Fact sheet: Scot Eq JPM Cauts Ttl Rtn Pn

Fund information
Fund name
Scot Eq JPM Cautious Total Return Pn
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund managers
  • Gareth Witcombsince 21/12/2012
  • James Elliotsince 21/12/2012
  • Talib Sheikhsince 30/06/2005
Underlying fund
JPM Global Macro Balanced
Fund objective
The fund aims to provide income and long-term capital growth by investing in a global portfolio of investments. It will mainly invest in fixed income securities, convertible bonds, equities and short-term securities. Asset and country allocations may vary over time to reflect market conditions and opportunities, but the fund will have a bias towards bonds. The fund may invest up to 90% in government and public securities (bonds). The fund will use derivatives in a number of ways to achieve its objectives. This means it could be exposed to additional risks if the market moves against it. This fund may have holdings that are denominated in different currencies. Normally this would mean that the value of your investment would rise or fall in line with changes in exchange rates. However, the fund uses specialist investments to remove most of this risk. The fund is managed by JPMorgan, one of our investment managers.
Benchmark
No data available.
Investment style
Cautious
Investment method
No data available.
Quick stats
1 Year return
-0.3%
1 Year rank in sector
133/146
Sector
PN Mixed Investment 0%-35% Shares
Yield
-
Fund size
£0m
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.
12
Bid price
100.1843
Offer price
105.4572
Top in this sector
Fund name1 Year
B&CE ThePplPnPre-Retm0.5%Pn16.6%
LV= BlackRock Consensus 35 Pn16.3%
FL Defensive Index FOF Pn15.6%
SL BlackRkConsensus 35 Pn15.3%
OMW BlackRock Consensus 3515.2%
...more in PN Mixed Investment 0%-35% Shares

Performance snapshot

Holdings snapshot

  • Europe ex UK31.8%
    Pacific ex-Japan30.7%
    North America24.3%
    Money Market10.9%
    Japan1.9%
  • No data available.
  • Asia Pacific ex Japan Fixed Interest31.1%
    Europe ex UK Fixed Interest19.2%
    North American Fixed Interest13.3%
    Europe ex UK Equities12.8%
    North American Equities11%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.1%0%0.4%-0.3%-0.8%0.1%
Sector-1.1%-0.9%7.4%9.9%21.5%38.9%
Rank within sector3 / 17623 / 175152 / 166133 / 146125 / 12594 / 95
Quartile1st1st4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-0.1%0.3%-0.3%8.6%-6.1%
Sector10.3%2.3%7.6%5.6%6.9%
Rank within sector134 / 146101 / 135126 / 12619 / 11392 / 96
Quartile4th3rd4th1st4th
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.
-1.15
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.
0.19
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
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%.
1.88
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.
3.85
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.
-1.65
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.
0.19
Price movement
52 week high100.59
52 week low98.76
Current bid price100.18
Current offer price105.46
Current mid price-
Region
1Europe ex UK31.8%
2Pacific ex-Japan30.7%
3North America24.3%
4Money Market10.9%
5Japan1.9%
6Global Emerging Markets0.8%
7UK-0.4%
Industry sector
No data available.
Asset type
1Asia Pacific ex Japan Fixed Interest31.1%
2Europe ex UK Fixed Interest19.2%
3North American Fixed Interest13.3%
4Europe ex UK Equities12.8%
5North American Equities11%
6Money Market10.9%
7UK Equities5.6%
8Japanese Equities1.9%
9Global Emerging Market Equities0.8%
Individual holdings
1ENEL SPA1.6%
2IMPERIAL BRANDS PLC1.4%
3SNAM SPA1.4%
4NIPPON TELEGRAPH & TELEPHONE CORP1.3%
5ALPHABET INC1.2%
6ASTELLAS PHARMA INC1.2%
7GLAXOSMITHKLINE1.2%
8BRITISH AMERICAN TOBACCO1.1%
9DEUTSCHE TELEKOM AG1.1%
Management
Fund manager group
Scottish Equitable
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund objective
The fund aims to provide income and long-term capital growth by investing in a global portfolio of investments. It will mainly invest in fixed income securities, convertible bonds, equities and short-term securities. Asset and country allocations may vary over time to reflect market conditions and opportunities, but the fund will have a bias towards bonds. The fund may invest up to 90% in government and public securities (bonds). The fund will use derivatives in a number of ways to achieve its objectives. This means it could be exposed to additional risks if the market moves against it. This fund may have holdings that are denominated in different currencies. Normally this would mean that the value of your investment would rise or fall in line with changes in exchange rates. However, the fund uses specialist investments to remove most of this risk. The fund is managed by JPMorgan, one of our investment managers.
Benchmark
No data available.
Investment style
Cautious
Investment method
No data available.
Fund managers
NameSinceBiography
Gareth Witcomb21/12/2012Gareth Witcomb, vice president, is a portfolio manager in the Global Multi-Asset Group, based in London. Gareth works on total return portfolios, supports the convertible bond business and implements tactical asset allocation decisions across balanced and overlay accounts. An employee since 1998, Gareth previously supervised the Cash Management Team for equity, balanced and emerging market portfolios. Gareth obtained a BA in History and Politics from University College Wales.
James Elliot21/12/2012James Elliot, is the Chief Investment Officer (“CIO”) of the International business of the Multi-Asset Solutions Group, based in London. James is responsible for investment oversight of all mandates managed by the Multi-Asset Solutions Group in London and Hong Kong, in addition to contributing to the team’s views on broad macroeconomic themes that are reflected across all portfolios managed globally by the Multi-Asset Solutions Group. James is also responsible for managing macro-thematic portfolios. James joined J.P. Morgan in 1995. Prior to his current role, James was CIO for the JPMAM Japanese Equity Portfolio Group based in Tokyo and, previously, was co-head of the JPMAM European Equity Group based in London. James left J.P. Morgan for a period of time and worked at RAB Capital plc, where he served as the Director of Europe Equities and manager of the RAB Europe Long/Short Fund. He obtained a B.A. in Modern History from the University of Oxford and is a CFA charterholder.
Talib Sheikh30/06/2005Talib is a portfolio manager for the Multi-Asset Solutions Group, based in London. He is primarily responsible for managing total return portfolios and is a member of the Global Strategy Team which establishes broad macroeconomic themes that are reflected across all portfolios managed globally by the team. Talib has managed balanced and tactical asset allocation overlay accounts since 2002. An employee since 1998, he was previously an Assistant Portfolio Manager in the derivatives implementation team in London. He is a CFA charterholder.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Scot Eq JPM Cautious Total Return Pn
Initial charge-
Annual charge1.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.75%
Bid price100.1843
Offer price105.4572
Mid price-
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFRN0
Data provided by

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