Fact sheet: Scot Eq Bclys GblBta Pfl4 Pn

Fund information
Fund name
Scot Eq Barclays GlobalBeta Portfolio 4 Pn (ARC)
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund manager
No data available.
Underlying fund
Barclays WlthGblBetaPfl4
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, 2 and 3 Portfolios over the long term and it may experience frequent and significant changes in value, both up and down, particularly over the short term. Barclays manages this portfolio on the working assumption that you’re willing to take on a high level of risk within your investments (i.e. when the value of your portfolio may fall considerably over the short term) in exchange for the potential to increase the value of your investments over the long term. The portfolio invests mainly (around 85%) in traditionally higher-risk investments (asset classes) such as global equities (shares) and high yield and emerging market debt, with a portion (around 15%) held in lower-risk investments such as cash, government bonds (gilts) and corporate bonds). It aims to be the second highest risk 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
24.1%
1 Year rank in sector
255/810
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.
74
Top in this sector
Fund name1 Year
BlackRock LGIM Oseas Consn Idx Pn40.7%
Scot Eq Sequel Adventurous Pn39.1%
Scot Eq Sequel Adven Jrny Pn39%
Scot Eq Caerus Pfl DRP 4 Pn36.7%
FL My Ftr Advantage Gth Pn36.5%
...more in PN Mixed Investment 40%-85% Shares

Performance snapshot

Holdings snapshot

  • USA25.1%
    Money Market24.7%
    Others24.1%
    Not Specified9.9%
    France2.9%
  • Cash & Cash Equivalents24.7%
    Others11.5%
    Financials10.9%
    Consumer Goods7.7%
    Technology6.4%
  • Global Developed Equities64.5%
    Global Emerging Market Equities12.7%
    Global High Yield Fixed Interest11.2%
    Global Investment Grade Fixed Interest8%
    Money Market2.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.8%3.2%8.7%24.1%23.3%-
Sector3.4%2.5%7.9%20.6%24.3%53.2%
Rank within sector351 / 915275 / 912505 / 895255 / 810449 / 699-
Quartile2nd2nd3rd2nd3rd
Calendar performance
 YTD - 20172016201520142013
Fund2.6%14.6%-2.1%6.9%-
Sector1.8%14.3%2.2%5.7%13.1%
Rank within sector126 / 913435 / 801722 / 754136 / 694-
Quartile1st3rd4th1st
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.
-2.06
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.
1.18
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.
0.29
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%.
9.34
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.
4.05
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.
-0.24
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.
0.83
Price movement
52 week high127.56
52 week low99.37
Current bid price-
Current offer price-
Current mid price127.84
Region
1USA25.1%
2Money Market24.7%
3Others24.1%
4Not Specified9.9%
5France2.9%
6Germany2.7%
7Switzerland2.5%
8Korea2.3%
9Japan2%
Industry sector
1Cash & Cash Equivalents24.7%
2Others11.5%
3Financials10.9%
4Consumer Goods7.7%
5Technology6.4%
6Industrials6.2%
7Consumer Services5.5%
8High Yield Bond5.5%
9Government Bonds5.3%
Asset type
1Global Developed Equities64.5%
2Global Emerging Market Equities12.7%
3Global High Yield Fixed Interest11.2%
4Global Investment Grade Fixed Interest8%
5Money Market2.7%
6Global Developed Markets Government Fixed Interest0.9%
Individual holdings
1BLACKROCK US INDEX19.6%
2BLACKROCK NORTH AMERICA INDEX19.2%
3BLACKROCK EMERGING MARKETS INDEX12.7%
4BLACKROCK EUROPE EX-UK INDEX11.5%
5ISHARES GLOBAL HIGH YIELD CORP BOND UCITS ETF GBP5.7%
6ISHARES GLOBAL HIGH YIELD CORP BOND UCITS ETF GBP5.7%
7BLACKROCK UK CREDIT BOND INDEX DIS5.4%
8ISHARES CORE S&P 500 INDEX ETF3%
9ISHARES CORE MSCI EMERGING MARKETS IMI UCITS ETF USD2.9%
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, 2 and 3 Portfolios over the long term and it may experience frequent and significant changes in value, both up and down, particularly over the short term. Barclays manages this portfolio on the working assumption that you’re willing to take on a high level of risk within your investments (i.e. when the value of your portfolio may fall considerably over the short term) in exchange for the potential to increase the value of your investments over the long term. The portfolio invests mainly (around 85%) in traditionally higher-risk investments (asset classes) such as global equities (shares) and high yield and emerging market debt, with a portion (around 15%) held in lower-risk investments such as cash, government bonds (gilts) and corporate bonds). It aims to be the second highest risk 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 4 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 price127.8353
CurrencyGBX
Price updated16/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJFTI
Scot Eq Barclays GlobalBeta Portfolio 4 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 price119.645
Offer price119.645
Mid price-
CurrencyGBX
Price updated08/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJKPJ
Data provided by

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