Fact sheet: Stan Life Insight Gbl AbslRtn Pn

Fund information
Fund name
Stan Life Insight Global Absolute Return Pn S3
Fund manager company
Standard Life Assurance Co
Fund type
Pension Fund
Fund manager
  • Steve Waddingtonsince 11/02/2013
Underlying fund
Insight Global Absolute Rtn
Fund objective
Positive total returns on an annual basis with the prospect of long-term capital growth by following a broad 'multi-asset' portfolio approach
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
6.7%
1 Year rank in sector
381/519
Sector
PN Specialist
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.
36
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Performance snapshot

Holdings snapshot

  • Not Specified27.6%
    USA14.1%
    Europe13.8%
    Global Emerging Markets11.7%
    UK11.6%
  • No data available.
  • Hedge13.8%
    Money Market10%
    Others9.4%
    Global Emerging Market Equities6.2%
    European Equities5.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.5%2.9%-0.4%6.7%5.7%14.4%
Sector0.5%4.3%3.1%17.9%24.2%42.1%
Rank within sector202 / 550328 / 546451 / 540381 / 519320 / 386253 / 321
Quartile2nd3rd4th3rd4th4th
Calendar performance
 YTD - 20172016201520142013
Fund1.1%3.4%-2.6%3.9%3.8%
Sector1.9%11.6%2%7.2%11%
Rank within sector317 / 547385 / 511404 / 447281 / 384255 / 357
Quartile3rd4th4th3rd3rd
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.
-2.79
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.
0.66
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%.
4.67
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.
3.2
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.
-1.59
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.
0.71
Price movement
52 week high113.6
52 week low105.6
Current bid price-
Current offer price-
Current mid price112.6
Region
1Not Specified27.56%
2USA14.12%
3Europe13.81%
4Global Emerging Markets11.72%
5UK11.56%
6Money Market10%
7Asia2.98%
8Japan2.93%
9International1.94%
Industry sector
No data available.
Asset type
1Hedge13.79%
2Money Market10%
3Others9.35%
4Global Emerging Market Equities6.16%
5European Equities5.85%
6UK Equities5.82%
7US Equities5.65%
8Global Emerging Market Government Fixed Interest4.48%
9European High Yield Fixed Interest4.31%
Individual holdings
No data available.
Management
Fund manager group
Standard Life Investments
Fund manager company
Standard Life Assurance Co
Fund type
Pension Fund
Fund objective
Positive total returns on an annual basis with the prospect of long-term capital growth by following a broad 'multi-asset' portfolio approach
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Steve Waddington11/02/2013Steve joined Insight in January 2008 and is responsible for fundmanagement and investment selection for our diversified fund range. Before joining Insight he spent five years at BT Financial Group, Australia (formerly Rothschild Australia Asset Management), where from 2004 he was Head of External Investments, responsible for investment and manager research, due diligence, selection and portfolio construction. Steve started his career at Savills Commercial Ltd, where he was responsible for advising institutional and private company clients on commercial property investment and development.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Stan Life Insight Global Absolute Return Pn S3
Initial charge-
Annual charge1.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.72%
Bid price-
Offer price-
Mid price112.6
CurrencyGBX
Price updated17/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeK523
Stan Life Insight Global Absolute Return Pn S4
Initial charge-
Annual charge1.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.72%
Bid price-
Offer price-
Mid price113.1
CurrencyGBX
Price updated17/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeK522
Data provided by

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