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 12/08/2013
  • Jonathan Ingramsince 31/03/2007
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
38.1%
1 Year rank in sector
53/361
Sector
PN Europe Excluding UK
Yield
-
Fund size
£26m (£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.
119
Bid price
220.1673
Offer price
231.7551
Top in this sector
Fund name1 Year
SIP Neptune Eurpn Opps Pn59.8%
L&G Neptune European Opps Pn59%
OMW Neptune European Opps58.1%
Zurich Nept EuroOppsPn57.5%
Scot Eq Neptune Eur Opps Pn57.4%
...more in PN Europe Excluding UK

Performance snapshot

Holdings snapshot

  • France23.3%
    Germany20%
    Switzerland12.8%
    Spain9.7%
    Sweden6.5%
  • Industrials24%
    Financials23%
    Consumer Goods13.7%
    Basic Materials8.3%
    Health Care7.8%
  • French Equities23.3%
    German Equities20%
    Swiss Equities12.8%
    Spanish Equities9.7%
    Swedish Equities6.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.3%10.6%19.5%38.1%39%136.8%
Sector4.7%11%20.2%33.2%39.9%115.3%
Rank within sector343 / 367253 / 366251 / 36453 / 361157 / 33852 / 314
Quartile4th3rd3rd1st2nd1st
Calendar performance
 YTD - 20172016201520142013
Fund12.6%18.5%7.4%0.3%36.3%
Sector12.7%15.8%9.4%-0.2%25.6%
Rank within sector211 / 364108 / 353212 / 347137 / 33532 / 324
Quartile3rd2nd3rd2nd1st
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.
0.91
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.
0.91
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.
0.61
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%.
10.84
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.
3.2
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.
0.03
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.
0.92
Price movement
52 week high221.37
52 week low156.36
Current bid price220.17
Current offer price231.76
Current mid price-
Region
1France23.3%
2Germany20%
3Switzerland12.8%
4Spain9.7%
5Sweden6.5%
6Italy5.7%
7Netherlands5.7%
8Finland4.2%
9Money Market4%
Industry sector
1Industrials24%
2Financials23%
3Consumer Goods13.7%
4Basic Materials8.3%
5Health Care7.8%
6Technology6.6%
7Consumer Services4.7%
8Oil & Gas4.6%
9Money Market4%
Asset type
1French Equities23.3%
2German Equities20%
3Swiss Equities12.8%
4Spanish Equities9.7%
5Swedish Equities6.5%
6Dutch Equities5.7%
7Italian Equities5.7%
8Finnish Equities4.2%
9Money Market4%
Individual holdings
1SIEMENS AG3.7%
2SANOFI3.3%
3ALLIANZ SE3.1%
4KERING SA2.8%
5ING GROEP N.V.2.5%
6KBC2.4%
7BANCO SANTANDER SA2.2%
8VAT2.2%
9VOLVO(AB)2.2%
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 Crawford12/08/2013Blake 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 Ingram31/03/2007Jonathan 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 price220.1673
Offer price231.7551
Mid price-
CurrencyGBX
Price updated25/05/2017
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 price250.0618
CurrencyGBX
Price updated25/05/2017
Type-
Institutional or retail classRetail
Domicile-
Citi code00LL
Data provided by

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