Fact sheet: Stan Life JPM Life Gbl Eq Pn

Fund information
Fund name
Stan Life JPM Life Global Equity Pn S3
Fund manager company
Standard Life Assurance Co
Fund type
Pension Fund
Fund managers
  • Jonathan Cummingssince 09/12/2013
  • David Chansince 01/02/2013
  • Katy Thorneycroftsince 01/02/2013
  • Peter Malonesince 30/06/2015
Underlying fund
JPM Life Global Equity
Fund objective
The JPMorgan Life Global Equity Fund (the ‘Fund’) is a pooled life fund for pension schemes investing primarily in global equities normally through other JPMorgan Life funds. The Fund may also hold derivatives. The Fund seeks to achieve excess return through both stock selection and asset allocation. The Fund is well diversified and under normal circumstances, is fully invested, with cash holdings kept to a minimum.
Benchmark
  • Composite
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
25.6%
1 Year rank in sector
874/963
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.
92
Top in this sector
Fund name1 Year
AXA Wealth Sch ISF Gbl Recv Pn54.7%
Aviva M&G Global Div Pn53.9%
RLP Dimensional Gbl Targeted Val Pn53.7%
L&G M&G Global Dividend Pn53.1%
OMW M&G Global Div52.9%
...more in PN Global Equities

Performance snapshot

Holdings snapshot

  • UK48.8%
    North America20.6%
    Europe ex UK14.7%
    Japan7.5%
    Global Emerging Markets6.9%
  • No data available.
  • UK Equities48.8%
    North American Equities20.6%
    Europe ex UK Equities14.7%
    Japanese Equities7.5%
    Global Emerging Market Equities6.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.9%2.8%10.4%25.6%30.7%81.4%
Sector1.4%2.4%10.2%32.3%38.3%78.4%
Rank within sector333 / 1041486 / 1036540 / 1028874 / 963623 / 849381 / 753
Quartile2nd2nd3rd4th3rd3rd
Calendar performance
 YTD - 20172016201520142013
Fund1.6%16.4%5.4%5.3%28%
Sector1.1%22.4%3.7%7.8%21.4%
Rank within sector297 / 1041853 / 960280 / 918572 / 84681 / 818
Quartile2nd4th2nd3rd1st
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.
-1.12
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.
0.93
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.
0.55
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%.
9.97
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.
3.12
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.
-0.6
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.
0.9
Price movement
52 week high240.1
52 week low175.2
Current bid price-
Current offer price-
Current mid price235.1
Region
1UK48.8%
2North America20.6%
3Europe ex UK14.7%
4Japan7.5%
5Global Emerging Markets6.9%
6Pacific ex-Japan1.5%
Industry sector
No data available.
Asset type
1UK Equities48.8%
2North American Equities20.6%
3Europe ex UK Equities14.7%
4Japanese Equities7.5%
5Global Emerging Market Equities6.9%
6Asia Pacific ex Japan Equities1.5%
Individual holdings
1JPM LIFE UK DYNAMIC FUND (FUND)25.2%
2JPM LIFE UK RESEARCH ENHANCED INDEX EQUITY FUND (FUND)24.5%
3JPM LIFE US DISCIPLINED EQUITY 121%
4JPM LIFE CONTINENTAL EUROPE SELECT EQUITY FUND8.1%
5JPM LIFE JAPAN EQUITY FUND (FUND)7.2%
6JPM LIFE ASIA EQUITY FUND (FUND)7%
7JPM LIFE CONTINENTAL EUROPE SELECT EQUITY 56.1%
Management
Fund manager group
Standard Life Investments
Fund manager company
Standard Life Assurance Co
Fund type
Pension Fund
Fund objective
The JPMorgan Life Global Equity Fund (the ‘Fund’) is a pooled life fund for pension schemes investing primarily in global equities normally through other JPMorgan Life funds. The Fund may also hold derivatives. The Fund seeks to achieve excess return through both stock selection and asset allocation. The Fund is well diversified and under normal circumstances, is fully invested, with cash holdings kept to a minimum.
Benchmark
  • Composite
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
Jonathan Cummings09/12/2013Joe Cummings, CFA, is a member of the Global Multi-Asset Group. An employee since 2005, Joe is responsible for research and portfolio management on absolute return and less benchmark constrained accounts. Prior to this role, he was an analyst with the portfolio construction and investment strategy team within J.P. Morgan's Private Bank in London.
David Chan01/02/2013David Chan, vice president, is a portfolio manager and analyst working on fund of funds portfolios in the Global Multi-Asset Group, based in London. An employee since 1997, David was previously an analyst in the Global Equities Team and prior to this was a performance analyst specialising in risk and attribution within the Performance Analysis Group. Prior to joining the firm, David spent three years as an actuarial trainee at National Provident Institution, having worked as an actuarial principal at Black Horse Life Assurance Company. David started his career as an actuarial assistant at Abbey Life Assurance Company. David obtained a BSc in Mathematics, Operation Research and Economics from the University of Essex and a Postgraduate Diploma in Actuarial Science from City University.
Katy Thorneycroft01/02/2013Katy Thorneycroft is a senior portfolio manager in the Global Multi-Asset Group (””GMAG””), based in London. Katy focuses on the UK pension, Diversified Growth and investment trust funds. An employee since 1999, Katy was previously a member of the GMAG in New York and prior to this was a portfolio manager in the European Equity Group in London focusing on small and mid-cap strategies. Katy obtained an MChem from the University of Oxford and is a CFA charterholder.
Peter Malone30/06/2015Peter Malone, vice president, is a portfolio manager working on multi-strategy and global equity portfolios in the Multi-Asset Solutions team, based in London. An employee since 2006, Peter previously focused on total return and balanced portfolios, also in the Multi-Asset Solutions team. Prior to this, he was a client portfolio manager responsible for supporting the sales and marketing of Multi-Asset Solutions products. He obtained a B.Eng. in Mechanical Engineering with French from the University of Nottingham and is a CFA charterholder
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Stan Life JPM Life Global Equity Pn S3
Initial charge-
Annual charge1.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.3%
Bid price-
Offer price-
Mid price235.1
CurrencyGBX
Price updated23/01/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeSO66
Stan Life JPM Life Global Equity Pn S4
Initial charge-
Annual charge1.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.3%
Bid price-
Offer price-
Mid price272.6
CurrencyGBX
Price updated23/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeSL07
Data provided by

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