Fact sheet: Scot Wid Capital Protected 18

Fund information
Fund name
Scottish Widows Capital Protected 18
Fund manager company
Scottish Wid UT Mgr Limited
Fund type
OEIC
Fund manager
  • Quantitative Investment Teamsince 19/05/2011
Fund objective
The Fund aims to provide investors with a Capital Protected Price on the Protection Date which, when multiplied by the number of Shares held will be at least equal to the value of those Shares on the Derivative Date (plus the Preliminary Charge that is applied to amounts invested during the Cash Investment Period).
Benchmark
  • No Specified Index
Investment style
Capital Protection Targeted,Target Maturity
Investment method
Derivatives
Quick stats
1 Year return
5.6%
1 Year rank in sector
7/8
Sector
UT Protected
Yield
-
Fund size
£41m
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.
59
Mid price
119.2
Top in this sector
Fund name1 Year
Scot Wid Capital Protected 1910.8%
Scot Wid Capital Protected 218.7%
Scot Wid Capital Protected 178.6%
Investec Multi Ass Prot 28%
Scot Wid Capital Protected 206.6%
...more in UT Protected

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.3%0.8%7.6%5.6%9%29.7%
Sector0.7%1%7.4%7.8%14.9%28.8%
Rank within sector6 / 86 / 86 / 87 / 87 / 85 / 7
Quartile3rd3rd3rd4th4th3rd
Calendar performance
 YTD - 20162015201420132012
Fund7.6%-1.9%1.7%4.7%15.2%
Sector8.1%1.9%2.9%7.3%6%
Rank within sector5 / 87 / 87 / 85 / 81 / 7
Quartile3rd4th4th3rd1st
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.
-2.48
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.
1.17
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%.
6.46
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.
2.77
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.
-0.66
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.
0.83
Price movement
52 week high120.4
52 week low106.5
Current bid price-
Current offer price-
Current mid price119.2
Region
No data available.
Industry sector
1Derivatives100%
Asset type
1Alternative Investment Strategies100%
Individual holdings
1LLOYDS BANK PLC 100% CALL OPTION MAY 201743.68%
2LLOYDS BANK PLC 148% CALL OPTION MAY 2017-1.76%
3LLOYDS BANK PLC 120% CALL OPTION MAY 2017-15.11%
4LLOYDS BANK PLC 100% PUT OPTION MAY 2017-35.03%
Management
Fund manager group
Scottish Widows
Fund manager company
Scottish Wid UT Mgr Limited
Fund type
OEIC
Fund objective
The Fund aims to provide investors with a Capital Protected Price on the Protection Date which, when multiplied by the number of Shares held will be at least equal to the value of those Shares on the Derivative Date (plus the Preliminary Charge that is applied to amounts invested during the Cash Investment Period).
Benchmark
  • No Specified Index
Investment style
Capital Protection Targeted,Target Maturity
Investment method
Derivatives
Fund manager
NameSinceBiography
Quantitative Investment Team19/05/2011
Compliance
IA Recognised, Non UCITS Retail Scheme
Domicile
No data available.
Fund for sale in
United Kingdom
Scottish Widows Capital Protected 18
Initial charge7.57%
Annual charge-
Min single investment£0
Min regular saving£250
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price119.2
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMUH3
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