Fact sheet: Scot Eq Caerus Pfl DRP 1 Pn

Fund information
Fund name
Scot Eq Caerus Portfolio DRP 1 Pn
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund managers
  • Leon Diamondsince 19/12/2012
Underlying fund
FP MA DRP III
Fund objective
The fund aims to deliver long-term capital growth from a broadly cautious approach to investing, while ensuring that the overall volatility of the portfolio remains within its set volatility* band of between 2.6% and 7.8% per annum. The expected volatility for this fund is 7.4% per annum, although this may change and isn’t guaranteed. The fund seeks to achieve its cautious objective through investment mainly in a single derivative contract. It will therefore receive a return linked to the performance of the basket of assets that underlie the derivative contract, which includes equities, bonds and cash. The fund may also invest in directly held transferable securities, derivatives, cash, deposits, warrants and money market instruments.
Benchmark
  • No Specified Index
Investment style
Cautious,Growth
Investment method
Equity, Fixed Interest
Quick stats
1 Year return
9.1%
1 Year rank in sector
221/461
Sector
PN Mixed Investment 20%-60% Shares
Yield
-
Fund size
£8m (£9m 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.
41
Bid price
116.7241
Offer price
122.8675
Top in this sector
Fund name1 Year
OMW IPL F&C UKEq LnkInflPn31.9%
AXA Wealth TEAMS cl Gvn ptfl VPn22%
AXA Wealth TEAMS cl Gvn ptfl IVPn20.9%
FL Investec Cautious Mgd AP19.2%
Zurich Investec Caut Mgd Pn18.5%
...more in PN Mixed Investment 20%-60% Shares

Performance snapshot

Holdings snapshot

  • UK67.3%
    Money Market10%
    North America8.9%
    USA5.9%
    Europe3%
  • No data available.
  • Money Market55.9%
    UK Gilts35.4%
    Global Fixed Interest8.7%
    Others-0%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.9%-2.8%5.4%9.1%16.4%24.5%
Sector-0.2%-1.2%6.5%9.5%18.9%39.5%
Rank within sector387 / 528444 / 528309 / 517221 / 461216 / 398312 / 338
Quartile3rd4th3rd2nd3rd4th
Calendar performance
 YTD - 20162015201420132012
Fund10%-1.8%6.4%3.2%4.4%
Sector9.6%1.3%6%8.3%9.4%
Rank within sector173 / 462388 / 424125 / 398368 / 380321 / 338
Quartile2nd4th2nd4th4th
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.
-0.98
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.
0.98
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.
0.15
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%.
5.86
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.
-0.4
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 high121.3
52 week low104.95
Current bid price116.72
Current offer price122.87
Current mid price-
Region
1UK67.25%
2Money Market10%
3North America8.9%
4USA5.93%
5Europe2.97%
6Not Specified2.97%
7Japan1.98%
Industry sector
No data available.
Asset type
1Money Market55.93%
2UK Gilts35.39%
3Global Fixed Interest8.72%
4Others-0.04%
Individual holdings
No data available.
Management
Fund manager group
Scottish Equitable
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund objective
The fund aims to deliver long-term capital growth from a broadly cautious approach to investing, while ensuring that the overall volatility of the portfolio remains within its set volatility* band of between 2.6% and 7.8% per annum. The expected volatility for this fund is 7.4% per annum, although this may change and isn’t guaranteed. The fund seeks to achieve its cautious objective through investment mainly in a single derivative contract. It will therefore receive a return linked to the performance of the basket of assets that underlie the derivative contract, which includes equities, bonds and cash. The fund may also invest in directly held transferable securities, derivatives, cash, deposits, warrants and money market instruments.
Benchmark
  • No Specified Index
Investment style
Cautious,Growth
Investment method
Equity, Fixed Interest
Fund managers
NameSinceBiography
Leon Diamond19/12/2012Leon Diamond is Head of Investment at AJ Bell Asset Management. Before joining AJ Bell he was the chief investment officer of Mansard Capital LLP a company he founded in 2010. At Mansard Capital LLP he was responsible for the Dynamic Rebalanced Portfolio (DRP) Fund range and Principal Asset Allocation (PAA) Fund. Prior to that he was the Principal Trader/Co-Portfolio Manager of a highly regarded global macro fund. Leon has a degree in Business in Finance from Queensland University of Technology, and he completed his post graduate studies through the Australian Securities Institute.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Scot Eq Caerus Portfolio DRP 1 Pn
Initial charge-
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.25%
Bid price116.7241
Offer price122.8675
Mid price-
CurrencyGBX
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0I5H
Data provided by

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