Fact sheet: Scot Eq Absol Ret Sel Pfl Pn

Fund information
Fund name
Scot Eq Absolute Return Select Portfolio Pn
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund manager
No data available.
No data available.
Fund objective
This multi-manager portfolio invests in a blend of bond and equity (shares of companies) funds, recommended by independent researchers Morningstar that use absolute or target return investment strategies. These funds seek to provide positive returns over periods defined by the fund manager, even when the markets they invest in are falling. The portfolio aims to provide positive returns over a market cycle, above what would be expected from cash deposits and Morningstar help us to select and manage the blend of funds on an ongoing basis to help it achieve this.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
-0.4%
1 Year rank in sector
448/514
Sector
PN Specialist
Yield
-
Fund size
£0m (£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.
12
Bid price
102.5225
Offer price
107.9184
Top in this sector
Fund name1 Year
OMW Neptune Rus + Grtr Rus43.4%
ReAssure AL NptRu&GtrRus Pn42.9%
L&G Nep Russia&Gtr Russia Pn42.6%
Scot Eq JPM Emg Eur Eq Pn40.7%
OMW InvescoPerpetualEmgEurpn38.9%
...more in PN Specialist

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.3%-0.3%0.3%-0.4%1%6.7%
Sector-0.2%-0.6%6.2%8.8%20.9%41.2%
Rank within sector172 / 546263 / 545427 / 531448 / 514344 / 386284 / 317
Quartile2nd2nd4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-0.3%-0.2%0.8%4.6%2.5%
Sector8.7%2%7.2%11%7.7%
Rank within sector446 / 514341 / 450345 / 388239 / 357275 / 318
Quartile4th4th4th3rd4th
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.
-0.96
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.
0.2
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%.
1.79
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.
4.94
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.
-1.15
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.
0.44
Price movement
52 week high102.89
52 week low101.24
Current bid price102.52
Current offer price107.92
Current mid price-
Region
1Asia Pacific ex Japan100%
Industry sector
No data available.
Asset type
1Asia Pacific ex Japan Equities100%
Individual holdings
No data available.
Management
Fund manager group
Scottish Equitable
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund objective
This multi-manager portfolio invests in a blend of bond and equity (shares of companies) funds, recommended by independent researchers Morningstar that use absolute or target return investment strategies. These funds seek to provide positive returns over periods defined by the fund manager, even when the markets they invest in are falling. The portfolio aims to provide positive returns over a market cycle, above what would be expected from cash deposits and Morningstar help us to select and manage the blend of funds on an ongoing basis to help it achieve this.
Benchmark
  • No Specified 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
Scot Eq Absolute Return Select Portfolio Pn
Initial charge-
Annual charge2.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.4%
Bid price102.5225
Offer price107.9184
Mid price-
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGSM2
Scot Eq Absolute Return Select Portfolio Pn (ARC)
Initial charge-
Annual charge1.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.35%
Bid price-
Offer price-
Mid price111.1512
CurrencyGBX
Price updated07/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi code00G4
Data provided by

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You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.