Fact sheet: FL AXA Rosenberg Glbl EP

Fund information
Fund name
FL AXA Rosenberg Global EP
Fund manager company
Friends Life
Fund type
Pension Fund
Fund managers
  • AXA Rosenbergsince 01/11/2014
Underlying fund
AXA Rosenberg Global
Fund objective
AXA state that the aim of the fund is to achieve capital growth over the medium to long term. The fund invests principally in equities in all economic sectors and from all parts of the world. The fund may use derivatives for investment purposes.
Benchmark
  • FTSE World
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
29.3%
1 Year rank in sector
229/1001
Sector
PN Global Equities
Yield
-
Fund size
£1m (£1m 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.
109
Bid price
510
Offer price
510
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

  • USA51.9%
    Others14.5%
    Japan7.7%
    Switzerland4.9%
    UK4.3%
  • Financials20.2%
    Technology15.2%
    Consumer Goods11.3%
    Consumer Services10.7%
    Health Care9.6%
  • US Equities51.9%
    International Equities14.5%
    Japanese Equities7.7%
    Swiss Equities4.9%
    UK Equities4.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.3%3.4%6.4%29.3%51.8%95.4%
Sector0.3%3.8%5.7%25.2%43.3%82.2%
Rank within sector773 / 1051615 / 1050387 / 1030229 / 1001231 / 865223 / 773
Quartile3rd3rd2nd1st2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund4.6%28.3%1.8%11.9%23%
Sector4.5%22.4%3.7%7.8%21.4%
Rank within sector469 / 1035205 / 957716 / 915138 / 846375 / 818
Quartile2nd1st4th1st2nd
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.
1.61
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.
1.05
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.
1.12
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%.
10.66
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.
2.28
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.
0.97
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.
0.96
Price movement
52 week high524.4
52 week low379.7
Current bid price510
Current offer price510
Current mid price-
Region
1USA51.89%
2Others14.48%
3Japan7.66%
4Switzerland4.89%
5UK4.32%
6Germany3.69%
7China3.48%
8Canada3.02%
9Taiwan2.31%
Industry sector
1Financials20.19%
2Technology15.22%
3Consumer Goods11.28%
4Consumer Services10.72%
5Health Care9.63%
6Industrials9.28%
7Basic Materials8.08%
8Oil & Gas6.4%
9Others4.85%
Asset type
1US Equities51.89%
2International Equities14.48%
3Japanese Equities7.66%
4Swiss Equities4.89%
5UK Equities4.32%
6German Equities3.69%
7Chinese Equities3.48%
8Canadian Equities3.02%
9Taiwanese Equities2.31%
Individual holdings
1APPLE INC1.8%
2JOHNSON & JOHNSON1.8%
3ALPHABET INC1.4%
4PFIZER INC1.3%
5INTEL CORP1.2%
6INTERNATIONAL BUS MACH CORP1.2%
7PEPSICO INC1.2%
8ABBVIE INC1%
9HON HAI PRECISION INDUSTRY1%
Management
Fund manager group
Friends Life
Fund manager company
Friends Life
Fund type
Pension Fund
Fund objective
AXA state that the aim of the fund is to achieve capital growth over the medium to long term. The fund invests principally in equities in all economic sectors and from all parts of the world. The fund may use derivatives for investment purposes.
Benchmark
  • FTSE World
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
AXA Rosenberg01/11/2014Rosenberg Equities took over day-to-day management of the Fund on 17 January 2003. Rosenberg Equities employs a unique investment process, which combines in-depth, fundamental research with proprietary technology. This enables Rosenberg Equities to analyse more companies than most other managers would find possible.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
FL AXA Rosenberg Global EP
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.64%
Bid price510
Offer price510
Mid price-
CurrencyGBX
Price updated26/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG1J2
FL AXA Rosenberg Global EP S3
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.64%
Bid price510
Offer price510
Mid price-
CurrencyGBX
Price updated26/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG1G1
Data provided by

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