Fact sheet: Scot Eq Bclys GblBta Pfl1 Pn

Fund information
Fund name
Scot Eq Barclays GlobalBeta Portfolio 1 Pn (ARC)
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund manager
No data available.
Underlying fund
Barclays WlthGblBetaPfl1
Fund objective
The portfolio aims to optimise returns while maintaining a level of risk you’ve decided you’re comfortable with. It aims to preserve the value of your investments, rather than increase their value. However, it’s possible that returns won’t keep up with inflation. Barclays manage this fund on the working assumption that you’d prefer to sacrifice some growth potential in order to reduce the changes of experiencing large falls in the fund’s value, whether over the long or short term. The portfolio invests mainly in traditionally lower-risk investments (asset classes) such as cash, government bonds (gilts) and corporate bonds, with a smaller amount (currently around 30%) invested in riskier assets such as developed and emerging market equities (shares), and high yield and emerging market debt. It aims to be the least risky of the five Scottish Equitable Barclays GlobalBeta Portfolios.
Benchmark
No data available.
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
0.6%
1 Year rank in sector
450/462
Sector
PN Mixed Investment 20%-60% Shares
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.
25
Top in this sector
Fund name1 Year
OMW IPL F&C UKEq LnkInflPn27.1%
AXA Wealth TEAMS cl Gvn ptfl VPn19.3%
AXA Wealth TEAMS cl Gvn ptfl IVPn18.4%
FL Investec Caut Mgd Pn16.6%
AXA Wealth TEAMS cl Gvn ptfl IIIPn16.3%
...more in PN Mixed Investment 20%-60% Shares

Performance snapshot

Holdings snapshot

  • USA46%
    Not Specified22.9%
    Italy11.4%
    Spain7.7%
    UK3.6%
  • Government Bonds50%
    Others26.1%
    Financials3.5%
    High Yield Bond3.5%
    Consumer Goods2.5%
  • North American Fixed Interest35.6%
    European Fixed Interest22.3%
    North American Equities13.8%
    Others12%
    European Large Cap Equity4.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-3.1%-3.5%-0.5%0.6%6.1%-
Sector-1.9%-1.6%6.6%8.2%17.2%39.9%
Rank within sector503 / 529464 / 529509 / 517450 / 462376 / 397-
Quartile4th4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund1.1%0.3%4.6%--
Sector8.9%1.3%6%8.3%9.4%
Rank within sector449 / 463301 / 425253 / 399--
Quartile4th3rd3rd
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.
0.01
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.
0.54
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%.
3.19
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.
2.78
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.
-0.9
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.
0.77
Price movement
52 week high111.98
52 week low103.42
Current bid price-
Current offer price-
Current mid price107.17
Region
1USA46%
2Not Specified22.9%
3Italy11.4%
4Spain7.7%
5UK3.6%
6Others2.8%
7France1.3%
8Germany1.2%
9Switzerland1.1%
Industry sector
1Government Bonds50%
2Others26.1%
3Financials3.5%
4High Yield Bond3.5%
5Consumer Goods2.5%
6Health Care2.5%
7Technology2.4%
8Industrials2.3%
9Consumer Services2.1%
Asset type
1North American Fixed Interest35.61%
2European Fixed Interest22.29%
3North American Equities13.8%
4Others11.98%
5European Large Cap Equity4.79%
6Asia Pacific ex Japan Equities2.97%
7UK Gilts2.83%
8Global Emerging Market Fixed Interest1.28%
9UK Large Cap Companies0.89%
Individual holdings
1ISHARES $ TREASURY BOND 1-3YR UCITS ETF 18.5%
2ISHARES PLC ISHARES GV BOND 1-3 UCITS ETF EUR DIST18.2%
3ISHARES PLC ISHARES GV BOND 1-3 UCITS ETF EUR DIST18.2%
4BLACKROCK NORTH AMERICA INDEX13%
5ISHARES ISHARES $ TREASURY BOND 1-3YR UCITS ETF (ACC)12.8%
6BLACKROCK US CORPORATE BOND INDEX FUND7.6%
7BLACKROCK EUROPE EX-UK INDEX4.8%
8BLACKROCK EURO GOVERNMENT BOND FUND INDEX4.7%
9ISHARES GLOBAL HIGH YIELD CORPORATE BOND UCITS ETF3.8%
Management
Fund manager group
Scottish Equitable
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund objective
The portfolio aims to optimise returns while maintaining a level of risk you’ve decided you’re comfortable with. It aims to preserve the value of your investments, rather than increase their value. However, it’s possible that returns won’t keep up with inflation. Barclays manage this fund on the working assumption that you’d prefer to sacrifice some growth potential in order to reduce the changes of experiencing large falls in the fund’s value, whether over the long or short term. The portfolio invests mainly in traditionally lower-risk investments (asset classes) such as cash, government bonds (gilts) and corporate bonds, with a smaller amount (currently around 30%) invested in riskier assets such as developed and emerging market equities (shares), and high yield and emerging market debt. It aims to be the least risky of the five Scottish Equitable Barclays GlobalBeta Portfolios.
Benchmark
No data available.
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 Barclays GlobalBeta Portfolio 1 Pn (ARC)
Initial charge-
Annual charge0.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.25%
Bid price-
Offer price-
Mid price107.1717
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJFTF
Scot Eq Barclays GlobalBeta Portfolio 1 Pn 0.6%
Initial charge-
Annual charge0.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.85%
Bid price108.7207
Offer price108.7207
Mid price-
CurrencyGBX
Price updated08/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJKPG
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.