Fact sheet: MetLife Cautious Index Pfl Pn

Fund information
Fund name
MetLife Cautious Index Portfolio Pn 1
Fund manager company
MetLife
Fund type
Pension Fund
Fund manager
No data available.
No data available.
Fund objective
The MetLife Cautious Index Portfolio aims to provide capital growth over the longer term within a low to medium risk environment. Assets held within the underlying funds are invested with a maximum exposure of 60% to equities and at least 50% of the Portfolio is invested in Sterling denominated assets. This Portfolio should, therefore, appeal to those prepared to take some risk in pursuit of capital growth over the longer term.
Benchmark
No data available.
Investment style
Balanced
Investment method
Mixed
Quick stats
1 Year return
22.2%
1 Year rank in sector
37/465
Sector
PN Mixed Investment 20%-60% Shares
Yield
-
Fund size
£5m (£5m 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.
59
Top in this sector
Fund name1 Year
OMW IPL F&C UKEq LnkInflPn51.6%
OMW IPL F&COs EqLnkUKInflPn37.9%
AXA Wealth TEAMS cl Gvn ptfl VPn34.6%
AXA Wealth TEAMS cl Gvn ptfl IVPn32.1%
Scot Eq BailGfBalMgdARCPn29.7%
...more in PN Mixed Investment 20%-60% Shares

Performance snapshot

Holdings snapshot

  • Not Specified27.8%
    UK27.6%
    USA16.8%
    Others11.9%
    Eurozone6.7%
  • Fixed Interest27.8%
    Others11.9%
    Financial Services10.9%
    Consumer Staples7.8%
    Cyclical Consumer Goods6.8%
  • Global Fixed Interest27.8%
    UK Equities27.6%
    US Equities16.8%
    Others11.9%
    Eurozone Equity 6.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.1%2.8%7.7%22.2%28.2%55.9%
Sector2.6%1.5%5.2%15.4%20%41.7%
Rank within sector96 / 53180 / 52895 / 51837 / 46530 / 39947 / 340
Quartile1st1st1st1st1st1st
Calendar performance
 YTD - 20172016201520142013
Fund1.7%16.4%1.6%8%11.8%
Sector1.1%11.8%1.3%6%8.3%
Rank within sector107 / 53164 / 462180 / 42455 / 39897 / 380
Quartile1st1st2nd1st2nd
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.
0.88
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.
1.21
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.
0.75
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%.
6.68
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.
1.9
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.
1.12
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 high185.57
52 week low149.46
Current bid price-
Current offer price-
Current mid price186.19
Region
1Not Specified27.82%
2UK27.59%
3USA16.77%
4Others11.88%
5Eurozone6.69%
6Europe3.13%
7Japan2.01%
8Asia1.18%
9Canada0.86%
Industry sector
1Fixed Interest27.82%
2Others11.88%
3Financial Services10.9%
4Consumer Staples7.81%
5Cyclical Consumer Goods6.83%
6Health Care6.69%
7Industrials6.14%
8Energy5.61%
9Technology4.94%
Asset type
1Global Fixed Interest27.82%
2UK Equities27.59%
3US Equities16.77%
4Others11.88%
5Eurozone Equity 6.69%
6European Equities3.13%
7Japanese Equities2.01%
8Asia Pacific Developed Equities1.18%
9Canadian Equities0.86%
Individual holdings
1METLIFE UK EQUITY INDEX PN29.92%
2METLIFE UK FIXED INTEREST INDEX28.93%
3METLIFE NORTH AMERICAN EQUITY INDEX PN16.04%
4METLIFE CORPORATE BOND 1-10 YEARS10.97%
5METLIFE EUROPE EQUITY INDEX10.09%
6METLIFE JAPAN EQUITY INDEX2.04%
7METLIFE FAR EAST EQUITY INDEX PN2.01%
Management
Fund manager group
MetLife
Fund manager company
MetLife
Fund type
Pension Fund
Fund objective
The MetLife Cautious Index Portfolio aims to provide capital growth over the longer term within a low to medium risk environment. Assets held within the underlying funds are invested with a maximum exposure of 60% to equities and at least 50% of the Portfolio is invested in Sterling denominated assets. This Portfolio should, therefore, appeal to those prepared to take some risk in pursuit of capital growth over the longer term.
Benchmark
No data available.
Investment style
Balanced
Investment method
Mixed
Fund manager
No data available.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
MetLife Cautious Index Portfolio Pn 1
Initial charge-
Annual charge0.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.22%
Bid price-
Offer price-
Mid price186.194
CurrencyGBX
Price updated16/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBPG6
Data provided by

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