Fact sheet: RLP JPM EmEur Eqty Pn

Fund information
Fund name
RLP JPMorgan Emerging Europe Equity Pn
Fund manager company
Royal London
Fund type
Pension Fund
Fund manager
  • JPMorgan Asset Managementsince 26/03/2010
Underlying fund
JPM EmEurEq
Fund objective
To provide long term capital growth.
Benchmark
  • MSCI Emerging Markets Europe Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
52.3%
1 Year rank in sector
54/266
Sector
PN Global Emerging Markets
Yield
-
Fund size
£2m (£2m 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.
149
Bid price
87.1
Offer price
91.7
Top in this sector
Fund name1 Year
OMW IPL IFDSHdsnRwFTSERAFIEMPn72.3%
AXA Wealth Aber LatAm Eq Pn71.1%
OMW BlackRock Lat Am Inv Tst68.1%
Aviva Thredndl Lat Amer Pn61.8%
LV= Threadneedle Latin American Pn61.1%
...more in PN Global Emerging Markets

Performance snapshot

Holdings snapshot

  • Russia64%
    Poland9.6%
    Turkey9.3%
    Hungary6%
    Romania1.7%
  • Financials37%
    Energy33.4%
    Consumer Staples9.6%
    Materials9.1%
    Information Technology3.4%
  • Russian Equities64%
    Polish Equities9.6%
    Turkish Equities9.3%
    Hungarian Equities6%
    European Emerging Equities3.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.2%8.9%19.2%52.3%11%-0.1%
Sector4.5%9.8%10.7%43.9%41%28.3%
Rank within sector270 / 271219 / 27414 / 27154 / 266221 / 227174 / 192
Quartile4th4th1st1st4th4th
Calendar performance
 YTD - 20172016201520142013
Fund0.1%52.6%-5.6%-29.9%-2%
Sector7.5%31.9%-8.5%3%-3.4%
Rank within sector269 / 27515 / 26575 / 253226 / 22653 / 207
Quartile4th1st2nd4th2nd
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.
-3.96
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.
0.87
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.
0.07
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%.
18.65
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.
12.87
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.
-0.46
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.
0.53
Price movement
52 week high89.7
52 week low58.2
Current bid price87.1
Current offer price91.7
Current mid price-
Region
1Russia64%
2Poland9.6%
3Turkey9.3%
4Hungary6%
5Romania1.7%
6Czech Republic1.6%
7UK1.6%
8Ukraine1.6%
9Austria1.5%
Industry sector
1Financials37%
2Energy33.4%
3Consumer Staples9.6%
4Materials9.1%
5Information Technology3.4%
6Consumer Discretionary3.1%
7Money Market1.4%
8Industrials1.2%
9Real Estate1%
Asset type
1Russian Equities64%
2Polish Equities9.6%
3Turkish Equities9.3%
4Hungarian Equities6%
5European Emerging Equities3.7%
6Czech Republic Equities1.6%
7UK Equities1.6%
8Austrian Equities1.5%
9Money Market1.4%
Individual holdings
1GAZPROM OAO9.7%
2SBERBANK OF RUSSIA9.6%
3LUKOIL OAO8.5%
4MAGNIT PJSC6%
5NOVATEK PAO5.8%
6ROSNEFT OIL CO4.7%
7OTP BANK4%
8MMC NORILSK NICKEL PJSC3.6%
9MOSCOW EXCHANGE MICEX OJSC3.2%
Management
Fund manager group
Scottish Life
Fund manager company
Royal London
Fund type
Pension Fund
Fund objective
To provide long term capital growth.
Benchmark
  • MSCI Emerging Markets Europe Index
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
JPMorgan Asset Management26/03/2010
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
RLP JPMorgan Emerging Europe Equity Pn
Initial charge-
Annual charge1.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.88%
Bid price87.1
Offer price91.7
Mid price-
CurrencyGBX
Price updated24/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeINK5
Data provided by

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