Fact sheet: Scot Eq Cautious Core Port Pn

Fund information
Fund name
Scot Eq Cautious Core Portfolio Pn
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund manager
No data available.
No data available.
Fund objective
This portfolio aims to provide long-term capital growth while keeping risk in a target volatility range of 6%-8% over a market cycle, which the fund manager defines as being three years or more. We’ve engaged Morningstar to help us select and manage the blend of funds it contains. The portfolio is built mainly using a collection of low-cost funds that aim to perform in line with their regional benchmarks, by investing in the same companies as them, in the same proportions. The Cautious Core Portfolio invests mainly in less risky assets like cash, government bonds (gilts), corporate bonds and property. It will also invest to a lesser extent (around 30%) in riskier equities (shares in companies). This is the second least risky of the Core Risk Profile Portfolios, so it may not return as much as other funds in the range over the longer term.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
17.6%
1 Year rank in sector
-
Sector
PN Unclassified
Yield
-
Fund size
£304m (£142m 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.
46
Bid price
133.3691
Offer price
140.3885
Top in this sector
Fund name1 Year
Scot Eq Advntrs Cr Lf Ptfl Pn36.5%
Scot Eq Adventur Core Port Pn36.5%
Aegon MrcActGbLoVltyEqPn33.9%
Stan Life MyFolio Market V Pn33.8%
Scot Eq Gth PlusCr Lf Ptfl Pn31.9%
...more in PN Unclassified

Performance snapshot

Holdings snapshot

  • UK37.6%
    North America16.7%
    Europe14.1%
    Money Market11.9%
    Japan6.1%
  • No data available.
  • Money Market11.9%
    UK Large Cap Companies11.5%
    North American Fixed Interest9.1%
    UK Gilts8.8%
    European Fixed Interest8.3%

Fund also available on these pension platforms:

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.2%3.6%2%17.6%26.6%-
Sector0.5%4.3%4%16.5%24.7%46.4%
Rank within sector------
Quartile
Calendar performance
 YTD - 20172016201520142013
Fund1.3%15.7%0.6%7.8%4.5%
Sector1.9%11.2%2.8%7.2%10.8%
Rank within sector-----
Quartile
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.
0.16
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.
1.06
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.
0.81
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%.
5.43
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.
2.75
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.
0.19
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.
0.74
Price movement
52 week high133.44
52 week low113.91
Current bid price133.37
Current offer price140.39
Current mid price-
Region
1UK37.63%
2North America16.73%
3Europe14.07%
4Money Market11.86%
5Japan6.14%
6International5.9%
7Not Specified3.49%
8Asia Pacific ex Japan2.84%
9Global Emerging Markets1.33%
Industry sector
No data available.
Asset type
1Money Market11.86%
2UK Large Cap Companies11.5%
3North American Fixed Interest9.08%
4UK Gilts8.79%
5European Fixed Interest8.28%
6UK Index-Linked8.09%
7North American Equities7.65%
8UK Corporate Fixed Interest5.76%
9European Large Cap Equity5.03%
Individual holdings
1SE UK CORPORATE BOND18%
2 SE UK INDEX TRACKER17%
3SE CASH10.6%
4SE UK GILTS ALL STOCKS TRACKER9.2%
5SCOT EQ INDEX-LINKED GILT TRACKER PN8.1%
6SE NORTH AMERICAN EQUITY TRACKER7.1%
7SCOT EQ OVERSEAS GOVERNMENT BOND TRACKER PN6.7%
8SCOT EQ OVERSEAS CORPORATE BOND TRACKER PN6.2%
9SE CONTINENTAL EUROPEAN EQUITY TRACKER5.5%
Management
Fund manager group
Scottish Equitable
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund objective
This portfolio aims to provide long-term capital growth while keeping risk in a target volatility range of 6%-8% over a market cycle, which the fund manager defines as being three years or more. We’ve engaged Morningstar to help us select and manage the blend of funds it contains. The portfolio is built mainly using a collection of low-cost funds that aim to perform in line with their regional benchmarks, by investing in the same companies as them, in the same proportions. The Cautious Core Portfolio invests mainly in less risky assets like cash, government bonds (gilts), corporate bonds and property. It will also invest to a lesser extent (around 30%) in riskier equities (shares in companies). This is the second least risky of the Core Risk Profile Portfolios, so it may not return as much as other funds in the range over the longer term.
Benchmark
  • No Specified Index
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 Cautious Core Portfolio Pn
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1%
Bid price133.3691
Offer price140.3885
Mid price-
CurrencyGBX
Price updated17/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG1WU
Scot Eq Cautious Core Portfolio 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 price145.0834
Offer price145.0834
Mid price-
CurrencyGBX
Price updated17/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG1WV
Data provided by

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