Fact sheet: Scot Wid FuLoVoInUkEqPn

Fund information
Fund name
Scottish Widows Fundamental Low Volatility Index UK Equity Pn S2
Fund manager company
Scottish Widows Limited
Fund type
Pension Fund
Fund manager
  • Quantitative Investment Teamsince 19/11/2015
Underlying fund
Scot Wid FndmtlLoVolIdxUKEq
Fund objective
The fund aims to provide long term capital growth based on the performance of low volatility UK equities by tracking the FTSE RAFI UK Low Volatility Index. The Fund will invest primarily in low volatility UK equities.
Benchmark
No data available.
Investment style
Passive/Tracking
Investment method
Shares, Physical - Full
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
PN UK All Companies
Yield
-
Fund size
£0m (£0m last year)
Bid price
105.6
Offer price
105.6
Top in this sector
Fund name1 Year
FL Old Mutual UK Mid Cap Pn32.3%
OMW Old Mutual Equity 131.9%
Stan Life SLI UK Eq Rcvry Pn31.9%
SIP Old Mut UK Mcap Pn31.8%
FL O M UK MC EP31.5%
...more in PN UK All Companies

Performance snapshot

Holdings snapshot

  • UK100%
  • Basic Materials21.6%
    Utilities16.8%
    Oil & Gas12.3%
    Consumer Services11.3%
    Consumer Goods10.8%
  • UK Equities99.5%
    Money Market0.5%
    Futures0%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-3.6%-0.8%----
Sector-1.5%2.3%5.5%14.2%21.6%57.9%
Rank within sector839 / 880847 / 877----
Quartile4th4th
Calendar performance
 YTD - 20172016201520142013
Fund0.8%----
Sector3.4%10.2%4.4%0.6%24.2%
Rank within sector812 / 875----
Quartile4th
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high109.7
52 week low99.3
Current bid price105.6
Current offer price105.6
Current mid price-
Region
1UK100%
Industry sector
1Basic Materials21.58%
2Utilities16.75%
3Oil & Gas12.25%
4Consumer Services11.27%
5Consumer Goods10.79%
6Financials9.62%
7Equities5.75%
8Health Care5.64%
9Industrials5.43%
Asset type
1UK Equities99.46%
2Money Market0.5%
3Futures0.04%
Individual holdings
1GLENCORE PLC8.33%
2BHP BILLITON PLC6.13%
3RIO TINTO5.94%
4BP5.49%
5HSBC HLDGS5.46%
6SSE PLC4.64%
7GLAXOSMITHKLINE4.45%
8CENTRICA PLC4.42%
9IMPERIAL BRANDS PLC4.17%
Management
Fund manager group
Scottish Widows
Fund manager company
Scottish Widows Limited
Fund type
Pension Fund
Fund objective
The fund aims to provide long term capital growth based on the performance of low volatility UK equities by tracking the FTSE RAFI UK Low Volatility Index. The Fund will invest primarily in low volatility UK equities.
Benchmark
No data available.
Investment style
Passive/Tracking
Investment method
Shares, Physical - Full
Fund manager
NameSinceBiography
Quantitative Investment Team19/11/2015
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Scottish Widows Fundamental Low Volatility Index UK Equity Pn S1
Initial charge-
Annual charge0.88%
Min single investment£1
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.94%
Bid price100.4
Offer price105.7
Mid price-
CurrencyGBX
Price updated20/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeN2VD
Scottish Widows Fundamental Low Volatility Index UK Equity Pn S2
Initial charge-
Annual charge1%
Min single investment£1
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.06%
Bid price105.6
Offer price105.6
Mid price-
CurrencyGBX
Price updated20/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeN2VE
Scottish Widows Fundamental Low Volatility Index UK Equity Pn S4
Initial charge-
Annual charge0.2%
Min single investment£1
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.26%
Bid price106
Offer price106
Mid price-
CurrencyGBX
Price updated20/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeN2VF
Data provided by

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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.