial charge-
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.5%
Bid price187
Offer price195.8
Mid price-
CurrencyGBX
Price updated05/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeEU96
Data provided by

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