Fact sheet: Stan Life JPM Gbl Dynamic Pn

Fund information
Fund name
Stan Life JPM Global Dynamic Pn S4
Fund manager company
Standard Life Assurance Co
Fund type
Pension Fund
Fund managers
  • James Fordsince 07/04/2017
  • William Meadonsince 07/04/2017
Underlying fund
JPM Life Gbl Dynamic
Fund objective
The JPMorgan Life Global Dynamic Fund (the 'Fund') is a pooled life fund for pension schemes investing primarily in global equities. The Fund seeks to achieve excess return through style analysis and stock selection. The Fund is well diversified, typically holding 200-300 stock positions and under normal circumstances, is fully invested.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
32%
1 Year rank in sector
344/985
Sector
PN Global Equities
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.
105
Top in this sector
Fund name1 Year
Aegon Hend GlblTecPn52.9%
FL Baillie Giff LT Gbl Gth Pn51.9%
Baillie Gifford Lng Tm Gbl Gth Pn50.9%
Zurich BailGfrd LgTrmGblGth50.5%
Stan Life BGiff LgTmGlGtOEICPn49.7%
...more in PN Global Equities

Performance snapshot

Holdings snapshot

  • North America60.4%
    Europe & Middle East16.3%
    Japan8.8%
    UK6.4%
    Pacific ex-Japan2.9%
  • Financials18.1%
    Information Technology16.5%
    Industrials13.3%
    Consumer Discretionary12.8%
    Health Care12%
  • North American Equities60.4%
    International Equities16.3%
    Japanese Equities8.8%
    UK Equities6.4%
    Asia Pacific ex Japan Equities2.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.8%-0.7%6.5%32%46.9%100.2%
Sector3.2%2%9.3%29.7%43.9%94.2%
Rank within sector938 / 1037962 / 1032914 / 1015344 / 985368 / 851354 / 769
Quartile4th4th4th2nd2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund3.2%25.3%3.1%10.8%23.9%
Sector5.8%22.4%3.7%7.8%21.4%
Rank within sector889 / 1017359 / 939562 / 897188 / 828276 / 800
Quartile4th2nd3rd1st2nd
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.
0.35
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.
1.05
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.
0.94
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%.
10.87
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.
2.98
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.
0.31
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.
0.93
Price movement
52 week high197.9
52 week low143
Current bid price-
Current offer price-
Current mid price190.8
Region
1North America60.4%
2Europe & Middle East16.3%
3Japan8.8%
4UK6.4%
5Pacific ex-Japan2.9%
6Money Market2.8%
7Global Emerging Markets2.4%
Industry sector
1Financials18.1%
2Information Technology16.5%
3Industrials13.3%
4Consumer Discretionary12.8%
5Health Care12%
6Consumer Staples7.5%
7Energy5.5%
8Materials5.3%
9Money Market2.8%
Asset type
1North American Equities60.4%
2International Equities16.3%
3Japanese Equities8.8%
4UK Equities6.4%
5Asia Pacific ex Japan Equities2.9%
6Money Market2.8%
7Global Emerging Market Equities2.4%
Individual holdings
1APPLE INC2.7%
2ALPHABET INC2.1%
3FACEBOOK INC1.2%
4MICROSOFT CORP1.2%
5PFIZER INC1.2%
6BANK OF AMERICA CORP1.1%
7JOHNSON & JOHNSON1.1%
8AMAZON.COM INC1%
9BRITISH AMERICAN TOBACCO0.9%
Management
Fund manager group
Standard Life Investments
Fund manager company
Standard Life Assurance Co
Fund type
Pension Fund
Fund objective
The JPMorgan Life Global Dynamic Fund (the 'Fund') is a pooled life fund for pension schemes investing primarily in global equities. The Fund seeks to achieve excess return through style analysis and stock selection. The Fund is well diversified, typically holding 200-300 stock positions and under normal circumstances, is fully invested.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
James Ford07/04/2017
William Meadon07/04/2017William Meadon, managing director, is head of UK Institutional Equities in the JPMorgan Asset Management European Equity Group. An employee since 1996, William was previously head of UK Specialist Pension Funds at Newton Investment Management Ltd, responsible for pension funds and the Newton Higher Income Fund. Before this, he was a Balanced Pension fund manager, and manager of the Schroder Income Fund, with Schroder Investment Management. Prior to Schroders, William was articled to Peat Marwick (now part of KPMG). William obtained a BA (Hons) in Economics from the University of Nottingham and is a qualified Chartered Accountant.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Stan Life JPM Global Dynamic Pn S2
Initial charge-
Annual charge0.9%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price209.835
CurrencyGBX
Price updated23/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeACE2
Stan Life JPM Global Dynamic Pn S4
Initial charge-
Annual charge1.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.75%
Bid price-
Offer price-
Mid price190.8
CurrencyGBX
Price updated23/05/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeLWF6
Data provided by

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