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
31.5%
1 Year rank in sector
55/266
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
78.9
Offer price
83.1
Top in this sector
Fund name1 Year
AXA Wealth Aber LatAm Eq Pn52.2%
OMW IPL IFDSHdsnRwFTSERAFIEMPn47.7%
Aviva Thredndl Lat Amer Pn45.2%
Aviva Invesco Pep LA Pn40.8%
Aviva Inv Perp Lat Amer Pn40.6%
...more in PN Global Emerging Markets

Performance snapshot

Holdings snapshot

  • Russia59.9%
    Turkey13.4%
    Poland9.7%
    Hungary5.9%
    UK2.1%
  • Financials41%
    Energy31%
    Consumer Staples9.7%
    Materials7.7%
    Information Technology3.8%
  • Russian Equities59.9%
    Turkish Equities13.4%
    Polish Equities9.7%
    Hungarian Equities5.9%
    European Emerging Equities3.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-3.5%9%25%31.5%-8.9%-0.3%
Sector-7.5%1.3%22.6%27.1%19.8%30.3%
Rank within sector27 / 2744 / 273125 / 27055 / 266214 / 228167 / 186
Quartile1st1st2nd1st4th4th
Calendar performance
 YTD - 20162015201420132012
Fund38.4%-5.6%-29.9%-2%22.2%
Sector29%-8.5%3%-3.4%13.2%
Rank within sector37 / 26775 / 255228 / 22853 / 2099 / 188
Quartile1st2nd4th2nd1st
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.
-9.83
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.
0.96
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.
-0.01
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%.
19.16
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.
11.77
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.
-0.9
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.
0.62
Price movement
52 week high82.4
52 week low51
Current bid price78.9
Current offer price83.1
Current mid price-
Region
1Russia59.9%
2Turkey13.4%
3Poland9.7%
4Hungary5.9%
5UK2.1%
6Czech Republic1.8%
7Austria1.7%
8Ukraine1.7%
9Romania1.5%
Industry sector
1Financials41%
2Energy31%
3Consumer Staples9.7%
4Materials7.7%
5Information Technology3.8%
6Consumer Discretionary3.3%
7Industrials1.3%
8Money Market0.7%
9Real Estate0.6%
Asset type
1Russian Equities59.9%
2Turkish Equities13.4%
3Polish Equities9.7%
4Hungarian Equities5.9%
5European Emerging Equities3.6%
6UK Equities2.1%
7Czech Republic Equities1.8%
8Austrian Equities1.7%
9Kazakhstani Equities1.2%
Individual holdings
1GAZPROM OAO9.8%
2SBERBANK OF RUSSIA9.6%
3LUKOIL OAO8%
4MAGNIT PJSC6.2%
5NOVATEK OAO5%
6OTP BANK4.2%
7ROSNEFT OIL CO4%
8MMC NORILSK NICKEL PJSC3.5%
9TURKIYE GARANTI BANKASI3.1%
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 price78.9
Offer price83.1
Mid price-
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeINK5
Data provided by

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