Fact sheet: Phoenix SM FTSE 100 Pn

Fund information
Fund name
Phoenix SM FTSE 100 Pn
Fund manager company
Phoenix Life Limited
Fund type
Pension Fund
Fund manager
No data available.
No data available.
Fund objective
To provide a protected capital return at the end of each quarter, of 100% of the fund value at the start of each quarter. The capital return is generated by the purchase of money market assets. The remaining capital in the fund is used to by a 3 month at-the-money FTSE 100 call option. The cash weighting is refixed at the start of each quarter, with sufficient funds invested in cash assets to return the 100% guarantee level at the end of the quarter. The cash weighting is therefore dependent on the current return on cash assets. The remaining monies are invested in a 3-month at-the-money FTSE call option. The weighting of the cash and FTSE call option will fluctuate with market movements intra-quarter.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
0.1%
1 Year rank in sector
47/70
Sector
PN Protected/Guaranteed
Yield
-
Fund size
£4m
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.
1
Bid price
172.3
Offer price
172.3
Top in this sector
Fund name1 Year
SW PM Protection Pn12.9%
SLOC Confederation Staffguard Pn11%
Aviva Guaranteed Pn8.9%
MetLife Protected Growth 70 Pn8.5%
AXA Wealth ArchMMDivProt70 Pn8.2%
...more in PN Protected/Guaranteed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund--0.1%-0.1%0.2%0.4%
Sector-0.4%-0.4%2.9%3%7%16.2%
Rank within sector9 / 7148 / 7147 / 7147 / 7042 / 6339 / 58
Quartile1st3rd3rd3rd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund0.1%-0.2%0.1%0.1%
Sector3.4%0.4%3.1%4.6%3.3%
Rank within sector48 / 7038 / 6442 / 6343 / 6338 / 59
Quartile3rd3rd3rd3rd3rd
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.
0.05
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.
0.01
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
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%.
0.16
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.
2.47
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.
-0.93
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.
0.03
Price movement
52 week high172.4
52 week low172.2
Current bid price172.3
Current offer price172.3
Current mid price-
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
Phoenix Life Limited
Fund manager company
Phoenix Life Limited
Fund type
Pension Fund
Fund objective
To provide a protected capital return at the end of each quarter, of 100% of the fund value at the start of each quarter. The capital return is generated by the purchase of money market assets. The remaining capital in the fund is used to by a 3 month at-the-money FTSE 100 call option. The cash weighting is refixed at the start of each quarter, with sufficient funds invested in cash assets to return the 100% guarantee level at the end of the quarter. The cash weighting is therefore dependent on the current return on cash assets. The remaining monies are invested in a 3-month at-the-money FTSE call option. The weighting of the cash and FTSE call option will fluctuate with market movements intra-quarter.
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
Phoenix SM FTSE 100 Pn
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price172.3
Offer price172.3
Mid price-
CurrencyGBX
Price updated01/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeSA41
Data provided by

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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.