Fact sheet: Stan Life Vang US EqIdx (AMLP)Pn

Fund information
Fund name
Stan Life Vanguard US Equity (AMLP) Pn S4
Fund manager company
Standard Life Assurance Co
Fund type
Pension Fund
Fund manager
  • U.S. Equity Index Teamsince 19/12/2011
Underlying fund
Vanguard USEqIndxComnCntr
Fund objective
The Portfolio seeks to track the performance of the Standard & Poor's (S&P) 500 Index.
Benchmark
  • S&P 500
Investment style
Passive/Tracking
Investment method
Indices
Quick stats
1 Year return
29.7%
1 Year rank in sector
78/309
Sector
PN North America
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.
103
Top in this sector
Fund name1 Year
Canlife North American Pn42.7%
FL Investec American AP38%
L&G Investec American Pn37.6%
Aviva Invtec American Pn37.4%
Zurich Investec American Pn37.1%
...more in PN North America

Performance snapshot

Holdings snapshot

  • USA99.5%
    Money Market0.5%
  • Information Technology21.2%
    Health Care14.5%
    Financials12.6%
    Consumer Discretionary12.4%
    Consumer Staples9.9%
  • US Equities99.5%
    Money Market0.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.8%8.9%23.3%29.7%68.1%-
Sector1.5%7.1%21.9%26%57.5%121.8%
Rank within sector118 / 32180 / 320123 / 32078 / 30944 / 296-
Quartile2nd1st2nd2nd1st
Calendar performance
 YTD - 20162015201420132012
Fund29%5.9%21.9%29.7%-
Sector25.9%4.4%18.7%29.2%7%
Rank within sector89 / 30971 / 30445 / 296134 / 284-
Quartile2nd1st1st2nd
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.
4.14
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.
0.87
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.
1.43
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%.
10.52
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.
3.61
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.
0.57
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 high219.2
52 week low153.4
Current bid price-
Current offer price-
Current mid price215.1
Region
1USA99.5%
2Money Market0.5%
Industry sector
1Information Technology21.19%
2Health Care14.53%
3Financials12.64%
4Consumer Discretionary12.44%
5Consumer Staples9.85%
6Industrials9.65%
7Energy7.26%
8Utilities3.28%
9Real Estate3.08%
Asset type
1US Equities99.5%
2Money Market0.5%
Individual holdings
1APPLE INC3.2%
2ALPHABET INC. CLASS A2.5%
3MICROSOFT CORP2.4%
4EXXON MOBIL CORP1.9%
5AMAZON.COM INC1.7%
6JOHNSON & JOHNSON1.7%
7FACEBOOK INC1.6%
8BERKSHIRE HATHAWAY INC1.5%
9GENERAL ELECTRIC CO.1.4%
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.
Benchmark
  • S&P 500
Investment style
Passive/Tracking
Investment method
Indices
Fund manager
NameSinceBiography
U.S. Equity Index Team19/12/2011
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Stan Life Vanguard US Equity (AMLP) Pn S4
Initial charge-
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.52%
Bid price-
Offer price-
Mid price215.1
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG1RP
Data provided by

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You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.