Fact sheet: Scot Eq Thrdndle Gbl Bond Pn

Fund information
Fund name
Scot Eq Threadneedle Global Bond Pn (ARC)
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund managers
  • Dave Chappellsince 01/06/2010
  • Adrian Hiltonsince 17/10/2016
Underlying fund
Threadneedle Global Bd
Fund objective
The fund aims to achieve a total return consisting of income with some capital growth by investing in a managed portfolio of fixed income securities quoted on global markets.
Benchmark
  • JP Morgan Global GBI ex Japan TR
Investment style
No data available.
Investment method
None
Quick stats
1 Year return
9.5%
1 Year rank in sector
74/135
Sector
PN Global Fixed Interest
Yield
-
Fund size
£2m (£1m 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.
74
Top in this sector
Fund name1 Year
Baillie Gifford Emerg Mrkts Bd Pn22.8%
Scot Eq AegonIntcEgMtsLclCrDtPn21%
OMW IPL 2035 Idx Lkd Gilt Pn19.9%
Zurich L&G PreRtrmnt Infln Lkd18.6%
FL MyM HBP Blended Bnd Pn18.3%
...more in PN Global Fixed Interest

Performance snapshot

Holdings snapshot

  • North America36.3%
    Europe20.9%
    Japan11%
    Money Market9.7%
    Asia Pacific ex Japan8.6%
  • No data available.
  • North American Fixed Interest36.3%
    European Fixed Interest20.9%
    Japanese Fixed Interest11%
    Money Market9.7%
    Asia Pacific ex Japan Fixed Interest8.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.7%0.3%-8.6%9.5%25.7%22.1%
Sector-0.3%1.5%-2.9%9.2%19.4%21.8%
Rank within sector126 / 142117 / 141130 / 14174 / 13539 / 11145 / 92
Quartile4th4th4th3rd2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund-1.8%19.5%2.4%7.6%-6.6%
Sector0.4%14.1%-0.3%6.1%-3.6%
Rank within sector126 / 14163 / 12714 / 11923 / 10760 / 101
Quartile4th2nd1st1st3rd
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.
-1.58
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.
1.64
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.
0.49
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%.
10.37
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.
5.11
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.
0.42
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 high133.94
52 week low110.76
Current bid price-
Current offer price-
Current mid price121.72
Region
1North America36.32%
2Europe20.91%
3Japan10.95%
4Money Market9.73%
5Asia Pacific ex Japan8.62%
6UK7.12%
7International4.15%
8Global Emerging Markets2.2%
Industry sector
No data available.
Asset type
1North American Fixed Interest36.32%
2European Fixed Interest20.91%
3Japanese Fixed Interest10.95%
4Money Market9.73%
5Asia Pacific ex Japan Fixed Interest8.62%
6UK Gilts6.44%
7Global Fixed Interest4.15%
8Global Emerging Market Fixed Interest2.2%
9UK Corporate Fixed Interest0.68%
Individual holdings
1AUSTRALIA(COMMONWEALTH OF) 1.75% TB 21/11/20 AUD100 (CDI)7.7%
2GOV OF UNITED STATES 0.88% 15/05/20177.1%
3GERMANY(FEDERAL REPUBLIC OF) 0% BDS 15/08/26 EUR0.015.8%
4UNITED STATES OF AMER TREAS BONDS 1.5% BDS 15/08/26 USD10005.3%
5GOV OF UNITED STATES 2.13% 30/11/20234.5%
6JAPAN(GOVERNMENT OF) 0.2% NTS 20/06/36 JPY10003.8%
7GOV OF UNITED STATES 1.88% 31/01/20222.8%
8GOV OF UNITED STATES 2.00% 15/11/20262.8%
9NETHERLANDS(KINGDOM OF) 0.75% BDS 15/07/27 EUR12.3%
Management
Fund manager group
Scottish Equitable
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund objective
The fund aims to achieve a total return consisting of income with some capital growth by investing in a managed portfolio of fixed income securities quoted on global markets.
Benchmark
  • JP Morgan Global GBI ex Japan TR
Investment style
No data available.
Investment method
None
Fund managers
NameSinceBiography
Dave Chappell01/06/2010Dave Chappell is a Senior Portfolio Manager in the interest rate and currency team within Fixed Income and is at the core of US and UK rate and economic forecasting for the company. Dave manages a broad range of US and UK fixed income mandates for numerous insurance companies. He also manages a number of global government portfolios.Dave joined the company in 1997 when Scudder Investments became part of Threadneedle Asset Management Limited. He joined Scudder Investments as a fixed income dealer, and in 1997 became an Insurance Asset Portfolio Manager.He started his career in 1987 at Royal Bank of Scotland as an Operations Supervisor before moving to Irving Trust company as an Operations Manager.
Adrian Hilton17/10/2016Adrian joined Columbia Threadneedle Investments in June 2016 as a Fixed Income portfolio manager in the Interest Rates & Currencies team. Prior to this, he spent eight years as a portfolio manager at Brevan Howard Asset Management, where he traded Emerging Markets local rates and currencies.Adrian began his career at the Bank of England in 2000, holding various positions in the Sterling Markets and Foreign Exchange divisions.  He became a portfolio manager in the Bank’s Reserves Management team in 2005 before leaving to join Aberdeen Asset Management in 2007 as a portfolio manager in that firm’s global rates team.  At Aberdeen, he contributed to absolute return rates strategies before joining Brevan Howard in September 2008 at the launch of Brevan Howard’s UCITS absolute return rates strategy.Adrian holds a BA (Hons) in History from the University of Birmingham.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Scot Eq Threadneedle Global Bond Pn
Initial charge-
Annual charge1.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.7%
Bid price118.535
Offer price124.7737
Mid price-
CurrencyGBX
Price updated26/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFWV0
Scot Eq Threadneedle Global Bond Pn (ARC)
Initial charge-
Annual charge0.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price121.7194
CurrencyGBX
Price updated26/04/2017
Type-
Institutional or retail classRetail
Domicile-
Citi code00MF
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.