Fact sheet: FL Sch US MidCap EP

Fund information
Fund name
FL Schroder US Mid Cap EP
Fund manager company
Friends Life
Fund type
Pension Fund
Fund manager
  • Jenny Jonessince 27/04/2005
Underlying fund
Schroder US Mid Cap
Fund objective
Schroders state that the fund’s aim is to generate capital growth and income primarily through investment in equity securities of medium-sized US companies. The fund invests in a broad range of medium sized North American companies on the belief that they will offer better growth prospects than their larger peers over the medium to long term. The fund may also invest in other financial instruments and hold cash on deposit. The fund may also invest in collective investment schemes, warrants and money market instruments.
Benchmark
  • Russell 2500
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
32.3%
1 Year rank in sector
111/310
Sector
PN North America
Yield
-
Fund size
£1m (£0m 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.
116
Bid price
625.7
Offer price
625.7
Top in this sector
Fund name1 Year
FL Baill Giff North Am Eq Pn43.2%
FL Baillie Giff Amr AP41.5%
Baillie Gifford North American Pn41.4%
ReAssure EdgewoodLSelUSSelGrwPPB Pn40.8%
FL Baill GiffNthAmEq XE/IEPn40.7%
...more in PN North America

Performance snapshot

Holdings snapshot

  • USA95.3%
    Money Market3.8%
    Canada0.9%
    Bermuda0%
    UK0%
  • Financial Services22.7%
    Consumer Discretionary15.8%
    Health Care13.2%
    Producer Durables12.6%
    Technology11.3%
  • US Equities96.2%
    Money Market3%
    Canadian Equities0.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.3%-2.9%2.5%32.3%79.2%145.9%
Sector0.5%-2.7%4.3%31.2%64%121.4%
Rank within sector239 / 316165 / 315252 / 313111 / 31012 / 28621 / 266
Quartile4th3rd4th2nd1st1st
Calendar performance
 YTD - 20172016201520142013
Fund0.2%41.4%6.2%18.2%33.1%
Sector1.2%30.9%4.4%18.7%29.2%
Rank within sector203 / 31421 / 29954 / 294181 / 28639 / 274
Quartile3rd1st1st3rd1st
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.
4.75
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.
0.9
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.
1.61
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%.
11.44
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.
4.79
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.
0.6
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.
0.82
Price movement
52 week high663.8
52 week low472.9
Current bid price625.7
Current offer price625.7
Current mid price-
Region
1USA95.27%
2Money Market3.84%
3Canada0.88%
4Bermuda0%
5UK0%
6Cayman Islands0%
7Ireland0%
8Netherlands0%
9Norway0%
Industry sector
1Financial Services22.72%
2Consumer Discretionary15.81%
3Health Care13.25%
4Producer Durables12.58%
5Technology11.33%
6Materials & Processing6.33%
7Others4.44%
8Money Market3.84%
9Utilities3.66%
Asset type
1US Equities96.15%
2Money Market3%
3Canadian Equities0.84%
Individual holdings
1SCHRODER ISF US DOLLAR LIQUIDITY I ACC NAV USD4.44%
2ARAMARK HLDGS CORP2.27%
3ADVANCE AUTO PARTS INC2.18%
4KAR AUCTION SERVICES INC1.86%
5CATALENT INC1.83%
6ALLISON TRANSMISSION HLDGS INC1.58%
7BRUNSWICK CORP1.57%
8SPECTRUM BRANDS HLDGS INC1.55%
9COOPER COS INC1.51%
Management
Fund manager group
Friends Life
Fund manager company
Friends Life
Fund type
Pension Fund
Fund objective
Schroders state that the fund’s aim is to generate capital growth and income primarily through investment in equity securities of medium-sized US companies. The fund invests in a broad range of medium sized North American companies on the belief that they will offer better growth prospects than their larger peers over the medium to long term. The fund may also invest in other financial instruments and hold cash on deposit. The fund may also invest in collective investment schemes, warrants and money market instruments.
Benchmark
  • Russell 2500
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Jenny Jones27/04/2005Jenny B. Jones is the Head of the U.S. Small and SMID Cap Equity team, based in New York. Joined Schroders in 2002 as Head of the US Small Cap Equity. Became responsible for the US SMID cap product upon its launch in 2004. In 1996 she was appointed Senior Vice President at Morgan Stanley Investment Management and became an Executive Director in 2000. From 1990, she was head of the Small Cap Value department at Oppenheimer Capital, L.P. In 1983 she joined Mutual of America Life Insurance Co. as a portfolio manager, having joined Shearson/American Express as a financial consultant in 1982. Investment career commenced in 1980 when she joined Drexel Burnham as a sales liaison/assistant options strategist. She holds a BA (Hons), Yale University. MBA, New York University.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
FL Schroder US Mid Cap EP
Initial charge-
Annual charge1.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.36%
Bid price625.7
Offer price625.7
Mid price-
CurrencyGBX
Price updated23/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI5U9
FL Schroder US Mid Cap EP S3
Initial charge-
Annual charge1.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.36%
Bid price625.7
Offer price625.7
Mid price-
CurrencyGBX
Price updated23/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI5V0
Data provided by

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