Fact sheet: SW SSGA Emg Mkts Eq Idx Pn

Fund information
Fund name
SW SSGA Emerging Markets Equity Index Pension Series 2
Fund manager company
Scottish Widows Limited
Fund type
Pension Fund
Fund manager
No data available.
Underlying fund
SSgA MPF Emg Mkts Eqty Idx Pn
Fund objective
State Street Global Advisors describe their fund’s aim as follows: The fund aims to track the return of the FTSE® All-World All Emerging Markets Index.
Benchmark
  • FTSE All-World All Emerging
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
26.1%
1 Year rank in sector
131/266
Sector
PN Global Emerging Markets
Yield
-
Fund size
£32m (£23m 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.
132
Bid price
120.9
Offer price
120.9
Top in this sector
Fund name1 Year
OMW IPL IFDSHdsnRwFTSERAFIEMPn46.2%
AXA Wealth Aber LatAm Eq Pn43.6%
Zurich Jupiter Emg Eurp Opp Pn39.1%
LV= Jupiter Emg European Opps Pn38.4%
Canlife Jup Emg Eurpn Opps Pn37.3%
...more in PN Global Emerging Markets

Performance snapshot

Holdings snapshot

  • Global Emerging Markets100%
  • Financials30.5%
    Technology13.1%
    Industrials10%
    Consumer Goods9.9%
    Oil & Gas8.5%
  • Global Emerging Market Equities99.9%
    Others0.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-5.4%-1.5%19.5%26.1%18.5%20.9%
Sector-5.4%-1.6%17.8%24.8%18.7%24.7%
Rank within sector138 / 274122 / 273121 / 270131 / 266114 / 228122 / 188
Quartile3rd2nd2nd2nd2nd3rd
Calendar performance
 YTD - 20162015201420132012
Fund28.8%-12.6%6.3%-6.7%11.5%
Sector26.3%-8.5%3%-3.4%13.2%
Rank within sector104 / 267206 / 25551 / 228149 / 209126 / 188
Quartile2nd4th1st3rd3rd
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.
-0.71
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.
1.11
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.
0.15
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%.
18.14
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.
3.24
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.
-0.06
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.
0.98
Price movement
52 week high136
52 week low85.2
Current bid price120.9
Current offer price120.9
Current mid price-
Region
1Global Emerging Markets100%
Industry sector
1Financials30.45%
2Technology13.14%
3Industrials9.95%
4Consumer Goods9.92%
5Oil & Gas8.51%
6Consumer Services7.92%
7Telecommunications6.89%
8Basic Materials6.77%
9Utilities3.77%
Asset type
1Global Emerging Market Equities99.87%
2Others0.13%
Individual holdings
1TAIWAN SEMICONDUCTOR MANUFACTURING4.09%
2TENCENT HLDGS LTD4.06%
3NASPERS2.06%
4CHINA CONSTRUCTION BANK1.91%
5CHINA MOBILE LTD1.75%
6INDUSTRIAL & COM BK CHNA1.24%
7HON HAI PRECISION INDUSTRY1.15%
8ITAU UNIBANCO HLDG SA1.12%
9BANK OF CHINA LTD0.96%
Management
Fund manager group
Scottish Widows
Fund manager company
Scottish Widows Limited
Fund type
Pension Fund
Fund objective
State Street Global Advisors describe their fund’s aim as follows: The fund aims to track the return of the FTSE® All-World All Emerging Markets Index.
Benchmark
  • FTSE All-World All Emerging
Investment style
No data available.
Investment method
No data available.
Fund manager
No data available.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
SW SSGA Emerging Markets Equity Index Pension Series 1
Initial charge-
Annual charge0.88%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.98%
Total expense ratio (TER)0.98%
Bid price115.6
Offer price121.7
Mid price-
CurrencyGBX
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05OR
SW SSGA Emerging Markets Equity Index Pension Series 2
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.1%
Total expense ratio (TER)1.1%
Bid price120.9
Offer price120.9
Mid price-
CurrencyGBX
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05OS
SW SSGA Emerging Markets Equity Index Pension Series 4
Initial charge-
Annual charge0.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.3%
Total expense ratio (TER)0.3%
Bid price125.8
Offer price125.8
Mid price-
CurrencyGBX
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code05OU
Data provided by

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