Fact sheet: OMW BNP Par L1 Eq Euro

Fund information
Fund name
OMW BNP Paribas L1 Equity Europe Pn
Fund manager company
Old Mutual Wlth Life As Co Ltd
Fund type
Pension Fund
Fund managers
  • Andrew Kingsince 01/10/2010
Underlying fund
BNP Paribas L1 EqEurp
Fund objective
The investment objective of the scheme is to increase the value of its assets over the medium term.
Benchmark
  • MSCI Europe NR
Investment style
None
Investment method
Shares
Quick stats
1 Year return
30.6%
1 Year rank in sector
15/25
Sector
PN Europe Including UK
Yield
-
Fund size
£0m (£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.
110
Bid price
195.7
Offer price
206
Top in this sector
Fund name1 Year
ReAssure BL Eupn Eq Trk Pn40.4%
FL T. Rowe Prc Erpn SmCoEqPn39.4%
OMW Aberdeen Eurpn Sm Cos Eq38.3%
FL AB Eurpn Eqty EP38.1%
SW Aberdn Eurpen sm Cos Pn37.4%
...more in PN Europe Including UK

Performance snapshot

Holdings snapshot

  • UK26.2%
    Germany16%
    Others13.8%
    Netherlands9.2%
    Switzerland8.9%
  • Financials21.1%
    Consumer Staples16.3%
    Health Care14.4%
    Industrials13.4%
    Consumer Discretionary10.5%
  • UK Equities26.2%
    German Equities16%
    International Equities13.8%
    Dutch Equities9.2%
    Swiss Equities8.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund7.8%8.4%17.5%30.6%20.7%69.1%
Sector7.2%9%17.2%29.4%32.9%95.7%
Rank within sector9 / 2515 / 2616 / 2615 / 2519 / 2017 / 17
Quartile2nd3rd3rd3rd4th4th
Calendar performance
 YTD - 20172016201520142013
Fund11.8%13.3%1%-5.3%19.6%
Sector11.5%12.9%7.7%-0.4%24.8%
Rank within sector15 / 2614 / 2420 / 2016 / 2016 / 19
Quartile3rd3rd4th4th4th
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.
-3.57
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.
1.07
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.
0.13
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%.
12.1
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.
3.79
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.
-0.83
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.
0.9
Price movement
52 week high197
52 week low146.6
Current bid price195.7
Current offer price206
Current mid price-
Region
1UK26.18%
2Germany15.99%
3Others13.76%
4Netherlands9.22%
5Switzerland8.93%
6Spain8.76%
7France7.71%
8Sweden5.19%
9Italy4.26%
Industry sector
1Financials21.1%
2Consumer Staples16.28%
3Health Care14.4%
4Industrials13.39%
5Consumer Discretionary10.45%
6Energy7.67%
7Others5.86%
8Information Technology5.47%
9Materials5.38%
Asset type
1UK Equities26.18%
2German Equities15.99%
3International Equities13.76%
4Dutch Equities9.22%
5Swiss Equities8.93%
6Spanish Equities8.76%
7French Equities7.71%
8Swedish Equities5.19%
9Italian Equities4.26%
Individual holdings
1ROYAL DUTCH SHELL4.29%
2ROCHE HLDG AG3.15%
3UNILEVER NV3.15%
4BAYER AG3.11%
5BANCO SANTANDER SA2.68%
6DIAGEO2.54%
7STANDARD CHARTERED2.53%
8PRUDENTIAL PLC2.5%
9EXPERIAN PLC2.45%
Management
Fund manager group
Skandia
Fund manager company
Old Mutual Wlth Life As Co Ltd
Fund type
Pension Fund
Fund objective
The investment objective of the scheme is to increase the value of its assets over the medium term.
Benchmark
  • MSCI Europe NR
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
Andrew King01/10/2010
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
OMW BNP Paribas L1 Equity Europe Pn
Initial charge-
Annual charge-
Min single investment£2,500
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.61%
Bid price195.7
Offer price206
Mid price-
CurrencyGBX
Price updated23/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDSP3
OMW BNP Paribas L1 Equity Europe SP
Initial charge-
Annual charge-
Min single investment£2,500
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.61%
Bid price-
Offer price-
Mid price219.6
CurrencyGBX
Price updated23/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDSP4
Data provided by

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