Fact sheet: Scot Eq Bclys GblBta Pfl3 Pn

Fund information
Fund name
Scot Eq Barclays GlobalBeta Portfolio 3 Pn (ARC)
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund manager
No data available.
Underlying fund
Barclays WlGl BtPfl 3
Fund objective
The portfolio aims to optimise returns while maintaining a level of risk you’ve decided you’re comfortable with. It aims to produce higher returns than a bank savings account and the Scottish equitable Barclays GlobalBeta 1 and 2 Portfolios over the long term. However, it may experience significant changes in value, both up and down, particularly over the short term. Barclays manage this portfolio on the working assumption that you’re comfortable with investments that may lead to falls in the value of your portfolio, particularly over the short term, in exchange for the potential to achieve returns higher than a bank savings account over the long term. It invests in a balance between lower-risk investments (asset classes) such as cash, government bonds (gilts) and corporate bonds, and has around 70% invested in riskier assets such as developed and emerging market equities (shares), and high yield and emerging market debt. It aims to be the middle risk fund in the range of 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
7.6%
1 Year rank in sector
645/795
Sector
PN Mixed Investment 40%-85% 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.
60
Top in this sector
Fund name1 Year
BlackRock LGIM Oseas Consn Idx Pn22.7%
Scot Eq Ext Bal Coll (ex MLC) Pn20.7%
FL My Ftr Adv Gth XE/IE Pn20.1%
Scot Eq Sequel Adventurous Pn19.6%
Scot Eq Sequel Adven Jrny Pn19.6%
...more in PN Mixed Investment 40%-85% Shares

Performance snapshot

Holdings snapshot

  • Not Specified51.1%
    USA25.8%
    Others7.2%
    France2.5%
    Italy2.5%
  • Others51.8%
    Government Bonds8.4%
    High Yield Bond6.9%
    Financials6%
    Consumer Goods4.5%
  • Others26.1%
    North American Equities19.3%
    North American Fixed Interest10.9%
    European Large Cap Equity10.3%
    European Fixed Interest9.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.8%-0.7%5.3%7.6%15%-
Sector-0.8%-1.2%7.8%10.2%21.1%47.2%
Rank within sector464 / 913451 / 912754 / 894645 / 795607 / 692-
Quartile3rd2nd4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund7.8%-1.4%6.4%--
Sector10%2.2%5.7%13.1%9.9%
Rank within sector630 / 800705 / 753182 / 692--
Quartile4th4th2nd
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.
-1.35
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.
0.99
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.
0.18
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%.
7.75
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.
3.22
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.
-0.45
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.
0.82
Price movement
52 week high121.9
52 week low100.67
Current bid price-
Current offer price-
Current mid price116.41
Region
1Not Specified51.1%
2USA25.8%
3Others7.2%
4France2.5%
5Italy2.5%
6Germany2.4%
7Switzerland2.4%
8Spain1.9%
9Canada1.2%
Industry sector
1Others51.8%
2Government Bonds8.4%
3High Yield Bond6.9%
4Financials6%
5Consumer Goods4.5%
6Health Care4.2%
7Industrials4.1%
8Technology3.5%
9Consumer Services3.3%
Asset type
1Others26.13%
2North American Equities19.34%
3North American Fixed Interest10.88%
4European Large Cap Equity10.34%
5European Fixed Interest9.13%
6Asia Pacific ex Japan Equities8.14%
7UK Large Cap Companies4.7%
8Global Emerging Market Fixed Interest3.25%
9Global Emerging Market Equities2.14%
Individual holdings
1BLACKROCK NORTH AMERICA INDEX18.9%
2BLACKROCK US INDEX SUB-FUND12.7%
3BLACKROCK EUROPE EX-UK INDEX10.9%
4BLACKROCK US CORPORATE BOND INDEX FUND10.1%
5BLACKROCK EMERGING MARKETS INDEX SUB-FUND9.6%
6ISHARES GLOBAL HIGH YIELD CORPORATE BOND UCITS ETF7.4%
7BLACKROCK UK INDEX GBP5.6%
8ISHARES $ TREASURY BOND 1-3YR UCITS ETF 4.7%
9BLACKROCK EMERGING MARKETS GOVERNMENT BOND INDEX FUND4.4%
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 produce higher returns than a bank savings account and the Scottish equitable Barclays GlobalBeta 1 and 2 Portfolios over the long term. However, it may experience significant changes in value, both up and down, particularly over the short term. Barclays manage this portfolio on the working assumption that you’re comfortable with investments that may lead to falls in the value of your portfolio, particularly over the short term, in exchange for the potential to achieve returns higher than a bank savings account over the long term. It invests in a balance between lower-risk investments (asset classes) such as cash, government bonds (gilts) and corporate bonds, and has around 70% invested in riskier assets such as developed and emerging market equities (shares), and high yield and emerging market debt. It aims to be the middle risk fund in the range of 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 3 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 price116.4121
CurrencyGBX
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJFTH
Scot Eq Barclays GlobalBeta Portfolio 3 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 price116.7966
Offer price116.7966
Mid price-
CurrencyGBX
Price updated07/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJKPI
Data provided by

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