Fact sheet: OMW JPM US

Fund information
Fund name
OMW JPM US Pn
Fund manager company
Old Mutual Wlth Life As Co Ltd
Fund type
Pension Fund
Fund managers
  • Dennis Ruhlsince 08/03/2012
  • Jason Alonzosince 02/05/2004
  • Pavel Vaynshtoksince 31/12/2011
Underlying fund
JPM US
Fund objective
The OMW JPM US fund invests solely in the JPM US fund, a sub fund of the JPMorgan Fund ICVC a UK authorised OEIC managed by JPMorgan Funds Limited. The underlying fund seeks to provide capital growth over the long term by investing primarily through a portfolio invested in the shares of US companies. US companies are companies that are incorporated under the laws of, and have their registered office in, the US, or that derive the predominant part of their economic activity from the US, even if listed elsewhere. The underlying fund invests into a relatively small number of assets, or into individual countries or a specific market sector. Such concentrated portfolios give rise to more risk than where investments are spread across a larger number of assets, countries or market sectors. The underlying fund may be denominated in or hold assets in a currency other than Sterling. The performance of the fund may therefore rise and fall as a result of exchange rate fluctuations. The underlying fund invests in bonds or money market instruments (including deposits with banks or other financial institutions). The yield and/or value of the fund will fluctuate as interest rates change. There is a possibility of default, reducing capital values. It should be noted that the performance of the OMW fund will not match that of the underlying investment due to OMW fund charges, appropriate taxation adjustment and the OMW investment process.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
23.4%
1 Year rank in sector
259/309
Sector
PN North America
Yield
-
Fund size
£3m (£4m 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
230.8
Offer price
242.9
Top in this sector
Fund name1 Year
BlackRock Aq Lf Canadn EqIdx Pn46.5%
Canlife North American Pn43.7%
FL Investec American AP42.9%
Zurich Investec American Pn41.9%
FL Investec American EP41.4%
...more in PN North America

Performance snapshot

Holdings snapshot

  • USA99%
    Money Market1%
  • Information Technology22.8%
    Health Care14%
    Financials12.7%
    Consumer Discretionary11.8%
    Industrials9.2%
  • US Equities99%
    Money Market1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund6.8%10.4%23%23.4%56.3%120.9%
Sector4%8.6%21.7%27.3%60.1%118.6%
Rank within sector28 / 32178 / 321145 / 320259 / 309209 / 296143 / 269
Quartile1st1st2nd4th3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund22.8%3.2%21.6%30%9%
Sector26.6%4.4%18.7%29.2%7%
Rank within sector263 / 309208 / 30456 / 296115 / 28455 / 271
Quartile4th3rd1st2nd1st
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.
-1.81
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.
1.08
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.
0.93
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%.
13.14
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.
4.18
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.
-0.16
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 high233.7
52 week low164.1
Current bid price230.8
Current offer price242.9
Current mid price-
Region
1USA99%
2Money Market1%
Industry sector
1Information Technology22.8%
2Health Care14%
3Financials12.7%
4Consumer Discretionary11.8%
5Industrials9.2%
6Consumer Staples9%
7Energy7.2%
8Utilities3.5%
9Real Estate3.2%
Asset type
1US Equities99%
2Money Market1%
Individual holdings
1MICROSOFT CORP3.8%
2APPLE INC2.9%
3BANK OF AMERICA CORP2.4%
4AMGEN INC2.3%
5AMERICAN TOWER CORP2.2%
6CITIGROUP INC2.2%
7GILEAD SCIENCES INC2.2%
8WAL-MART STORES INC2.2%
9TYSON FOODS INC(DEL)2.1%
Management
Fund manager group
Skandia
Fund manager company
Old Mutual Wlth Life As Co Ltd
Fund type
Pension Fund
Fund objective
The OMW JPM US fund invests solely in the JPM US fund, a sub fund of the JPMorgan Fund ICVC a UK authorised OEIC managed by JPMorgan Funds Limited. The underlying fund seeks to provide capital growth over the long term by investing primarily through a portfolio invested in the shares of US companies. US companies are companies that are incorporated under the laws of, and have their registered office in, the US, or that derive the predominant part of their economic activity from the US, even if listed elsewhere. The underlying fund invests into a relatively small number of assets, or into individual countries or a specific market sector. Such concentrated portfolios give rise to more risk than where investments are spread across a larger number of assets, countries or market sectors. The underlying fund may be denominated in or hold assets in a currency other than Sterling. The performance of the fund may therefore rise and fall as a result of exchange rate fluctuations. The underlying fund invests in bonds or money market instruments (including deposits with banks or other financial institutions). The yield and/or value of the fund will fluctuate as interest rates change. There is a possibility of default, reducing capital values. It should be noted that the performance of the OMW fund will not match that of the underlying investment due to OMW fund charges, appropriate taxation adjustment and the OMW investment process.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
Dennis Ruhl08/03/2012Dennis S. Ruhl, managing director, is the head of the U.S. Behavioral Finance Small Cap Equity Group. A member of the team since 2001, Dennis also acts as a portfolio manager and leads quantitative research and implementation for the broader U.S. Behavioral Finance Team. An employee since 1999, Dennis previously worked on quantitative equity research (focusing on trading) as well as business development. Dennis holds dual bachelor's degrees in mathematics and computer science and a master's degree in computer science, all from MIT. He is the current New York and former National Chair of the Board of Minds Matter, a non-profit mentoring organization, and is also a former board member of the MIT Club of New York and regional vice chair of the MIT Educational Council. Dennis is a CFA charterholder. Education: B.A., Mathematics, Massachusetts Institute of Technology B.A., Computer Science, Massachusetts Institute of Technology
Jason Alonzo02/05/2004Jason Alonzo, executive director, is a senior portfolio manager of the US Behavioral Finance Equity group that is responsible for the Intrepid strategies. Jason was part of the initial research and implementation in launching the large cap strategies, and has been part of the large cap team since inception in 2003. Jason previously worked as an Investment Assistant in the US Equity group, and prior to that as an analyst in the Internal Consulting Services program, completing assignments in Corporate Technology, LabMorgan, Credit Derivatives and ultimately the US Equity group. Jason received a B.S. in Management and Technology from Rensselaer Polytechnic Institute in 1999. Education: B.S., Management/Technology, Rensselaer Polytechnic Institute
Pavel Vaynshtok31/12/2011Pavel R. Vaynshtok, vice president, is a senior portfolio manager of the U.S. Behavioral Finance Equity Group responsible for the Intrepid strategies. He rejoined the firm in 2011. Previously Pavel was a portfolio manager and the head of quantitative research at ING Investment Management where he managed fundamental and quantitative equity portfolios and led quantitative research team in conducting research for all ING equity strategies in the U.S. From 1999 until 2002, Pavel was a portfolio manager and a quantitative research analyst in J.P.Morgan's U.S. Behavioral Finance Small Cap Equity Group. Pavel started his career at Accenture where he was a senior consultant in the Financial Services Practice. Pavel earned his M.B.A. in finance from the University of Michigan Business School and a B.S. in operations research and economics from the Columbia University School of Engineering and Applied Science. Pavel is a CFA charterholder. Education: M.B.A. in finance from the University of Michigan Business School B.S. in operations research and economics from the Columbia University School of Engineering and Applied Science
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
OMW JPM US Pn
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.28%
Bid price230.8
Offer price242.9
Mid price-
CurrencyGBX
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeQ083
OMW JPM US SP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.28%
Bid price-
Offer price-
Mid price261.4
CurrencyGBX
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeQ082
Data provided by

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