Fact sheet: MetLife Defensive Idx Pfl Pn

Fund information
Fund name
MetLife Defensive Index Portfolio Pn
Fund manager company
MetLife
Fund type
Pension Fund
Fund manager
No data available.
No data available.
Fund objective
The MetLife Defensive Index Portfolio aims to preserve capital and minimise risk. Assets held within the underlying funds are invested with a maximum exposure of 35% to equities and at least 85% of the Portfolio is invested in Sterling denominated assets. This Portfolio should, therefore, appeal to risk-averse investors seeking steady investment returns.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
10.3%
1 Year rank in sector
32/146
Sector
PN Mixed Investment 0%-35% Shares
Yield
-
Fund size
£248m (£261m 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.
42
Top in this sector
Fund name1 Year
B&CE ThePplPnPre-Retm0.5%Pn17.4%
Canlife BlkRckConsensus 35Pn16%
Zurich BlkRk Cnsnss 35 Pn16%
FL Defensive Index FOF Pn15.4%
SL BlackRkConsensus 35 Pn14.9%
...more in PN Mixed Investment 0%-35% Shares

Performance snapshot

Holdings snapshot

  • Not Specified46.4%
    UK18.4%
    Others18.2%
    USA7.5%
    Eurozone2.9%
  • Fixed Interest46.4%
    Others18.2%
    Financial Services6.1%
    Consumer Staples5.1%
    Cyclical Consumer Goods4.1%
  • Global Fixed Interest46.4%
    International Equities35%
    Others18.2%
    Money Market0.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.6%-2.8%5.5%10.3%22.8%38.2%
Sector-0.2%-0.7%6.6%10.3%22.5%38.1%
Rank within sector55 / 176115 / 17555 / 16632 / 14614 / 12624 / 95
Quartile2nd3rd2nd1st1st2nd
Calendar performance
 YTD - 20162015201420132012
Fund10.6%1%9.3%5.2%7.1%
Sector10.4%2.3%7.6%5.6%6.9%
Rank within sector31 / 14683 / 13523 / 12658 / 11344 / 96
Quartile1st3rd1st3rd2nd
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.
-1.34
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.
1.2
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.
0.6
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%.
5.42
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.
1.64
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.
-0.03
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 high178.27
52 week low152.44
Current bid price-
Current offer price-
Current mid price171.7
Region
1Not Specified46.41%
2UK18.44%
3Others18.21%
4USA7.53%
5Eurozone2.86%
6Japan2.06%
7Europe1.38%
8Asia1.17%
9Australasia0.65%
Industry sector
1Fixed Interest46.41%
2Others18.21%
3Financial Services6.14%
4Consumer Staples5.09%
5Cyclical Consumer Goods4.07%
6Health Care3.86%
7Industrials3.57%
8Energy3.2%
9Technology2.67%
Asset type
1Global Fixed Interest46.41%
2International Equities34.96%
3Others18.21%
4Money Market0.42%
Individual holdings
1METLIFE RP UK FIXED INTEREST47.93%
2METLIFE RP UK EQUITY INDEX PEN19.97%
3METLIFE CORPORATE BOND 1-10 YEARS16.97%
4METLIFE NORTH AMERICAN EQUITY INDEX7.03%
5METLIFE RP EUROPE EQUITY INDEX4.04%
6METLIFE RP JAPAN EQUITY INDEX2.04%
7METLIFE RP FAR EAST EQUITY2.01%
Management
Fund manager group
MetLife
Fund manager company
MetLife
Fund type
Pension Fund
Fund objective
The MetLife Defensive Index Portfolio aims to preserve capital and minimise risk. Assets held within the underlying funds are invested with a maximum exposure of 35% to equities and at least 85% of the Portfolio is invested in Sterling denominated assets. This Portfolio should, therefore, appeal to risk-averse investors seeking steady investment returns.
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
MetLife Defensive Index Portfolio Pn
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 price171.698
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBPG4
MetLife Defensive Index Portfolio Pn RP
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 price184.659
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDBG7
MetLife Defensive Index Portfolio Pn RP 2
Initial charge-
Annual charge0.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.21%
Bid price-
Offer price-
Mid price181.194
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5X5
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.