Fact sheet: Scot Eq Bclys GblBta Pfl5 Pn

Fund information
Fund name
Scot Eq Barclays GlobalBeta Portfolio 5 Pn (ARC)
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund manager
No data available.
Underlying fund
Barclays WlthGblBetaPfl5
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 Portfolios over the long term and it’s likely to 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 higher 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 for superior growth over the long term. The portfolio around 90% in traditionally higher-risk investments (asset classes) such as global equities (shares) and high yield and emerging market debt, with the rest (around 10%) invested in lower-risk investments such as cash, government bonds (gilts) and corporate bonds. It aims to be the highest risk portfolio 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
14.5%
1 Year rank in sector
249/796
Sector
PN Mixed Investment 40%-85% Shares
Yield
-
Fund size
£3m (£2m 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.
84
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

  • Not Specified48%
    USA25.2%
    Others10.4%
    Switzerland2.8%
    France2.7%
  • Others48.3%
    Financials7.6%
    Consumer Goods5.8%
    Health Care5.3%
    Industrials5.2%
  • North American Equities24.4%
    Others21.6%
    Asia Pacific ex Japan Equities14.5%
    European Large Cap Equity12.1%
    UK Large Cap Companies5.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.4%2.8%10.8%14.5%23.1%-
Sector0.1%-0.1%8.9%11.9%22.7%49.3%
Rank within sector264 / 91352 / 912229 / 894249 / 796339 / 692-
Quartile2nd1st2nd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund14.2%-1.6%7.4%--
Sector11.5%2.2%5.7%13.1%9.9%
Rank within sector204 / 800709 / 75398 / 692--
Quartile2nd4th1st
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.
-1.69
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.
1.31
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%.
10.24
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.
4.85
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 high128.3
52 week low99.37
Current bid price-
Current offer price-
Current mid price124.94
Region
1Not Specified48%
2USA25.2%
3Others10.4%
4Switzerland2.8%
5France2.7%
6Germany2.6%
7Money Market2.6%
8Japan2.2%
9Netherlands1.2%
Industry sector
1Others48.3%
2Financials7.6%
3Consumer Goods5.8%
4Health Care5.3%
5Industrials5.2%
6Government Bonds4.9%
7Technology4.6%
8Consumer Services4.2%
9High Yield Bond4.2%
Asset type
1North American Equities24.38%
2Others21.63%
3Asia Pacific ex Japan Equities14.51%
4European Large Cap Equity12.08%
5UK Large Cap Companies5.05%
6North American Fixed Interest4.15%
7Global Emerging Market Equities3.97%
8European Fixed Interest3.56%
9Money Market2.31%
Individual holdings
1BLACKROCK US INDEX SUB-FUND19.2%
2BLACKROCK NORTH AMERICA INDEX19%
3BLACKROCK EMERGING MARKETS INDEX SUB-FUND18.7%
4BLACKROCK EUROPE EX-UK INDEX12.6%
5BLACKROCK UK INDEX GBP5.8%
6ISHARES CORE S&P 500 INDEX ETF5.2%
7ISHARES GLOBAL HIGH YIELD CORPORATE BOND UCITS ETF4.4%
8ISHARES EMERGING MARKETS LOCAL GOVERNMENT BOND UCITS ETF2.9%
9BLACKROCK JAPAN INDEX2.3%
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 Portfolios over the long term and it’s likely to 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 higher 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 for superior growth over the long term. The portfolio around 90% in traditionally higher-risk investments (asset classes) such as global equities (shares) and high yield and emerging market debt, with the rest (around 10%) invested in lower-risk investments such as cash, government bonds (gilts) and corporate bonds. It aims to be the highest risk portfolio 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 5 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 price124.9423
CurrencyGBX
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJFTJ
Data provided by

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