Fact sheet: Ret Adv Cautious Passive Pn

Fund information
Fund name
Ret Adv Cautious Passive Pn
Fund manager company
Retirement Advantage
Fund type
Pension Fund
Fund manager
  • Vanguard Investments & Insight Investmentssince 15/02/2010
No data available.
Fund objective
To achieve capital preservation with some opportunity for growth in the medium term by managing the asset allocation of a portfolio of predominantly fixed income and cash with some equities.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
12.4%
1 Year rank in sector
267/490
Sector
PN Mixed Investment 20%-60% Shares
Yield
-
Fund size
£80m (£74m 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.
40
Bid price
159.2
Offer price
159.2
Top in this sector
Fund name1 Year
OMW IPL F&C UKEq LnkInflPn41.2%
OMW IPL F&COs EqLnkUKInflPn34.8%
AXA Wealth TEAMS cl Gvn ptfl VPn27.5%
OMW IPL F&C Os EqLkUK GltPn27%
Aegon Dynamic Lifestyle 2023 (RR)Pn26%
...more in PN Mixed Investment 20%-60% Shares

Performance snapshot

Holdings snapshot

  • UK54.1%
    USA17.6%
    Money Market13.9%
    Eurozone4.4%
    Japan2.2%
  • AA48.1%
    BBB15.5%
    Money Market13.9%
    A13.7%
    AAA8.9%
  • Global Fixed Interest49.3%
    International Equities33.9%
    Money Market13.9%
    Others2.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.6%2.8%1.7%12.4%24%39.8%
Sector0.6%2.9%3%13%21.9%39.3%
Rank within sector331 / 529313 / 522427 / 519267 / 490120 / 407176 / 351
Quartile3rd3rd4th3rd2nd3rd
Calendar performance
 YTD - 20172016201520142013
Fund1.9%12.9%1.1%7.1%7.8%
Sector2.3%11.8%1.3%6%8.3%
Rank within sector359 / 522148 / 459228 / 42387 / 397260 / 380
Quartile3rd2nd3rd1st3rd
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.
0.41
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.
1.03
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.
0.63
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%.
5.68
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.
1.49
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.
0.37
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.
0.93
Price movement
52 week high160
52 week low141
Current bid price159.2
Current offer price159.2
Current mid price-
Region
1UK54.08%
2USA17.55%
3Money Market13.86%
4Eurozone4.39%
5Japan2.19%
6Europe2.17%
7Australasia1.86%
8Asia1.8%
9Emerging Asia1.23%
Industry sector
1AA48.09%
2BBB15.51%
3Money Market13.86%
4A13.68%
5AAA8.86%
Asset type
1Global Fixed Interest49.29%
2International Equities33.94%
3Money Market13.86%
4Others2.91%
Individual holdings
1VANGUARD UK INVESTMENT GRADE BOND INDEX ACC GBP25.13%
2VANGUARD UK GOVERNMENT BOND INDEX ACC GBP25.11%
3VANGUARD FTSE U.K. ALL SHARE INDEX A ACC GBP22.87%
4ILF GBP LIQUIDITY CLASS 415.03%
5VANGUARD US EQUITY INDEX A6.54%
6VANGUARD FTSE DEVELOPED EUROPE EX UK EQUITY INDEX A2.39%
7VANGUARD PACIFIC EX JAPAN STOCK INDEX ACC GBP1.19%
8VANGUARD EMERGING MARKETS STOCK INDEX ACC GBP0.91%
9VANGUARD JAPAN STOCK INDEX ACC GBP0.84%
Management
Fund manager group
MGM Advantage
Fund manager company
Retirement Advantage
Fund type
Pension Fund
Fund objective
To achieve capital preservation with some opportunity for growth in the medium term by managing the asset allocation of a portfolio of predominantly fixed income and cash with some equities.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Vanguard Investments & Insight Investments15/02/2010
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
Ret Adv Cautious Passive Pn
Initial charge-
Annual charge0.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.21%
Bid price159.2
Offer price159.2
Mid price-
CurrencyGBX
Price updated24/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIDH3
Data provided by

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