Fact sheet: FL Schroder Managed EP

Fund information
Fund name
FL Schroder Managed EP S2
Fund manager company
Friends Life
Fund type
Pension Fund
Fund manager
No data available.
No data available.
Fund objective
The fund aims to achieve long-term growth from a combination of income generation and capital growth through investing in a diversified portfolio of investments. The majority of the fund is likely to be invested in global equities including UK equities. The fund may also invest in fixed interest securities, convertibles, direct property and cash to provide diversification. The fund may invest directly or indirectly.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
26.2%
1 Year rank in sector
72/865
Sector
PN Mixed Investment 40%-85% Shares
Yield
-
Fund size
£524m (£445m 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.
76
Bid price
362.4
Offer price
362.4
Top in this sector
Fund name1 Year
BlackRock LGIM Oseas Consn Idx Pn37.6%
Scot Eq Sequel Adven Jrny Pn34.6%
Scot Eq Sequel Adventurous Pn34.6%
FL My Ftr Adv Gth XE/IE Pn34.5%
FL My Ftr Advantage Gth Pn34.5%
...more in PN Mixed Investment 40%-85% Shares

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • UK Equities48.1%
    Europe ex UK Equities11.6%
    North American Equities10.2%
    Global Fixed Interest10%
    Japanese Equities6.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.3%6.6%7.9%26.2%31.8%65.1%
Sector2.1%5.3%4.6%20%25.5%47.4%
Rank within sector304 / 91885 / 90791 / 90672 / 86596 / 70532 / 609
Quartile2nd1st1st1st1st1st
Calendar performance
 YTD - 20172016201520142013
Fund3%19.5%1.6%6.1%19.8%
Sector2.2%14.3%2.2%5.7%13.1%
Rank within sector180 / 90762 / 800472 / 753212 / 69442 / 663
Quartile1st1st3rd2nd1st
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.
-0.26
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.
1.26
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.
0.69
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%.
9.19
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.
2.8
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.
0.59
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.
0.95
Price movement
52 week high362.7
52 week low285.4
Current bid price362.4
Current offer price362.4
Current mid price-
Region
No data available.
Industry sector
No data available.
Asset type
1UK Equities48.08%
2Europe ex UK Equities11.58%
3North American Equities10.18%
4Global Fixed Interest10.02%
5Japanese Equities6.33%
6Asia Pacific ex Japan Equities5.04%
7Money Market4.11%
8International Equities2.87%
9Others1.78%
Individual holdings
1SCHRODER QEP US CORE INST INC13.41%
2SCHRODER EUROPEAN I INC11.58%
3SCHRODER TOKYO A INC5.37%
4SCHRODER INSTITUTIONAL PACIFIC I INC5.04%
5SCHRODER UTL ADVANCED BETA GLOBAL SOVEREIGN BOND FUND X ACC4.19%
6ROYAL DUTCH SHELL4.06%
7SCHRODER ALL MATURITIES CORPORATE BOND X GRACC2.89%
8HSBC HLDGS2.74%
9SCHRODER GLOBAL EMERGING MARKETS A INC2.65%
Management
Fund manager group
Friends Life
Fund manager company
Friends Life
Fund type
Pension Fund
Fund objective
The fund aims to achieve long-term growth from a combination of income generation and capital growth through investing in a diversified portfolio of investments. The majority of the fund is likely to be invested in global equities including UK equities. The fund may also invest in fixed interest securities, convertibles, direct property and cash to provide diversification. The fund may invest directly or indirectly.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Fund manager
No data available.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
FL Schroder Managed EP S2
Initial charge-
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.56%
Bid price362.4
Offer price362.4
Mid price-
CurrencyGBX
Price updated24/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeWK70
FL Schroder Managed 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)0.66%
Bid price221.9
Offer price221.9
Mid price-
CurrencyGBX
Price updated24/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeW270
Data provided by

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