Fact sheet: Stan Life R&M Dyn Ass All Pn

Fund information
Fund name
Stan Life River and Mercantile Dynamic Asset Allocation Pn S4
Fund manager company
Standard Life Assurance Co
Fund type
Pension Fund
Fund manager
  • River and Mercantile Asset Management LLPsince 02/09/2014
Underlying fund
R&M Dynamic Asset Allocation
Fund objective
The Fund aims to achieve a return of 4% per annum in excess of cash based on the 3 month sterling LIBOR interest rate.
Benchmark
  • 3 Month GBP LIBOR + 4%
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
13.6%
1 Year rank in sector
270/531
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.
57
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Performance snapshot

Holdings snapshot

  • International43.9%
    Not Specified41.7%
    Money Market9.9%
    UK2.4%
    Global Emerging Markets2.1%
  • No data available.
  • International Equities43.9%
    Global Government Fixed Interest21.7%
    Cash & Cash Equivalents9.9%
    Global High Yield Fixed Interest9.1%
    Property5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.5%-0.4%3.9%13.6%--
Sector1%1.2%5.5%14.6%25.2%48.7%
Rank within sector336 / 554473 / 554352 / 549270 / 531--
Quartile3rd4th3rd3rd
Calendar performance
 YTD - 20172016201520142013
Fund1.1%12.7%---
Sector3.1%11.6%2%7.2%11%
Rank within sector418 / 550210 / 514---
Quartile4th2nd
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 high113.14
52 week low98
Current bid price-
Current offer price-
Current mid price111.77
Region
1International43.9%
2Not Specified41.7%
3Money Market9.9%
4UK2.4%
5Global Emerging Markets2.1%
Industry sector
No data available.
Asset type
1International Equities43.9%
2Global Government Fixed Interest21.7%
3Cash & Cash Equivalents9.9%
4Global High Yield Fixed Interest9.1%
5Property5%
6Hedge4.9%
7UK Equities2.4%
8Global Emerging Market Fixed Interest2.1%
9Structured Products1%
Individual holdings
1VANGUARD S&P SMALL-CAP 600 ETF9.13%
2TREASURY 4.5% GILT 7/9/2034 GBP0.017.86%
3TREASURY 1.5% GILT 22/07/26 GBP0.017.83%
4VANGUARD S&P 500 ETF7.6%
5TREASURY 1.25% GILT 22/7/18 GBP0.015.83%
6INSIGHT GBP LIQUIDITY FD5.46%
7VANGUARD S&P 500 UCITS ETF GBP4.22%
8VANGUARD SMALL-CAP VALUE ETF3.85%
9VANGUARD FTSE JAPAN UCITS3.45%
Management
Fund manager group
Standard Life Investments
Fund manager company
Standard Life Assurance Co
Fund type
Pension Fund
Fund objective
The Fund aims to achieve a return of 4% per annum in excess of cash based on the 3 month sterling LIBOR interest rate.
Benchmark
  • 3 Month GBP LIBOR + 4%
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
River and Mercantile Asset Management LLP02/09/2014
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Stan Life River and Mercantile Dynamic Asset Allocation Pn S4
Initial charge-
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.58%
Bid price-
Offer price-
Mid price111.7715
CurrencyGBX
Price updated22/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeM3WH
Data provided by

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