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
12.1%
1 Year rank in sector
431/796
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.
73
Top in this sector
Fund name1 Year
BlackRock LGIM Oseas Consn Idx Pn26.4%
Scot Eq Sequel Adventurous Pn23.9%
Scot Eq Sequel Adven Jrny Pn23.9%
Scot Eq Caerus Pfl DRP 4 Pn23.2%
FL My Ftr Advantage Gth Pn22.2%
...more in PN Mixed Investment 40%-85% Shares

Performance snapshot

Holdings snapshot

  • USA38.8%
    International30.3%
    Not Specified7.9%
    Japan5.5%
    UK4.4%
  • Financials14.7%
    Government Bonds14.2%
    Consumer Goods9.7%
    Others9.3%
    Technology8.5%
  • Others26%
    North American Equities21.7%
    European Large Cap Equity11.7%
    Asia Pacific ex Japan Equities11.1%
    North American Fixed Interest6.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0%1.6%8.5%12.1%19.4%-
Sector0.1%-0.1%8.9%11.9%22.7%49.3%
Rank within sector466 / 913158 / 912562 / 894431 / 796536 / 692-
Quartile3rd1st3rd3rd4th
Calendar performance
 YTD - 20162015201420132012
Fund11.9%-2.1%6.9%--
Sector11.5%2.2%5.7%13.1%9.9%
Rank within sector433 / 800720 / 753136 / 692--
Quartile3rd4th1st
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.
-1.93
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.
0.22
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%.
9.25
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.
-0.22
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 high124.67
52 week low99.37
Current bid price-
Current offer price-
Current mid price121.4
Region
1USA38.8%
2International30.3%
3Not Specified7.9%
4Japan5.5%
5UK4.4%
6Korea2.3%
7Money Market2.3%
8France2.2%
9Hong Kong2.2%
Industry sector
1Financials14.7%
2Government Bonds14.2%
3Consumer Goods9.7%
4Others9.3%
5Technology8.5%
6Industrials7.9%
7Consumer Services7.6%
8Health Care7.1%
9High Yield Bond5.1%
Asset type
1Others26.01%
2North American Equities21.68%
3European Large Cap Equity11.71%
4Asia Pacific ex Japan Equities11.06%
5North American Fixed Interest6.51%
6European Fixed Interest5.82%
7UK Large Cap Companies4.45%
8Global Emerging Market Equities3.01%
9Global Emerging Market Fixed Interest2.91%
Individual holdings
1BLACKROCK NORTH AMERICA INDEX19.2%
2BLACKROCK US INDEX SUB-FUND19.2%
3BLACKROCK EMERGING MARKETS INDEX SUB-FUND14%
4BLACKROCK EUROPE EX-UK INDEX12.2%
5ISHARES GLOBAL HIGH YIELD CORP BOND UCITS ETF GBP5.9%
6ISHARES GLOBAL HIGH YIELD CORP BOND UCITS ETF GBP5.9%
7BLACKROCK US CORPORATE BOND INDEX FUND5.7%
8BLACKROCK UK INDEX SUB-FUND4.9%
9BLACKROCK EMERGING MARKETS GOVERNMENT BOND INDEX FUND3%
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 price121.3958
CurrencyGBX
Price updated08/12/2016
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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