Fact sheet: Scot Eq Caerus Pfl DRP 4 Pn

Fund information
Fund name
Scot Eq Caerus Portfolio DRP 4 Pn
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund managers
  • Leon Diamondsince 19/12/2012
Underlying fund
FP MA DRP VIII
Fund objective
The fund aims to deliver long-term capital growth from a broadly adventurous approach to investing whilst ensuring that the overall volatility of the portfolio remains within its set volatility* band of between 20.8% and 26%. The expected volatility for this fund is 22.9% per annum, although this may change. The fund will seek to achieve its adventurous 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
Aggressive,Growth
Investment method
None
Quick stats
1 Year return
17.9%
1 Year rank in sector
7/794
Sector
PN Mixed Investment 40%-85% Shares
Yield
-
Fund size
£1m (£1m 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.
107
Bid price
102.1312
Offer price
107.5065
Top in this sector
Fund name1 Year
BlackRock LGIM Oseas Consn Idx Pn21.5%
FL My Ftr Adv Gth XE/IE Pn20.2%
FL My Ftr Advantage Gth Pn19.9%
OMW S&W Millbank East River19.5%
Scot Eq Ext Bal Coll (ex MLC) Pn18.6%
...more in PN Mixed Investment 40%-85% Shares

Performance snapshot

Holdings snapshot

  • Global Emerging Markets30%
    UK26%
    Asia Pacific ex Japan22%
    Europe ex UK6%
    Japan5%
  • No data available.
  • Money Market47.3%
    UK Gilts37.5%
    Global Fixed Interest12.8%
    Others2.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-4.5%2.3%16.4%17.9%11%20.6%
Sector-2.3%-0.8%8.2%9.1%19.7%47.8%
Rank within sector901 / 91335 / 9122 / 8947 / 794647 / 692572 / 595
Quartile4th1st1st1st4th4th
Calendar performance
 YTD - 20162015201420132012
Fund19.5%-5.5%-0.2%-3.5%14.1%
Sector10%2.2%5.7%13.1%9.9%
Rank within sector5 / 800752 / 753685 / 692659 / 66119 / 596
Quartile1st4th4th4th1st
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.
-6.47
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.
1.73
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.
0.02
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%.
13.46
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.
7.56
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.
-0.33
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 high109.49
52 week low77.06
Current bid price102.13
Current offer price107.51
Current mid price-
Region
1Global Emerging Markets30%
2UK26%
3Asia Pacific ex Japan22%
4Europe ex UK6%
5Japan5%
6North America5%
7USA4%
8Not Specified2%
Industry sector
No data available.
Asset type
1Money Market47.31%
2UK Gilts37.51%
3Global Fixed Interest12.75%
4Others2.42%
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 adventurous approach to investing whilst ensuring that the overall volatility of the portfolio remains within its set volatility* band of between 20.8% and 26%. The expected volatility for this fund is 22.9% per annum, although this may change. The fund will seek to achieve its adventurous 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
Aggressive,Growth
Investment method
None
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 4 Pn
Initial charge-
Annual charge1.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.3%
Bid price102.1312
Offer price107.5065
Mid price-
CurrencyGBX
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0I5K
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.