Fact sheet: Stan Life BarclaysGblBtaPfl 5 Pn

Fund information
Fund name
Stan Life Barclays Global Beta Portfolio 5 Pn S4
Fund manager company
Standard Life Assurance Co
Fund type
Pension Fund
Fund manager
No data available.
Underlying fund
Barclays WlthGblBetaPfl5
Fund objective
The investment objective of the Fund is to achieve superior capital growth over the long term.
Benchmark
No data available.
Investment style
Aggressive
Investment method
No data available.
Quick stats
1 Year return
-24.9%
1 Year rank in sector
796/796
Sector
PN Mixed Investment 40%-85% Shares
Yield
-
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.
217
Top in this sector
Fund name1 Year
BlackRock LGIM Oseas Consn Idx Pn26.4%
Scot Eq Sequel Adventurous Pn23.9%
Scot Eq Sequel Adven Jrny Pn23.9%
Scot Eq Caerus Pfl DRP 4 Pn23.2%
FL My Ftr Advantage Gth Pn22.2%
...more in PN Mixed Investment 40%-85% Shares

Performance snapshot

Holdings snapshot

  • Not Specified48%
    USA25.2%
    Others10.4%
    Switzerland2.8%
    France2.7%
  • Others48.3%
    Financials7.6%
    Consumer Goods5.8%
    Health Care5.3%
    Industrials5.2%
  • Global Developed Equities65.4%
    Global Emerging Market Equities18.7%
    Global High Yield Fixed Interest8.8%
    Money Market4.1%
    Global Investment Grade Fixed Interest3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.7%2%-26.9%-24.9%--
Sector0.1%-0.1%8.9%11.9%22.7%49.3%
Rank within sector709 / 913106 / 912894 / 894796 / 796--
Quartile4th1st4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-25%-2.8%---
Sector11.5%2.2%5.7%13.1%9.9%
Rank within sector800 / 800736 / 753---
Quartile4th4th
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 high111.99
52 week low73.72
Current bid price-
Current offer price-
Current mid price76.83
Region
1Not Specified48%
2USA25.2%
3Others10.4%
4Switzerland2.8%
5France2.7%
6Germany2.6%
7Money Market2.6%
8Japan2.2%
9Netherlands1.2%
Industry sector
1Others48.3%
2Financials7.6%
3Consumer Goods5.8%
4Health Care5.3%
5Industrials5.2%
6Government Bonds4.9%
7Technology4.6%
8Consumer Services4.2%
9High Yield Bond4.2%
Asset type
1Global Developed Equities65.4%
2Global Emerging Market Equities18.7%
3Global High Yield Fixed Interest8.8%
4Money Market4.1%
5Global Investment Grade Fixed Interest3%
Individual holdings
1BLACKROCK US INDEX SUB-FUND19.2%
2BLACKROCK NORTH AMERICA INDEX19%
3BLACKROCK EMERGING MARKETS INDEX SUB-FUND18.7%
4BLACKROCK EUROPE EX-UK INDEX12.6%
5BLACKROCK UK INDEX GBP5.8%
6ISHARES CORE S&P 500 INDEX ETF5.2%
7ISHARES GLOBAL HIGH YIELD CORPORATE BOND UCITS ETF4.4%
8ISHARES EMERGING MARKETS LOCAL GOVERNMENT BOND UCITS ETF2.9%
9BLACKROCK JAPAN INDEX2.3%
Management
Fund manager group
Standard Life Investments
Fund manager company
Standard Life Assurance Co
Fund type
Pension Fund
Fund objective
The investment objective of the Fund is to achieve superior capital growth over the long term.
Benchmark
No data available.
Investment style
Aggressive
Investment method
No data available.
Fund manager
No data available.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Stan Life Barclays Global Beta Portfolio 5 Pn S4
Initial charge-
Annual charge1.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price76.828
CurrencyGBX
Price updated18/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeK53X
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

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.