Fact sheet: Scot Eq exInsiDTRBlkrkCautPflPn

Fund information
Fund name
Scot Eq (ex Insight DTR) Blackrock Cautious Portfolio Pn
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund managers
  • Adam Ryansince 29/06/2006
Underlying fund
BlackRock Dynamic Divfd Gth
Fund objective
This fund aims to deliver over the medium term a total return, in the form of capital growth and income, which exceeds the Bank of England’s Base Rate.
Benchmark
  • LIBID GBP 3 month
Investment style
Flexible
Investment method
None
Quick stats
1 Year return
-4.6%
1 Year rank in sector
473/510
Sector
PN Specialist
Yield
-
Fund size
£21m
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.
29
Bid price
92.5642
Offer price
97.436
Top in this sector
Fund name1 Year
OMW Neptune Rus + Grtr Rus38.7%
ReAssure AL NptRu&GtrRus Pn38.2%
L&G Nep Russia&Gtr Russia Pn38%
SIP Fidelity Gbl Technology Pn34.2%
OMW InvescoPerpetualEmgEurpn33.6%
...more in PN Specialist

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • Money Market18.9%
    Global Fixed Interest12.3%
    North American Equities12.3%
    European Fixed Interest12.3%
    North American Fixed Interest11.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.9%-2.7%-1.8%-4.6%-1.3%5%
Sector-1.8%-0.3%7.2%8.4%19.9%43%
Rank within sector344 / 546462 / 544488 / 531473 / 510364 / 386282 / 313
Quartile3rd4th4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-3.3%-1.2%3.4%-0.1%5.6%
Sector8.9%2%7.2%11%7.7%
Rank within sector469 / 514379 / 450300 / 388320 / 357231 / 318
Quartile4th4th4th4th3rd
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.
-4.2
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.
0.67
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
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%.
4.54
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.
2.99
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.
-2.09
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.
0.74
Price movement
52 week high97.4
52 week low90.95
Current bid price92.56
Current offer price97.44
Current mid price-
Region
No data available.
Industry sector
No data available.
Asset type
1Money Market18.88%
2Global Fixed Interest12.34%
3North American Equities12.33%
4European Fixed Interest12.28%
5North American Fixed Interest11.41%
6Others7.4%
7Commodity & Energy4.26%
8European Large Cap Equity3.92%
9UK Large Cap Companies3.77%
Individual holdings
1BLACKROCK GLOBAL INVESTMENT GRADE CREDIT PORTFOLIO17.38%
2BLACKROCK UK EQUITY PORTFOLIO4.95%
3TREASURY (CPI) NOTE 0.375 07/15/20254.58%
4AUST 10YR BOND JUN 16 06/15/20164.49%
5MULTI ASSET STRATEGIES - EQUITY BASKET 2 PAPER TOTAL RETURN SWAP4.34%
6MULTI ASSET STRATEGIES - EQUITY BASKET 1 PAPER TOTAL RETURN SWAP3.37%
7BLACKROCK GLOBAL EQUITY INCOME PORTFOLIO3.29%
8SOURCE PHYSICAL MARKETS3.07%
9CHINESE EQUITY BASKET2.55%
Management
Fund manager group
Scottish Equitable
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund objective
This fund aims to deliver over the medium term a total return, in the form of capital growth and income, which exceeds the Bank of England’s Base Rate.
Benchmark
  • LIBID GBP 3 month
Investment style
Flexible
Investment method
None
Fund managers
NameSinceBiography
Adam Ryan29/06/2006Adam Ryan, Managing Director and portfolio manager, is a member of BlackRock's Multi-Asset Strategies (MAS) group which is responsible for developing, assembling and managing investment strategies involving multiple asset classes. He is Head of the Diversified Strategies team and is lead portfolio manager of Dynamic Diversified Growth (DDG). Mr Ryan's service with the firm dates back to 1999, including his years with Merrill Lynch Investment Managers (MLIM), which merged with BlackRock in 2006. His background is in fixed income portfolio management where he was Head of Fixed Income for MLIM's Private Client business before developing and managing diversified multi-asset portfolios for both private and institutional clients. Mr Ryan earned a BA degree with honours in engineering from Cambridge University in 1991.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Scot Eq (ex Insight DTR) Blackrock Cautious Portfolio Pn
Initial charge-
Annual charge1.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.75%
Bid price92.5642
Offer price97.436
Mid price-
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeA7Q6
Scot Eq (ex Insight DTR) Blackrock Cautious Portfolio Pn (ARC)
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.75%
Bid price-
Offer price-
Mid price108.9332
CurrencyGBX
Price updated01/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi code00HZ
Data provided by

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