Fact sheet: SW SSGA Jpn Eq Idx Pn

Fund information
Fund name
SW SSGA Japan Equity Index Pension Series 2
Fund manager company
Scottish Widows Limited
Fund type
Pension Fund
Fund manager
No data available.
Underlying fund
SSgA Japan Equity Tracker
Fund objective
State Street Global Advisers describe their fund's aim as follows: The fund aims to track the FTSE World Japan Index, or its recognised replacement or equivalent. The fund will primarily invest in a sample of equities constituting the above Index although stock index futures can be used for efficient portfolio management.
Benchmark
  • FTSE All-World Japan Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
31%
1 Year rank in sector
104/191
Sector
PN Japan
Yield
-
Fund size
£26m (£21m 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.
118
Bid price
187.8
Offer price
187.8
Top in this sector
Fund name1 Year
OMW M&G Japan Smaller Cos50.8%
Wesleyan Japanese Sh Pn49.8%
FL GM Japnse Eq Pn46.3%
Pru Japan Pn45.6%
FL Man GLG Jpn CreAlp Pn45.4%
...more in PN Japan

Performance snapshot

Holdings snapshot

  • Japan100%
  • Consumer Goods24.4%
    Industrials22.1%
    Financials16.8%
    Consumer Services10.6%
    Health Care7.1%
  • Japanese Equities100%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.5%3.5%8.8%31%64.3%80.4%
Sector-0.1%3.3%8.5%31.5%64.5%84.3%
Rank within sector80 / 19783 / 19784 / 193104 / 191104 / 18196 / 172
Quartile2nd2nd2nd3rd3rd3rd
Calendar performance
 YTD - 20172016201520142013
Fund3.7%24%14.7%2.1%22.8%
Sector4%23.8%15.7%1.5%26.2%
Rank within sector103 / 197101 / 190127 / 18884 / 181111 / 178
Quartile3rd3rd3rd2nd3rd
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.
-1.54
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.
1.08
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.
0.92
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%.
13.63
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.
2.7
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.
-0.18
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.
0.96
Price movement
52 week high190.9
52 week low136.8
Current bid price187.8
Current offer price187.8
Current mid price-
Region
1Japan100%
Industry sector
1Consumer Goods24.42%
2Industrials22.06%
3Financials16.81%
4Consumer Services10.57%
5Health Care7.08%
6Basic Materials6.57%
7Technology4.86%
8Telecommunications4.69%
9Utilities2.01%
Asset type
1Japanese Equities100%
Individual holdings
1TOYOTA MOTOR CORP4.64%
2MITSUBISHI UFJ FINANCIAL GROUP2.68%
3SOFTBANK GROUP CORP1.92%
4HONDA MOTOR CO1.66%
5SUMITOMO MITSUI FINANCIAL GROUP INC1.52%
6KDDI CORP1.46%
7MIZUHO FINANCIAL GROUP1.4%
8JAPAN TOBACCO INC1.2%
9SONY CORP1.16%
Management
Fund manager group
Scottish Widows
Fund manager company
Scottish Widows Limited
Fund type
Pension Fund
Fund objective
State Street Global Advisers describe their fund's aim as follows: The fund aims to track the FTSE World Japan Index, or its recognised replacement or equivalent. The fund will primarily invest in a sample of equities constituting the above Index although stock index futures can be used for efficient portfolio management.
Benchmark
  • FTSE All-World Japan Index
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 Japan Equity Index Pension Series 1
Initial charge-
Annual charge0.88%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.88%
Total expense ratio (TER)0.88%
Bid price180.4
Offer price189.9
Mid price-
CurrencyGBX
Price updated27/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBGQ3
SW SSGA Japan Equity Index Pension Series 2
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1%
Total expense ratio (TER)1%
Bid price187.8
Offer price187.8
Mid price-
CurrencyGBX
Price updated27/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBGQ4
SW SSGA Japan Equity Index Pension Series 3
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1%
Total expense ratio (TER)1%
Bid price187.9
Offer price187.9
Mid price-
CurrencyGBX
Price updated27/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBGQ6
SW SSGA Japan Equity Index Pension Series 4
Initial charge-
Annual charge0.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.2%
Total expense ratio (TER)0.2%
Bid price201.7
Offer price201.7
Mid price-
CurrencyGBX
Price updated27/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBGQ7
Data provided by

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