Fact sheet: Scot Eq JPM US Pn

Fund information
Fund name
Scot Eq JPM US Pn
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund managers
  • Dennis Ruhlsince 08/03/2012
  • Jason Alonzosince 02/05/2004
  • Pavel Vaynshtoksince 31/12/2011
Underlying fund
JPM US
Fund objective
This fund aims to achieve long-term capital growth by investing in US equities (shares). It seeks to outperform the S&P 500 Net Index by focussing on stock selection as the key source of excess return. This fund is managed by JPMorgan Asset Management, one of our investment managers.
Benchmark
  • S&P 500
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
37.6%
1 Year rank in sector
267/308
Sector
PN North America
Yield
-
Fund size
£58m (£55m 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.
107
Bid price
270.0374
Offer price
284.2499
Top in this sector
Fund name1 Year
BlackRock Aq Lf Canadn EqIdx Pn70.1%
L&G Legg Mason US Sm Cos Pn62.4%
RLP LeggMasnIFRoyUSSmallCompPn62.3%
FL Schroder US Sm Cos AP57.9%
FL Investec American AP57.4%
...more in PN North America

Performance snapshot

Holdings snapshot

  • USA98%
    Money Market2%
  • Information Technology21.9%
    Health Care14.4%
    Financials13.9%
    Consumer Discretionary11.8%
    Industrials9.1%
  • US Equities98%
    Money Market2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.9%10%17.5%37.6%61.4%121.2%
Sector3.4%7.8%16.4%42.7%63.7%121.3%
Rank within sector210 / 31843 / 320122 / 319267 / 308193 / 295154 / 271
Quartile3rd1st2nd4th3rd3rd
Calendar performance
 YTD - 20172016201520142013
Fund3%27.6%3.2%20.8%31.1%
Sector2.5%30.9%4.4%18.7%29.2%
Rank within sector129 / 322247 / 308209 / 30386 / 29581 / 283
Quartile2nd4th3rd2nd2nd
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.
-1.8
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.
1.08
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.
1.03
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%.
12.84
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.
3.12
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.
-0.21
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.
0.94
Price movement
52 week high267.82
52 week low181.01
Current bid price270.04
Current offer price284.25
Current mid price-
Region
1USA98%
2Money Market2%
Industry sector
1Information Technology21.9%
2Health Care14.4%
3Financials13.9%
4Consumer Discretionary11.8%
5Industrials9.1%
6Consumer Staples8.3%
7Energy7.3%
8Utilities3.3%
9Telecommunications Utilities2.8%
Asset type
1US Equities98%
2Money Market2%
Individual holdings
1MICROSOFT CORP3.6%
2BANK OF AMERICA CORP2.9%
3APPLE INC2.6%
4CITIGROUP INC2.4%
5AMGEN INC2.2%
6WAL-MART STORES INC2.1%
7EXPRESS SCRIPTS INC2%
8GILEAD SCIENCES INC2%
9LOWES COMPANIES INC2%
Management
Fund manager group
Scottish Equitable
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund objective
This fund aims to achieve long-term capital growth by investing in US equities (shares). It seeks to outperform the S&P 500 Net Index by focussing on stock selection as the key source of excess return. This fund is managed by JPMorgan Asset Management, one of our investment managers.
Benchmark
  • S&P 500
Investment style
Growth
Investment method
Shares
Fund managers
NameSinceBiography
Dennis Ruhl08/03/2012Dennis S. Ruhl, managing director, is the head of the U.S. Behavioral Finance Small Cap Equity Group. A member of the team since 2001, Dennis also acts as a portfolio manager and leads quantitative research and implementation for the broader U.S. Behavioral Finance Team. An employee since 1999, Dennis previously worked on quantitative equity research (focusing on trading) as well as business development. Dennis holds dual bachelor's degrees in mathematics and computer science and a master's degree in computer science, all from MIT. He is the current New York and former National Chair of the Board of Minds Matter, a non-profit mentoring organization, and is also a former board member of the MIT Club of New York and regional vice chair of the MIT Educational Council. Dennis is a CFA charterholder. Education: B.A., Mathematics, Massachusetts Institute of Technology B.A., Computer Science, Massachusetts Institute of Technology
Jason Alonzo02/05/2004Jason Alonzo, executive director, is a senior portfolio manager of the US Behavioral Finance Equity group that is responsible for the Intrepid strategies. Jason was part of the initial research and implementation in launching the large cap strategies, and has been part of the large cap team since inception in 2003. Jason previously worked as an Investment Assistant in the US Equity group, and prior to that as an analyst in the Internal Consulting Services program, completing assignments in Corporate Technology, LabMorgan, Credit Derivatives and ultimately the US Equity group. Jason received a B.S. in Management and Technology from Rensselaer Polytechnic Institute in 1999. Education: B.S., Management/Technology, Rensselaer Polytechnic Institute
Pavel Vaynshtok31/12/2011Pavel R. Vaynshtok, vice president, is a senior portfolio manager of the U.S. Behavioral Finance Equity Group responsible for the Intrepid strategies. He rejoined the firm in 2011. Previously Pavel was a portfolio manager and the head of quantitative research at ING Investment Management where he managed fundamental and quantitative equity portfolios and led quantitative research team in conducting research for all ING equity strategies in the U.S. From 1999 until 2002, Pavel was a portfolio manager and a quantitative research analyst in J.P.Morgan's U.S. Behavioral Finance Small Cap Equity Group. Pavel started his career at Accenture where he was a senior consultant in the Financial Services Practice. Pavel earned his M.B.A. in finance from the University of Michigan Business School and a B.S. in operations research and economics from the Columbia University School of Engineering and Applied Science. Pavel is a CFA charterholder. Education: M.B.A. in finance from the University of Michigan Business School B.S. in operations research and economics from the Columbia University School of Engineering and Applied Science
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Scot Eq JPM US 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 price270.0374
Offer price284.2499
Mid price-
CurrencyGBX
Price updated16/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE669
Scot Eq JPM US 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 price256.1172
CurrencyGBX
Price updated16/01/2017
Type-
Institutional or retail classRetail
Domicile-
Citi code00I8
Data provided by

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