Fact sheet: Scot Wid FunLVInEMEPn

Fund information
Fund name
Scottish Widows Fundamental Low Volatility Index Emerging Markets Equity Pn S1
Fund manager company
Scottish Widows Limited
Fund type
Pension Fund
Fund manager
  • Quantitative Investment Teamsince 19/11/2015
Underlying fund
Scot Wid FunLoVoIndEmMarEq
Fund objective
The fund aims to provide long term capital growth based on the performance of low volatility emerging market equities by tracking the FTSE RAFI Emerging Low Volatility Index. The Fund will invest primarily in low volatility emerging market equities.
Benchmark
No data available.
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
PN Global Emerging Markets
Yield
-
Fund size
£0m (£0m last year)
Bid price
109
Offer price
114.8
Top in this sector
Fund name1 Year
OMW IPL IFDSHdsnRwFTSERAFIEMPn48.6%
AXA Wealth Jupiter India Pn47.7%
FL Jupiter India EP47.6%
OMW Jupiter India47.5%
LV= Jupiter India Pn47.5%
...more in PN Global Emerging Markets

Performance snapshot

Holdings snapshot

  • Global Emerging Markets100%
    UK8.9%
    North America-8.9%
  • Financials19%
    Telecommunications15.3%
    Industrials9.2%
    Equities9%
    Money Market8.7%
  • Global Emerging Market Equities90.8%
    Money Market8.7%
    Futures0.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.1%11.7%----
Sector1.4%11.9%9.5%34.1%44.7%34.1%
Rank within sector86 / 268195 / 268----
Quartile2nd3rd
Calendar performance
 YTD - 20172016201520142013
Fund9%----
Sector9.6%31.9%-8.5%3%-3.4%
Rank within sector210 / 268----
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.
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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.
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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.
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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 high110.3
52 week low94.4
Current bid price109
Current offer price114.8
Current mid price-
Region
1Global Emerging Markets99.98%
2UK8.92%
3North America-8.9%
Industry sector
1Financials18.98%
2Telecommunications15.25%
3Industrials9.18%
4Equities9%
5Money Market8.74%
6Oil & Gas7.78%
7Utilities7.7%
8Basic Materials7.53%
9Consumer Goods6.51%
Asset type
1Global Emerging Market Equities90.82%
2Money Market8.74%
3Futures0.44%
Individual holdings
1SGX S&P CNX NIFTY JAN17 FUTURE (EXP 25/01/17)9.02%
2ABERDEEN GLOBAL LIQUIDITY (LUX) STERLING Z37.82%
3CHINA PETROLEUM & CHEMICAL CORP5.12%
4CHINA MOBILE LTD4.12%
5STANDARD BANK GROUP3.64%
6MOBILE TELESYSTEMS PJSC2.39%
7CHINA TELECOM CORP1.99%
8CHUNGHWA TELECOM1.95%
9BRF SA1.94%
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 emerging market equities by tracking the FTSE RAFI Emerging Low Volatility Index. The Fund will invest primarily in low volatility emerging market equities.
Benchmark
No data available.
Investment style
No data available.
Investment method
No data available.
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 Emerging Markets Equity Pn S1
Initial charge-
Annual charge-
Min single investment£1
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price109
Offer price114.8
Mid price-
CurrencyGBX
Price updated23/03/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeN2VH
Scottish Widows Fundamental Low Volatility Index Emerging Markets Equity Pn S2
Initial charge-
Annual charge-
Min single investment£1
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price114.7
Offer price114.7
Mid price-
CurrencyGBX
Price updated23/03/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeN2VI
Scottish Widows Fundamental Low Volatility Index Emerging Markets Equity Pn S4
Initial charge-
Annual charge-
Min single investment£1
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price115
Offer price115
Mid price-
CurrencyGBX
Price updated23/03/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeN2VJ
Data provided by

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