Fact sheet: Scot Eq Absol Inst EMk Dt Pn

Fund information
Fund name
Scot Eq Absolute Insight Emerging Markets Debt Pn
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund manager
  • Colm McDonaghsince 30/09/2008
Underlying fund
Abs Insight Emg Mkt Dt
Fund objective
The fund aims to provide positive absolute returns in all market conditions, although there’s no guarantee it will achieve this. It aims to do this by investing primarily in the debt, interest rate, and exchange rate instruments of emerging market countries. The fund will use derivatives in a number of ways to achieve its objectives. This means the fund could be exposed to additional risks and costs should the market move against it.
Benchmark
  • LIBID GBP 3 month
Investment style
Absolute Return
Investment method
None
Quick stats
1 Year return
-0.6%
1 Year rank in sector
448/510
Sector
PN Specialist
Yield
-
Fund size
£1m (£0m 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.
28
Bid price
102.4498
Offer price
107.8419
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Performance snapshot

Holdings snapshot

  • Latin America23.8%
    Eastern Europe11.2%
    Africa7.1%
    Middle East6.8%
    Asia5.5%
  • No data available.
  • Money Market46.6%
    Global Emerging Market Fixed Interest37%
    European Fixed Interest16%
    Asia Pacific ex Japan Fixed Interest8.8%
    Others6.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.9%-4.2%-2.3%-0.6%-1.9%-
Sector-1.8%-0.3%7.2%8.4%19.9%43%
Rank within sector349 / 546499 / 544494 / 531448 / 510366 / 386-
Quartile3rd4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund0.2%-4.2%1.9%-0.9%11.3%
Sector8.9%2%7.2%11%7.7%
Rank within sector420 / 514421 / 450327 / 388333 / 35787 / 318
Quartile4th4th4th4th2nd
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.
-1.47
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.
0.16
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%.
2.95
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.
5.65
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.
-1.2
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.
0.1
Price movement
52 week high108.62
52 week low101.92
Current bid price102.45
Current offer price107.84
Current mid price-
Region
1Latin America23.8%
2Eastern Europe11.2%
3Africa7.1%
4Middle East6.8%
5Asia5.5%
6North America-4.1%
Industry sector
No data available.
Asset type
1Money Market46.56%
2Global Emerging Market Fixed Interest37%
3European Fixed Interest16.02%
4Asia Pacific ex Japan Fixed Interest8.78%
5Others6.75%
6North American Fixed Interest-15.1%
Individual holdings
1UNITED STATES OF AMER TREAS BILLS 0% TB 26/01/17 USD1005.29%
2UNITED STATES OF AMER TREAS BILLS 0% TB 09/02/17 USD10005.18%
3UNITED STATES OF AMER TREAS BILLS 0% TB 02/02/17 USD1004.99%
4UNITED STATES OF AMER TREAS BILLS 0% BDS 16/03/17 USD1004.98%
5UNITED STATES OF AMER TREAS BILLS 0% TB 09/03/17 USD1004.98%
6UNITED STATES OF AMER TREAS BILLS 0% TB 23/02/17 USD1004.98%
7UNITED STATES OF AMER TREAS BILLS 0% TB 23/03/17 USD1004.88%
8INSIGHT USD LIQUIDITY 24.7%
9UNITED STATES OF AMER TREAS BILLS 0% TB 02/03/17 USD10004%
Management
Fund manager group
Scottish Equitable
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund objective
The fund aims to provide positive absolute returns in all market conditions, although there’s no guarantee it will achieve this. It aims to do this by investing primarily in the debt, interest rate, and exchange rate instruments of emerging market countries. The fund will use derivatives in a number of ways to achieve its objectives. This means the fund could be exposed to additional risks and costs should the market move against it.
Benchmark
  • LIBID GBP 3 month
Investment style
Absolute Return
Investment method
None
Fund manager
NameSinceBiography
Colm McDonagh30/09/2008Colm joined Insight in November 2008 as Head of Emerging Market Fixed Income, responsible for all emerging debt strategies. Prior to joining Insight Colm's previous roles included partner at Hydra Capital Management (an emerging market fixed income boutique) and Head of Global Emerging Market Debt at Aberdeen Asset Management. He began his career at Bank of America in 1996 as an emerging market Eurobond trader. He has invested across the wide spectrum of the asset class through long only and alternative strategies. Colm holds a B.B.L.S. honours degree in Finance and Law from University College, Dublin.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Scot Eq Absolute Insight Emerging Markets Debt Pn
Initial charge-
Annual charge2.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.2%
Bid price102.4498
Offer price107.8419
Mid price-
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0RKD
Scot Eq Absolute Insight Emerging Markets Debt Pn (ARC)
Initial charge-
Annual charge1.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.3%
Bid price113.4786
Offer price113.4786
Mid price-
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0RKE
Data provided by

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