Fact sheet: SLFC Cautious Passive Mgd Pn

Fund information
Fund name
SLFC Cautious Passive Managed Pn
Fund manager company
Sun Life Financial of Canada
Fund type
Pension Fund
Fund managers
  • Stephen Walkersince 01/01/2013
Underlying fund
BlackRock NURS II Consensus 60
Fund objective
To achieve capital appreciation over the medium to long term. Exchange traded funds or equivalent tracking vehicles will be used to gain exposure to a mix of assets, typically UK and international equities, property and fixed interest securities, broadly consistent with the ABI Cautious ' Managed sector.
Benchmark
  • No Specified Index
Investment style
Balanced
Investment method
None
Quick stats
1 Year return
17.9%
1 Year rank in sector
86/490
Sector
PN Mixed Investment 20%-60% Shares
Yield
-
Fund size
£9m (£10m 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.
54
Bid price
169.981
Offer price
169.981
Top in this sector
Fund name1 Year
OMW IPL F&C UKEq LnkInflPn46.5%
OMW IPL F&COs EqLnkUKInflPn40.3%
AXA Wealth TEAMS cl Gvn ptfl VPn31%
Aegon Dynamic Lifestyle 2023 (RR)Pn29.9%
OMW IPL F&C Os EqLkUK GltPn29.3%
...more in PN Mixed Investment 20%-60% Shares

Performance snapshot

Holdings snapshot

  • UK45%
    USA19.4%
    Money Market9.1%
    France3.7%
    Germany3.5%
  • Financials20.6%
    Industrials18.5%
    Government Bonds15.2%
    Consumer Goods7.2%
    Consumer Services4.8%
  • Global Fixed Interest31.5%
    UK Equities27.3%
    Money Market9.2%
    US Equities6.4%
    UK Fixed Interest4.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.3%2.6%6.7%17.9%27.4%49.2%
Sector1.4%2.5%6.7%14.8%22.7%46%
Rank within sector326 / 530281 / 529314 / 52186 / 49083 / 411156 / 358
Quartile3rd3rd3rd1st1st2nd
Calendar performance
 YTD - 20172016201520142013
Fund3.8%16.8%1%6.2%7.1%
Sector4.2%11.8%1.3%6%8.3%
Rank within sector340 / 52254 / 459242 / 423143 / 397293 / 380
Quartile3rd1st3rd2nd4th
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.
1
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.
1.07
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.
0.77
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%.
6.13
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.
2.27
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.
0.63
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.
0.87
Price movement
52 week high170.1
52 week low144.42
Current bid price169.98
Current offer price169.98
Current mid price-
Region
1UK45.03%
2USA19.38%
3Money Market9.09%
4France3.67%
5Germany3.54%
6Japan3.38%
7Switzerland1.99%
8Netherlands1.46%
9Canada1.29%
Industry sector
1Financials20.63%
2Industrials18.46%
3Government Bonds15.2%
4Consumer Goods7.19%
5Consumer Services4.84%
6Health Care4.54%
7Certificates of Deposit4.22%
8Oil & Gas4.07%
9Utilities4.02%
Asset type
1Global Fixed Interest31.53%
2UK Equities27.33%
3Money Market9.18%
4US Equities6.44%
5UK Fixed Interest4.53%
6UK Gilts2.49%
7Japanese Equities2.07%
8French Equities1.64%
9German Equities1.57%
Individual holdings
1BLACKROCK UK EQUITY TRACKER L ACC27.1%
2BLACKROCK OVERSEAS CORPORATE BOND TRACKER L ACC18.71%
3BLACKROCK CORPORATE BOND TRACKER L9.96%
4BLACKROCK UK GILTS ALL STOCKS TRACKER L9.71%
5BLACKROCK CONTINENTAL EUROPEAN EQUITY TRACKER L7.77%
6BLACKROCK NORTH AMERICAN EQUITY TRACKER L6.95%
7BLACKROCK OVERSEAS GOVERNMENT BOND TRACKER L ACC2.89%
8BLACKROCK INDEX LINKED GILT TRACKER D ACC2.55%
9BLACKROCK JAPAN EQUITY TRACKER L1.94%
Management
Fund manager group
Sun Life Financial of Canada
Fund manager company
Sun Life Financial of Canada
Fund type
Pension Fund
Fund objective
To achieve capital appreciation over the medium to long term. Exchange traded funds or equivalent tracking vehicles will be used to gain exposure to a mix of assets, typically UK and international equities, property and fixed interest securities, broadly consistent with the ABI Cautious ' Managed sector.
Benchmark
  • No Specified Index
Investment style
Balanced
Investment method
None
Fund managers
NameSinceBiography
Stephen Walker01/01/2013Steve Walker, Director and portfolio manager, is a member of the Beta Strategies Group. Within Beta Strategies, Mr. Walker is head of the Index Asset Allocation team in EMEA. Mr. Walker's service with the firm dates back to 2007, including his years with Barclays Global Investors (BGI), which merged with BlackRock in 2009. At BGI, he was a portfolio manager in the Client Solutions team. Prior to joining BGI, Mr. Walker was a portfolio manager in the discretionary investment team at Coutts & Co bank for over 12 years.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
SLFC Cautious Passive Managed Pn
Initial charge-
Annual charge0.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.61%
Bid price169.981
Offer price169.981
Mid price-
CurrencyGBX
Price updated24/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBNI6
Data provided by

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