Fact sheet: Stan Life US Equity Tracker Pn

Fund information
Fund name
Stan Life US Equity Tracker Pn S3
Fund manager company
Standard Life Assurance Co
Fund type
Pension Fund
Fund manager
  • David Kirkpatricksince 31/05/2002
Underlying fund
Vanguard USEqIndxComnCntr
Fund objective
The portfolio seeks to track the performance of the Standard & Poor's (S&P) 500 Index, a widely recognised benchmark of U.S. stock market performance that is dominated by the stocks of large U.S. companies.
Benchmark
  • FTSE World USA
Investment style
Passive/Tracking
Investment method
Indices
Quick stats
1 Year return
46.3%
1 Year rank in sector
79/308
Sector
PN North America
Yield
-
Fund size
£578m (£427m last year)
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
BlackRock Aq Lf Canadn EqIdx Pn70.1%
L&G Legg Mason US Sm Cos Pn62.4%
RLP LeggMasnIFRoyUSSmallCompPn62.3%
FL Schroder US Sm Cos AP57.9%
FL Investec American AP57.4%
...more in PN North America

Performance snapshot

Holdings snapshot

  • USA99.6%
    Money Market0.4%
  • Information Technology20.8%
    Financials14.4%
    Health Care13.7%
    Consumer Discretionary12.4%
    Industrials10.4%
  • US Equities99.6%
    Money Market0.4%

Fund also available on these pension platforms:

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.4%7.5%15.5%46.3%72.3%135.1%
Sector3.4%7.8%16.4%42.7%63.7%121.3%
Rank within sector154 / 318166 / 320222 / 31979 / 30869 / 29574 / 271
Quartile2nd3rd3rd2nd1st2nd
Calendar performance
 YTD - 20172016201520142013
Fund3.4%32.4%5.3%21.1%29%
Sector2.5%30.9%4.4%18.7%29.2%
Rank within sector77 / 322144 / 308104 / 30363 / 295164 / 283
Quartile1st2nd2nd1st3rd
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.
3.61
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.
0.86
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.
1.48
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%.
10.56
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.
3.64
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.
0.37
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 high296.1
52 week low196.5
Current bid price-
Current offer price-
Current mid price296.9
Region
1USA99.6%
2Money Market0.4%
Industry sector
1Information Technology20.82%
2Financials14.44%
3Health Care13.74%
4Consumer Discretionary12.35%
5Industrials10.36%
6Consumer Staples9.26%
7Energy7.37%
8Utilities3.09%
9Materials2.89%
Asset type
1US Equities99.6%
2Money Market0.4%
Individual holdings
1APPLE INC3.1%
2MICROSOFT CORP2.5%
3ALPHABET INC. CLASS A2.4%
4EXXON MOBIL CORP1.9%
5AMAZON.COM INC1.6%
6BERKSHIRE HATHAWAY INC1.6%
7JOHNSON & JOHNSON1.6%
8FACEBOOK INC1.5%
9GENERAL ELECTRIC CO.1.5%
Management
Fund manager group
Standard Life Investments
Fund manager company
Standard Life Assurance Co
Fund type
Pension Fund
Fund objective
The portfolio seeks to track the performance of the Standard & Poor's (S&P) 500 Index, a widely recognised benchmark of U.S. stock market performance that is dominated by the stocks of large U.S. companies.
Benchmark
  • FTSE World USA
Investment style
Passive/Tracking
Investment method
Indices
Fund manager
NameSinceBiography
David Kirkpatrick31/05/2002David Kirkpatrick is the FTSE Tracker Fund Manager. He joined Standard Life in 1989 moving to Investments in 1993 where he was responsible for computer programming & systems analysis. In 1998, David joined the Risk Management team where he is responsible for managing Standard Life Investments range of index tracking and other quantitative funds.He holds the Investment Management Certificate, the Advanced Certificate in Marketing and is an Associate of the Chartered Insurance Institute.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Stan Life US Equity Tracker Pn S3
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price296.9
CurrencyGBX
Price updated16/01/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeZQ51
Stan Life US Equity Tracker Pn S4
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price353
CurrencyGBX
Price updated16/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeZQ52
Stan Life US Equity Tracker Pn S5
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0%
Bid price-
Offer price-
Mid price395.4173
CurrencyGBX
Price updated16/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE597
Stan Life US Equity Tracker Pn S6
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price297.0426
CurrencyGBX
Price updated16/01/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeZQ53
Stan Life US Equity Tracker Pn S7
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price297.0251
CurrencyGBX
Price updated16/01/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeZQ54
Data provided by

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