Fact sheet: FL Inv Perp Gbl Sm Cos EP

Fund information
Fund name
FL Invesco Perpetual Global Smaller Companies EP S3
Fund manager company
Friends Life
Fund type
Pension Fund
Fund managers
  • Invesco Perpetual Global Smaller Companies Groupsince 01/12/2010
  • Nick Mustoesince 01/12/2010
Underlying fund
Invesco Perp Global Sm Cos
Fund objective
Invesco Perpetual state that the objective of the fund is to achieve capital growth. The fund invests primarily in shares of smaller companies globally, which are quoted on the world’s stockmarkets. In pursuing this objective, the managers may include investments that they consider appropriate which include transferable securities, money market instruments, warrants, collective investment schemes, deposits and other permitted investments and transactions. The fund is actively managed within its objectives and is not constrained by a benchmark.
Benchmark
  • MSCI ACWI Small Cap
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
25.4%
1 Year rank in sector
208/961
Sector
PN Global Equities
Yield
-
Fund size
£4m (£3m 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.
106
Bid price
285.7
Offer price
285.7
Top in this sector
Fund name1 Year
AXA Wealth Sch ISF Gbl Recv Pn38.2%
RLP Dimensional Gbl Targeted Val Pn36.5%
Stan Life M&G Global Dividend Pn34.9%
Aviva Sch Gbl Eq Inc Pn34.8%
OMW IPL M&G Global Dividend Pn34.6%
...more in PN Global Equities

Performance snapshot

Holdings snapshot

  • USA30.8%
    Japan12.5%
    UK9.7%
    France6.5%
    Netherlands4.1%
  • Industrials19.3%
    Information Technology16.5%
    Consumer Discretionary16.3%
    Financials15.4%
    Health Care8.4%
  • US Equities30.8%
    Japanese Equities12.5%
    UK Equities9.7%
    French Equities6.5%
    Dutch Equities4.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.3%5.7%17.8%25.4%41.6%103.9%
Sector1%3.2%15.1%19.7%35.8%77.9%
Rank within sector167 / 1039206 / 1035303 / 1025208 / 961278 / 84981 / 751
Quartile1st1st2nd1st2nd1st
Calendar performance
 YTD - 20162015201420132012
Fund24.5%4.9%5.5%29.3%16.3%
Sector18.7%3.7%7.8%21.4%11.2%
Rank within sector196 / 963328 / 921556 / 84943 / 82049 / 752
Quartile1st2nd3rd1st1st
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.
1.49
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.
0.97
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.
0.77
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%.
10.21
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.
2.69
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.
0.45
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.
0.93
Price movement
52 week high289.7
52 week low201.2
Current bid price285.7
Current offer price285.7
Current mid price-
Region
1USA30.76%
2Japan12.54%
3UK9.74%
4France6.45%
5Netherlands4.13%
6Hong Kong3.72%
7India2.96%
8Korea2.91%
9Ireland2.36%
Industry sector
1Industrials19.34%
2Information Technology16.53%
3Consumer Discretionary16.31%
4Financials15.38%
5Health Care8.44%
6Materials6.96%
7Real Estate6.08%
8Consumer Staples3.65%
9Energy3.25%
Asset type
1US Equities30.76%
2Japanese Equities12.54%
3UK Equities9.74%
4French Equities6.45%
5Dutch Equities4.13%
6Hong Kong Equities3.72%
7Indian Equities2.96%
8South Korean Equities2.91%
9Irish Equities2.36%
Individual holdings
1HDFC BANK LTD1.23%
2HDFC BANK LTD1.23%
3UPL LTD0.84%
4UPL LTD0.84%
5NETEASE INC0.78%
6OUTOKUMPU OYJ0.71%
7LINK SOLUTIONS FOR INDUSTRY0.7%
8HYUNDAI MOBIS0.67%
9HIBERNIA REIT PLC ORD0.66%
Management
Fund manager group
Friends Life
Fund manager company
Friends Life
Fund type
Pension Fund
Fund objective
Invesco Perpetual state that the objective of the fund is to achieve capital growth. The fund invests primarily in shares of smaller companies globally, which are quoted on the world’s stockmarkets. In pursuing this objective, the managers may include investments that they consider appropriate which include transferable securities, money market instruments, warrants, collective investment schemes, deposits and other permitted investments and transactions. The fund is actively managed within its objectives and is not constrained by a benchmark.
Benchmark
  • MSCI ACWI Small Cap
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
Invesco Perpetual Global Smaller Companies Group01/12/2010
Nick Mustoe01/12/2010Based in Henley-on-Thames, Nick is Chief Investment Officer of Invesco Perpetual. Nick joined the company in June 2010. His investment career spans over 30 years to date, having started with Phillips & Drew Fund Management as a UK equity manager in 1985. More recently, he was appointed CIO of Pictet Asset Management in 2006 after joining Hermes Pensions Management as CIO in 2002. He holds a first class honours degree in Business Studies from Bradford University.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
FL Invesco Perpetual Global Smaller Companies EP
Initial charge-
Annual charge1.15%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.35%
Bid price714.7
Offer price714.7
Mid price-
CurrencyGBX
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codePY47
FL Invesco Perpetual Global Smaller Companies EP S3
Initial charge-
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.45%
Bid price285.7
Offer price285.7
Mid price-
CurrencyGBX
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeW173
Data provided by

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