Fact sheet: Stan Life Vanguard US Equity Pn

Fund information
Fund name
Stan Life Vanguard US Equity Pn SB
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 fund seeks to track the performance of the index, a widely recognised benchmark of U.S. stock market performance that is dominated by the stocks of large U.S. companies.
Benchmark
  • No Specified Index
Investment style
Passive/Tracking
Investment method
Indices
Quick stats
1 Year return
34.2%
1 Year rank in sector
79/310
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.
105
Top in this sector
Fund name1 Year
Baillie Gifford North American Pn41.8%
FL Baill Giff North Am Eq Pn41.6%
FL Baillie Giff Amr AP41.5%
FL Baill GiffNthAmEq XE/IEPn40.6%
ReAssure EdgewoodLSelUSSelGrwPPB Pn40.6%
...more in PN North America

Performance snapshot

Holdings snapshot

  • USA99.5%
    Money Market0.5%
  • Information Technology22.4%
    Financials14%
    Health Care13.8%
    Consumer Discretionary12.4%
    Industrials10.1%
  • US Equities99.4%
    Money Market0.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.4%-0.8%6%34.2%75.7%140.8%
Sector0.3%-1.3%5.1%31.9%65.3%121%
Rank within sector120 / 31792 / 31588 / 31379 / 31034 / 286-
Quartile2nd2nd2nd2nd1st
Calendar performance
 YTD - 20172016201520142013
Fund2.9%33.5%6.5%22.2%-
Sector1.9%30.9%4.4%18.7%29.2%
Rank within sector90 / 314106 / 29946 / 29428 / 286-
Quartile2nd2nd1st1st
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.
4.1
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.
0.89
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.
1.61
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%.
10.87
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.
3.78
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.
0.56
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.
0.89
Price movement
52 week high220.2
52 week low157.9
Current bid price-
Current offer price-
Current mid price210.7
Region
1USA99.5%
2Money Market0.5%
Industry sector
1Information Technology22.39%
2Financials14.03%
3Health Care13.83%
4Consumer Discretionary12.44%
5Industrials10.15%
6Consumer Staples9.15%
7Energy6.27%
8Utilities3.18%
9Materials2.89%
Asset type
1US Equities99.4%
2Money Market0.6%
Individual holdings
1APPLE INC3.7%
2ALPHABET INC. CLASS A2.6%
3MICROSOFT CORP2.6%
4AMAZON.COM INC1.8%
5EXXON MOBIL CORP1.7%
6FACEBOOK INC1.7%
7JOHNSON & JOHNSON1.6%
8BERKSHIRE HATHAWAY INC1.5%
9JPMORGAN CHASE & CO1.5%
Management
Fund manager group
Standard Life Investments
Fund manager company
Standard Life Assurance Co
Fund type
Pension Fund
Fund objective
The fund seeks to track the performance of the index, a widely recognised benchmark of U.S. stock market performance that is dominated by the stocks of large U.S. companies.
Benchmark
  • No Specified Index
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 Pn S3
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.02%
Bid price-
Offer price-
Mid price233.1
CurrencyGBX
Price updated25/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0I09
Stan Life Vanguard US Equity Pn S4
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.02%
Bid price-
Offer price-
Mid price233.2
CurrencyGBX
Price updated25/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0I0A
Stan Life Vanguard US Equity 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 price246.0718
CurrencyGBX
Price updated25/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0I0B
Stan Life Vanguard US Equity 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 price233.4153
CurrencyGBX
Price updated25/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0I0C
Stan Life Vanguard US Equity 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 price233.4369
CurrencyGBX
Price updated25/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0I0D
Stan Life Vanguard US Equity Pn SB
Initial charge-
Annual charge0.08%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.08%
Bid price-
Offer price-
Mid price210.7
CurrencyGBX
Price updated25/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI6OY
Data provided by

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