Fact sheet: Scot Wid FunLoVoInGlExUkEq

Fund information
Fund name
Scottish Widows Fundamental Low Volatility Index Global (ExUK) Equity X
Fund manager company
Scottish Wid UT Mgr Limited
Fund type
OEIC
Fund manager
  • Quantitative Investment Teamsince 19/11/2015
Fund objective
To provide long term capital growth based on the performance of low volatility global equities by tracking the FTSE RAFI Developed Low Volatility Index.
Benchmark
  • FTSE RAFI Developed Low Volatility Index
Investment style
Passive/Tracking
Investment method
Shares
Quick stats
1 Year return
25.4%
1 Year rank in sector
137/253
Sector
UT Global
Yield
1.7%
Fund size
£0m
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.
91
Mid price
135.4
Top in this sector
Fund name1 Year
First State Gbl Resrcs42.5%
Natixis HarsAsGblConcntdEq42.3%
Investec Gbl Spcl Situations40%
NFU Mutual Global Growth39.4%
Orbis Gbl Eq39.3%
...more in UT Global

Performance snapshot

Holdings snapshot

  • North America55%
    UK18.8%
    Europe ex UK16.5%
    Japan6.5%
    Pacific ex-Japan2.3%
  • Oil & Gas23.5%
    Consumer Goods11.8%
    Financials10.1%
    Consumer Services10%
    Health Care9.4%
  • North American Equities54.8%
    UK Equities17.9%
    Europe ex UK Equities16.5%
    Japanese Equities6.4%
    Asia Pacific ex Japan Equities2.3%

Fund also available on these pension platforms:

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.3%1.2%8.6%25.4%--
Sector0.5%4.7%9.2%24.9%39.5%69.3%
Rank within sector137 / 263256 / 262155 / 259137 / 253--
Quartile3rd4th3rd3rd
Calendar performance
 YTD - 20172016201520142013
Fund0.8%32.6%---
Sector4.6%21%3.4%6.7%19.7%
Rank within sector256 / 26217 / 248---
Quartile4th1st
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.
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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%.
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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.
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Price movement
52 week high138.4
52 week low105.3
Current bid price-
Current offer price-
Current mid price135.4
Region
1North America55%
2UK18.84%
3Europe ex UK16.49%
4Japan6.46%
5Pacific ex-Japan2.26%
6Global Emerging Markets0.96%
Industry sector
1Oil & Gas23.54%
2Consumer Goods11.79%
3Financials10.12%
4Consumer Services10.01%
5Health Care9.35%
6Utilities7.82%
7Telecommunications7.72%
8Technology6.76%
9Industrials5.69%
Asset type
1North American Equities54.77%
2UK Equities17.91%
3Europe ex UK Equities16.45%
4Japanese Equities6.44%
5Asia Pacific ex Japan Equities2.26%
6Money Market1.04%
7Global Emerging Market Equities0.96%
8Property0.06%
9Property Shares0.06%
Individual holdings
1EXXON MOBIL CORP4%
2CHEVRON CORP3.28%
3BP3.05%
4ROYAL DUTCH SHELL2.83%
5HSBC HLDGS2.78%
6AT&T INC2.58%
7TOTAL SA2.2%
8ROYAL DUTCH SHELL1.81%
9MICROSOFT CORP1.74%
Management
Fund manager group
Scottish Widows
Fund manager company
Scottish Wid UT Mgr Limited
Fund type
OEIC
Fund objective
To provide long term capital growth based on the performance of low volatility global equities by tracking the FTSE RAFI Developed Low Volatility Index.
Benchmark
  • FTSE RAFI Developed Low Volatility Index
Investment style
Passive/Tracking
Investment method
Shares
Fund manager
NameSinceBiography
Quantitative Investment Team19/11/2015
Compliance
IA Recognised, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
Scottish Widows Fundamental Low Volatility Index Global (ExUK) Equity X
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price135.4
CurrencyGBX
Price updated23/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMBYC
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.