Fact sheet: Scot Eq JPM Eur Dyn ex UK Pn

Fund information
Fund name
Scot Eq JPMorgan Europe Dynamic ex UK Pn
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund managers
  • John Bakersince 28/02/2005
  • Blake Crawfordsince 11/08/2013
  • Jonathan Ingramsince 30/03/2007
Underlying fund
JPM Eur Dynamic Ex UK
Fund objective
This fund aims to maximise long-term capital growth by investing in a range of continental European equities (shares). As the fund is unconstrained by benchmark, country, size or sector, it can fully focus on producing the highest returns.
Benchmark
  • FTSE All World Europe ex UK
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
12.4%
1 Year rank in sector
93/358
Sector
PN Europe Excluding UK
Yield
-
Fund size
£24m (£21m 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.
111
Bid price
182.2912
Offer price
191.8855
Top in this sector
Fund name1 Year
OMW Old Mut Euro (ex UK) Sm Cos28.1%
OMW Henderson Euro Sm Cos24.3%
SIP Hend Eurpn Sm Cos Pn24.1%
Guardian Choices European Pn23.4%
L&G JPM Europe Sm Cos Pn19.5%
...more in PN Europe Excluding UK

Performance snapshot

Holdings snapshot

  • France25.7%
    Germany20.8%
    Switzerland13.2%
    Netherlands7.2%
    Italy6.4%
  • Industrials20%
    Financials16.4%
    Basic Materials13.7%
    Consumer Goods12.7%
    Health Care7.4%
  • French Equities25.7%
    German Equities20.8%
    Swiss Equities13.2%
    Dutch Equities7.2%
    Italian Equities6.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-6.6%0.7%12.1%12.4%20.5%93.8%
Sector-5.8%-0.8%8.9%10.2%20.2%75.9%
Rank within sector264 / 36877 / 36752 / 36793 / 358133 / 33958 / 311
Quartile3rd1st1st2nd2nd1st
Calendar performance
 YTD - 20162015201420132012
Fund10.4%7.4%0.3%36.3%21.3%
Sector8.6%9.4%-0.2%25.6%19.2%
Rank within sector136 / 358217 / 352139 / 34032 / 328108 / 310
Quartile2nd3rd2nd1st2nd
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.
1.25
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.
0.53
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%.
10.99
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.
3.72
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.
0.28
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.
0.88
Price movement
52 week high195.9
52 week low143.82
Current bid price182.29
Current offer price191.89
Current mid price-
Region
1France25.7%
2Germany20.8%
3Switzerland13.2%
4Netherlands7.2%
5Italy6.4%
6Money Market5.8%
7Denmark5%
8Sweden3.8%
9Spain3.7%
Industry sector
1Industrials20%
2Financials16.4%
3Basic Materials13.7%
4Consumer Goods12.7%
5Health Care7.4%
6Oil & Gas7.1%
7Consumer Services6.1%
8Money Market5.8%
9Technology5.3%
Asset type
1French Equities25.7%
2German Equities20.8%
3Swiss Equities13.2%
4Dutch Equities7.2%
5Italian Equities6.4%
6Money Market5.8%
7Danish Equities5%
8Swedish Equities3.8%
9Spanish Equities3.7%
Individual holdings
1ROCHE HLDG AG3.5%
2SIEMENS AG3.3%
3NESTLE SA3.1%
4ABB LTD2.4%
5TOTAL SA2.3%
6ENEL SPA2%
7ORANGE SA1.8%
8VAT GROUP AG1.8%
9ADIDAS AG1.6%
Management
Fund manager group
Scottish Equitable
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund objective
This fund aims to maximise long-term capital growth by investing in a range of continental European equities (shares). As the fund is unconstrained by benchmark, country, size or sector, it can fully focus on producing the highest returns.
Benchmark
  • FTSE All World Europe ex UK
Investment style
Growth
Investment method
Shares
Fund managers
NameSinceBiography
John Baker28/02/2005John Baker is a portfolio manager within the JPMorgan European Equity Group. John joined the company in 1994 as an assistant on the UK Retail Funds desk, now integrated into the European Equity Group. Education: B.A., University College Cork, Ireland
Blake Crawford11/08/2013Blake Crawford, associate, is a portfolio manager within the J.P. Morgan Asset Management European Equity Group. An employee since 2008, Blake previously worked at Man Investments. Prior to that he worked as a financial regulatory accountant at Wachovia. Before that he worked in financial institutions support at Barclays Capital. Blake obtained a BSc in Economics from the University of Bath. Blake is a CFA charterholder.
Jonathan Ingram30/03/2007Jonathan Ingram, CFA, joined JPMorgan in 2000. He is a portfolio manager within the high alpha team of the JPMorgan European Equity Group. Previously, he was an analyst in the European higher alpha team as well as a quantitative investment analyst in the Currency Group. Education:M.Eng (Hons), Metallurgy and Science of Materials, Oxford University.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Scot Eq JPMorgan Europe Dynamic ex UK Pn
Initial charge-
Annual charge1.95%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.95%
Bid price182.2912
Offer price191.8855
Mid price-
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeQ549
Scot Eq JPMorgan Europe Dynamic ex UK Pn (ARC)
Initial charge-
Annual charge0.95%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.95%
Bid price-
Offer price-
Mid price206.0532
CurrencyGBX
Price updated01/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi code00LL
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