Fact sheet: Scot Eq Cautious Slct Ptfl Pn

Fund information
Fund name
Scot Eq Cautious Select 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 using our Select Sector Portfolios. Each of the Select Sector Portfolios is made up of what we and Morningstar believe to be the best blend of funds in their respective sectors. The Cautious Select Portfolio invests mainly in less risky assets like cash, government bonds (gilts), corporate bonds and property. It also invests to a lesser extent (around 30%) in riskier equities (shares in companies). This is the least risky of the Select 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
12.4%
1 Year rank in sector
237/496
Sector
PN Mixed Investment 20%-60% Shares
Yield
-
Fund size
£24m (£20m 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.
40
Bid price
126.36
Offer price
133.0105
Top in this sector
Fund name1 Year
OMW IPL F&C UKEq LnkInflPn42.9%
OMW IPL F&COs EqLnkUKInflPn38.5%
OMW IPL F&C Os EqLkUK GltPn27.5%
Aegon Dynamic Lifestyle 2023 (RR)Pn26.3%
AXA Wealth TEAMS cl Gvn ptfl VPn25%
...more in PN Mixed Investment 20%-60% Shares

Performance snapshot

Holdings snapshot

  • UK37.2%
    North America14%
    Money Market13.8%
    Europe12%
    International7.5%
  • No data available.
  • Money Market13.8%
    UK Gilts10.2%
    UK Index-Linked8.4%
    UK Large Cap Companies8%
    North American Equities7.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.5%2.9%2%12.4%22.3%-
Sector0.4%2.8%2.8%12.6%21.7%41.6%
Rank within sector225 / 536290 / 535382 / 525237 / 496158 / 417-
Quartile2nd3rd3rd2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund2.6%11.4%1.3%6.9%5.7%
Sector2.7%11.8%1.3%6%8.3%
Rank within sector288 / 528221 / 465213 / 429105 / 403336 / 386
Quartile3rd2nd2nd2nd4th
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.
1.17
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.
0.84
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.
0.74
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%.
4.71
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.
1.76
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.
0.04
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.
0.89
Price movement
52 week high126.99
52 week low111.23
Current bid price126.36
Current offer price133.01
Current mid price-
Region
1UK37.21%
2North America14.03%
3Money Market13.75%
4Europe12.03%
5International7.5%
6Japan5.56%
7Asia Pacific ex Japan3.69%
8Global Emerging Markets2.93%
9Not Specified2.9%
Industry sector
No data available.
Asset type
1Money Market13.75%
2UK Gilts10.15%
3UK Index-Linked8.36%
4UK Large Cap Companies8.04%
5North American Equities7.29%
6North American Fixed Interest6.74%
7European Fixed Interest6.29%
8European Large Cap Equity4.82%
9UK Mid Cap Companies4.72%
Individual holdings
1SCOT EQ UK CORPORATE BOND SELECT PORTFOLIO PN18.4%
2SCOT EQ UK EQUITY SELECT PORTFOLIO PN16.1%
3SCOT EQ INTERNATIONAL BOND SELECT PORTFOLIO PN12.5%
4SE CASH10.8%
5SE UK GILTS ALL STOCKS TRACKER9.7%
6SCOT EQ INDEX-LINKED GILT TRACKER PN8.4%
7SCOT EQ NORTH AMERICAN EQUITY SELECT PORTFOLIO PN7.1%
8SCOT EQ EUROPEAN EQUITY SELECT PORTFOLIO PN5.2%
9SCOT EQ JAPANESE EQUITY SELECT PORTFOLIO PN4.6%
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 using our Select Sector Portfolios. Each of the Select Sector Portfolios is made up of what we and Morningstar believe to be the best blend of funds in their respective sectors. The Cautious Select Portfolio invests mainly in less risky assets like cash, government bonds (gilts), corporate bonds and property. It also invests to a lesser extent (around 30%) in riskier equities (shares in companies). This is the least risky of the Select 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 Select Portfolio Pn
Initial charge-
Annual charge1.55%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.55%
Bid price126.36
Offer price133.0105
Mid price-
CurrencyGBX
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGT7F
Scot Eq Cautious Select Portfolio Pn (ARC)
Initial charge-
Annual charge0.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.7%
Bid price137.3306
Offer price137.3306
Mid price-
CurrencyGBX
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGT7G
Data provided by

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