Fact sheet: Stan Life Schr QEP Gbl AV Pn

Fund information
Fund name
Stan Life Schroder QEP Global Active Value Pn S4
Fund manager company
Standard Life Assurance Co
Fund type
Pension Fund
Fund manager
  • Quantitative Equity Products Teamsince 21/12/2005
Underlying fund
Schroder Life QEPGblActVal
Fund objective
The investment objective of the fund is to provide capital growth and income. The fund seeks to achieve its investment objective by investing 100% in the Schroder QEP Global Active Value Fund. As the fund is index-unconstrained, it is managed without reference to an index. The Schroder QEP Global Active Value Fund seeks to provide capital growth and income through investing at least 70% of its assets in a portfolio of equities and equity-related securities of companies worldwide. The Schroder QEP Global Active Value Fund focuses on companies that have certain "Value" characteristics. Value is assessed by looking at indicators such as dividends and earnings to determine those securities which the manager believes have been undervalued by the market. The Schroder QEP Global Active Value Fund may invest in a range of investments including transferable securities, cash, deposits, collective investment schemes, warrants and money market instruments. The fund may also use derivatives to seek to achieve the investment objective and to reduce risk or manage the fund more efficiently.
Benchmark
  • MSCI World
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
27.5%
1 Year rank in sector
36/961
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.
104
Top in this sector
Fund name1 Year
RLP Dimensional Gbl Targeted Val Pn32.3%
Aviva M&G Global Div Pn32.1%
LV= M&G Global Div Pn31.9%
OMW IPL M&G Global Dividend Pn31.8%
Stan Life M&G Global Dividend Pn31.8%
...more in PN Global Equities

Performance snapshot

Holdings snapshot

  • USA42%
    Others12.2%
    Japan11.6%
    UK6.9%
    France3.5%
  • Biotechnology/Medical9%
    Banks8.8%
    Oil & Gas Exploration & Production8.2%
    Hardware6.1%
    Wireless & Mobile Communications4.5%
  • US Equities42%
    International Equities12.2%
    Japanese Equities11.6%
    UK Equities6.9%
    French Equities3.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.8%4.9%19.7%27.5%37.1%75.9%
Sector0%1.4%13.3%17.3%33.2%74%
Rank within sector70 / 103988 / 103540 / 102536 / 961309 / 849396 / 751
Quartile1st1st1st1st2nd3rd
Calendar performance
 YTD - 20162015201420132012
Fund26.1%-1.8%8.5%20.4%9.5%
Sector16.4%3.7%7.8%21.4%11.2%
Rank within sector44 / 963847 / 921335 / 849593 / 820598 / 752
Quartile1st4th2nd3rd4th
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.
0.48
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.
1.03
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.
0.67
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%.
10.97
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.
3.32
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.
0.22
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.
0.91
Price movement
52 week high274.3
52 week low191.5
Current bid price-
Current offer price-
Current mid price267.7
Region
1USA42.04%
2Others12.16%
3Japan11.57%
4UK6.9%
5France3.47%
6Switzerland3.31%
7Australia2.97%
8Hong Kong2.94%
9Taiwan2.71%
Industry sector
1Biotechnology/Medical9.04%
2Banks8.81%
3Oil & Gas Exploration & Production8.17%
4Hardware6.09%
5Wireless & Mobile Communications4.47%
6Financial Services4.44%
7Chemicals4.41%
8Mineral Extraction4.17%
9Software4.06%
Asset type
1US Equities42.04%
2International Equities12.16%
3Japanese Equities11.57%
4UK Equities6.9%
5French Equities3.47%
6Swiss Equities3.31%
7Australian Equities2.97%
8Hong Kong Equities2.94%
9Taiwanese Equities2.71%
Individual holdings
1NTT DOCOMO INC0.8%
2KDDI CORP0.77%
3SANOFI0.77%
4INTERNATIONAL BUS MACH CORP0.76%
5QUALCOMM INC0.76%
6STATOIL ASA0.76%
7TAIWAN SEMICONDUCTOR MANUFACTURING0.76%
8COCA-COLA CO0.73%
9EXXON MOBIL CORP0.73%
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 provide capital growth and income. The fund seeks to achieve its investment objective by investing 100% in the Schroder QEP Global Active Value Fund. As the fund is index-unconstrained, it is managed without reference to an index. The Schroder QEP Global Active Value Fund seeks to provide capital growth and income through investing at least 70% of its assets in a portfolio of equities and equity-related securities of companies worldwide. The Schroder QEP Global Active Value Fund focuses on companies that have certain "Value" characteristics. Value is assessed by looking at indicators such as dividends and earnings to determine those securities which the manager believes have been undervalued by the market. The Schroder QEP Global Active Value Fund may invest in a range of investments including transferable securities, cash, deposits, collective investment schemes, warrants and money market instruments. The fund may also use derivatives to seek to achieve the investment objective and to reduce risk or manage the fund more efficiently.
Benchmark
  • MSCI World
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Quantitative Equity Products Team21/12/2005Established in 1996 by Justin Abercrombie. Schroders’ QEP Investment Team has been managing money for clients since 2000 and has a proven performance track record across its innovative range of global equity strategies. With 25 experienced members of staff located in London and Sydney. As at March 2013, the team manages in excess of USD 34 billion for institutional clients, including pension funds, sovereign wealth funds and insurance companies, all over the world.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Stan Life Schroder QEP Global Active Value Pn S4
Initial charge-
Annual charge1.55%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.49%
Bid price-
Offer price-
Mid price267.7
CurrencyGBX
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEUY0
Data provided by

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