Fact sheet: SJP Alternative Assets Pn

Fund information
Fund name
SJP Alternative Assets Pn Acc
Fund manager company
St. Jamess Place UK Ltd
Fund type
Pension Fund
Fund managers
  • BlackRock Market Advantage Teamsince 31/08/2013
Underlying fund
SJP Alternative Assets
Fund objective
The Trust aims to deliver capital growth in the medium to long-term through investing in a range of asset classes where the sources of returns may differ from the wider equity market. By combining these asset classes, each with different investment characteristics, the Trust seeks to provide a less volatile return than equities.
Benchmark
  • MSCI All Countries World Index
Investment style
Flexible
Investment method
None
Quick stats
1 Year return
7.4%
1 Year rank in sector
255/510
Sector
PN Specialist
Yield
-
Fund size
£305m (£243m 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.
51
Bid price
127.8
Offer price
134.5
Top in this sector
Fund name1 Year
OMW Neptune Rus + Grtr Rus38.7%
ReAssure AL NptRu&GtrRus Pn38.2%
L&G Nep Russia&Gtr Russia Pn38%
SIP Fidelity Gbl Technology Pn34.2%
OMW InvescoPerpetualEmgEurpn33.6%
...more in PN Specialist

Performance snapshot

Holdings snapshot

  • No data available.
  • Commodity & Energy20.4%
    Debt19%
    High Yield Bond16.3%
    Government Index Linked15.2%
    Property8.1%
  • Commodity & Energy30.9%
    Global Emerging Market Fixed Interest19%
    Global High Yield Fixed Interest16.3%
    Global Index Linked15.2%
    Property8.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.8%-2.5%4.8%7.4%7%14.5%
Sector-1.8%-0.3%7.2%8.4%19.9%43%
Rank within sector336 / 546453 / 544295 / 531255 / 510294 / 386255 / 313
Quartile3rd4th3rd2nd4th4th
Calendar performance
 YTD - 20162015201420132012
Fund9.9%-6.8%3.8%0.8%6%
Sector8.9%2%7.2%11%7.7%
Rank within sector204 / 514438 / 450287 / 388299 / 357222 / 318
Quartile2nd4th3rd4th3rd
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.
-2.25
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.
0.72
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%.
6.18
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.
4.76
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.
-0.86
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.
0.47
Price movement
52 week high132.4
52 week low111.2
Current bid price127.8
Current offer price134.5
Current mid price-
Region
No data available.
Industry sector
1Commodity & Energy20.4%
2Debt19%
3High Yield Bond16.3%
4Government Index Linked15.2%
5Property8.1%
6Water6.2%
7Infrastructure5.4%
8Corporate Bonds5.1%
9Forest Products2.2%
Asset type
1Commodity & Energy30.9%
2Global Emerging Market Fixed Interest19%
3Global High Yield Fixed Interest16.3%
4Global Index Linked15.2%
5Property8.1%
6Others5.4%
7US Corporate Fixed Interest5.1%
Individual holdings
1DJ UBS COMMODITY SWAP20.2%
2ABOVENET INC18.8%
3IBOXX $ HIGH YIELD CORP BOND16.1%
4BLACKROCK IL GILTS TRACKER15%
5BLACKROCK CIF GLOBAL PROP SEC8%
6S&P GLOBAL WATER6.1%
7FTSE GLOBAL INFRASTRUCTURE5.3%
8IBOXX $ CORPORATE BOND5%
9S&P GLOBAL TIMBER2.2%
Management
Fund manager group
St James Place
Fund manager company
St. Jamess Place UK Ltd
Fund type
Pension Fund
Fund objective
The Trust aims to deliver capital growth in the medium to long-term through investing in a range of asset classes where the sources of returns may differ from the wider equity market. By combining these asset classes, each with different investment characteristics, the Trust seeks to provide a less volatile return than equities.
Benchmark
  • MSCI All Countries World Index
Investment style
Flexible
Investment method
None
Fund managers
NameSinceBiography
BlackRock Market Advantage Team31/08/2013Innovation in investment management is the primary focus, using sophisticated investment techniques. They focus on the three elements underlying investment: return, risk and cost. This is referred to as their Total Performance Management proposition. At its core are thoroughly tested and rigorous investment processes.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
SJP Alternative Assets Pn Acc
Initial charge-
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.95%
Bid price127.8
Offer price134.5
Mid price-
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeCUQ7
SJP Alternative Assets Pn Acc INET
Initial charge-
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.95%
Bid price122.6
Offer price129.1
Mid price-
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGXV1
SJP Alternative Assets Pn Cap
Initial charge-
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.95%
Bid price97.6
Offer price102.7
Mid price-
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeCUQ8
SJP Alternative Assets Pn Distribution
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price127.5
Offer price134.3
Mid price-
CurrencyGBX
Price updated01/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeNBRS
Data provided by

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