Fact sheet: Scot Eq AegonSchrQEPGblCorePn

Fund information
Fund name
Scot Eq Aegon Schroder QEP Global Core Pn Acc
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund manager
  • Quantitative Equity Products Teamsince 31/01/2000
Underlying fund
Schroder QEP Global Core
Fund objective
The fund aims to provide capital growth and income. At least 80% of the fund will be invested in shares of companies worldwide with no bias to any particular industry or size company.Global Core takes the benchmark as its starting point with the fund manager investing in lots of small positions. This means that the fund's returns are delivered with a level of risk that is closely tied to that of the benchmark.Our views on the factors that contribute to share price returns are fed into a model which allows us to analyse over 15,000 companies on a daily basis. We are then able to build a highly diversified portfolio of over 500 companies minimising the risk that performance of a single stock could significantly affect the performance of the overall fund.The fund may also invest in other financial instruments and hold cash on deposit. Derivatives may be used to achieve the investment objective and to reduce risk or manage the fund more efficiently.
Benchmark
  • MSCI World
Investment style
No data available.
Investment method
Shares
Quick stats
1 Year return
28.3%
1 Year rank in sector
296/1001
Sector
PN Global Equities
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.
100
Bid price
148.1884
Offer price
155.9878
Top in this sector
Fund name1 Year
Aegon Hend GlblTecPn47%
Baillie Gifford Lng Tm Gbl Gth Pn43.1%
Zurich BailGfrd LgTrmGblGth42.8%
Stan Life BGiff LgTmGlGtOEICPn41.7%
FL Baillie Giff LT Gbl Gth Pn39.4%
...more in PN Global Equities

Performance snapshot

Holdings snapshot

  • USA58.6%
    Japan8.8%
    UK6%
    Switzerland4.2%
    Others4.1%
  • Biotechnology/Medical10.5%
    Banks8.9%
    Software8.2%
    Hardware6.6%
    Oil & Gas Exploration & Production5.5%
  • US Equities58.6%
    Japanese Equities8.8%
    UK Equities6%
    Swiss Equities4.2%
    International Equities4.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1%1.5%5.7%28.3%52.2%-
Sector0.3%3.8%5.7%25.2%43.3%82.2%
Rank within sector996 / 1051985 / 1050559 / 1030296 / 1001222 / 865-
Quartile4th4th3rd2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund2.1%30.2%3.6%--
Sector4.5%22.4%3.7%7.8%21.4%
Rank within sector959 / 1035109 / 957503 / 915--
Quartile4th1st3rd
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.
2.52
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
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.
1.18
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%.
10.29
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.
2.95
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.
0.82
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.
0.92
Price movement
52 week high154.37
52 week low110.75
Current bid price148.19
Current offer price155.99
Current mid price-
Region
1USA58.64%
2Japan8.84%
3UK6.05%
4Switzerland4.23%
5Others4.1%
6France2.92%
7Germany2.77%
8Canada2.43%
9Australia2.11%
Industry sector
1Biotechnology/Medical10.46%
2Banks8.88%
3Software8.2%
4Hardware6.65%
5Oil & Gas Exploration & Production5.54%
6Financial Services4.83%
7Retailers - General4.65%
8Telecommunications2.99%
9Automotive2.97%
Asset type
1US Equities58.64%
2Japanese Equities8.84%
3UK Equities6.05%
4Swiss Equities4.23%
5International Equities4.1%
6French Equities2.92%
7German Equities2.77%
8Canadian Equities2.43%
9Australian Equities2.11%
Individual holdings
1APPLE INC2.55%
2MICROSOFT CORP1.78%
3JOHNSON & JOHNSON1.33%
4JPMORGAN CHASE & CO1.27%
5EXXON MOBIL CORP1.17%
6AT&T INC1.1%
7PFIZER INC1.04%
8FACEBOOK INC0.92%
9MERCK & CO INC(NEW)0.92%
Management
Fund manager group
Scottish Equitable
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund objective
The fund aims to provide capital growth and income. At least 80% of the fund will be invested in shares of companies worldwide with no bias to any particular industry or size company.Global Core takes the benchmark as its starting point with the fund manager investing in lots of small positions. This means that the fund's returns are delivered with a level of risk that is closely tied to that of the benchmark.Our views on the factors that contribute to share price returns are fed into a model which allows us to analyse over 15,000 companies on a daily basis. We are then able to build a highly diversified portfolio of over 500 companies minimising the risk that performance of a single stock could significantly affect the performance of the overall fund.The fund may also invest in other financial instruments and hold cash on deposit. Derivatives may be used to achieve the investment objective and to reduce risk or manage the fund more efficiently.
Benchmark
  • MSCI World
Investment style
No data available.
Investment method
Shares
Fund manager
NameSinceBiography
Quantitative Equity Products Team31/01/2000Established in 1996 by Justin Abercrombie. Schroders’ QEP Investment Team has been managing money for clients since 2000 and has a proven performance track record across its innovative range of global equity strategies. With 25 experienced members of staff located in London and Sydney. As at March 2013, the team manages in excess of USD 34 billion for institutional clients, including pension funds, sovereign wealth funds and insurance companies, all over the world.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Scot Eq Aegon Schroder QEP Global Core Pn ARC
Initial charge-
Annual charge0.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.35%
Bid price-
Offer price-
Mid price157.3729
CurrencyGBX
Price updated26/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeK5HB
Scot Eq Aegon Schroder QEP Global Core Pn Acc
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 price148.1884
Offer price155.9878
Mid price-
CurrencyGBX
Price updated26/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeK60Q
Data provided by

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