Fact sheet: Scot Eq Pension RFM Strategy Pn

Fund information
Fund name
Scot Eq Pension RFM Strategy Pn
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund managers
  • Martin Graysince 15/05/1994
  • James Sullivansince 15/05/1994
No data available.
Fund objective
To give a high priority to attractive returns and low volatility through a top down, macro economic approach. The manager's approach is based on a conviction led, flexible approach to portfolio construction, seeking to use skills in asset allocation and investment selection to deliver superior returns without taking undue risk.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
8%
1 Year rank in sector
649/794
Sector
PN Mixed Investment 40%-85% Shares
Yield
-
Fund size
£12m
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.
41
Bid price
434.6226
Offer price
457.4975
Top in this sector
Fund name1 Year
BlackRock LGIM Oseas Consn Idx Pn23.2%
Scot Eq Ext Bal Coll (ex MLC) Pn22%
FL My Ftr Adv Gth XE/IE Pn21.6%
FL My Ftr Advantage Gth Pn21.3%
Scot Eq Caerus Pfl DRP 4 Pn20.5%
...more in PN Mixed Investment 40%-85% Shares

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-3%-1.7%6.1%8%12.9%15.9%
Sector-2.2%-0.5%9.1%10.3%20.2%49.6%
Rank within sector788 / 912758 / 912775 / 894649 / 794628 / 691590 / 595
Quartile4th4th4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund8.6%5.7%-1.1%2.8%-1.1%
Sector10.6%2.2%5.7%13.1%9.9%
Rank within sector633 / 80054 / 753691 / 692651 / 661596 / 596
Quartile4th1st4th4th4th
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.
1.65
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.
0.49
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.
0.3
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%.
5.01
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.
5.1
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.
-0.34
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.
0.47
Price movement
52 week high452.6
52 week low388.94
Current bid price434.62
Current offer price457.5
Current mid price-
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
Scottish Equitable
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund objective
To give a high priority to attractive returns and low volatility through a top down, macro economic approach. The manager's approach is based on a conviction led, flexible approach to portfolio construction, seeking to use skills in asset allocation and investment selection to deliver superior returns without taking undue risk.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
Martin Gray15/05/1994Martin Gray - Martin began his fund management career in the 1980s. He joined Miton Investments as a Director and Fund Manager in 1995 and became managing director in 1997 taking responsibility for the strategy & development of the business. Following mergers with Optimal in 2005, iimia in 2007 and Midas in 2008, Martin remained responsible for the Reading based Miton Asset Management business up until his departure in June 2014. Martin launched the CF Miton Strategic fund in December 1996 and CF Miton Special Situations fund in January 1998, capturing numerous awards including the coveted ‘asset allocation of the year’ and FE Alpha Manager awards. On January 1st 2015, Martin joined Coram Asset Management as an Investment Director and co-manager of the 3 Coram funds.
James Sullivan15/05/1994James Sullivan - James has worked in financial services since 1999, initially as part of the investment arm of law firm Foot Anstey Sargent. 2002 saw the investment operation outsourced serving as catalyst for the foundation of iimia PLC. Rapid growth of the business saw the acquisition of Exeter Fund Managers and later the subsequent merger with Miton Asset Management and Midas Capital Partners. James was appointed co-manager of flagship Miton funds the CF Miton Special Situations and CF Miton Strategic Portfolios in 2008, whilst also taking the lead on the CF Miton Total Return fund. Having left Miton group in 2014, James co-founded Coram Asset Management under the RC Brown Investment Management umbrella in September of that year. James now acts as Investment Director for Coram, co-managing the 3 Coram funds and is a regular columnist for an FT Group Publication.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Scot Eq Pension RFM Strategy Pn
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price434.6226
Offer price457.4975
Mid price-
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBR74
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.