Fact sheet: Std Lf Euro PvtEq Tst

Fund information
Fund name
Standard Life European Private Equity
Fund manager company
SL Capital Partners
Fund type
Investment Trust
Fund manager
  • Standard Life Capital Partnerssince 01/01/2001
Fund objective
To achieve long term capital gains through holding a diversified portfolio of private equity funds investing predominantly in Europe.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
39.4%
1 Year rank in sector
6/23
Sector
IT Private Equity
Yield
1.9%
Fund size
£415m
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.
116
Mid price
275.875
NAV
?Net asset value. The NAV per share may be higher or lower than the share price, which in turn is trading at either a discount or a premium to NAV.
355
Discount/Premium
?When the market price of an investment trust’s shares is less than the net asset value (NAV) per share then it is trading at a discount to NAV. A trust’s shares are on a premium when they trade at a higher price than the NAV.
-23.94
Gearing
?Investment trusts have the ability to borrow money which they invest with the aim of generating a higher return than the cost of the loan. An ungeared trust has a figure of 100. A figure of 110 would represent a trust with 10% gearing.
100
Top in this sector
Fund name1 Year
Better Capital 200963.6%
3i Group Plc49.7%
SVG Capital plc45%
Northern Investors Company PLC44.6%
HgCapital Trust plc41.1%
...more in IT Private Equity

Performance snapshot

Holdings snapshot

  • USA20%
    UK15%
    Germany14%
    France13%
    Scandinavia12%
  • Industrials23%
    Consumer Services22%
    Consumer Goods14%
    Financials14%
    Health Care12%
  • US Equities20%
    UK Equities15%
    German Equities14%
    French Equities13%
    Scandinavian Equities12%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.8%13.8%21.9%39.4%50.6%146.1%
Sector0.9%9.9%17.8%17.5%32.6%82.1%
Rank within sector12 / 236 / 237 / 236 / 2312 / 227 / 20
Quartile3rd2nd2nd2nd3rd2nd
Calendar performance
 YTD - 20162015201420132012
Fund31.8%1.1%10%23.2%32%
Sector18.5%3%8%17.8%18.8%
Rank within sector6 / 2315 / 2212 / 2210 / 227 / 20
Quartile2nd3rd3rd2nd2nd
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.
2.25
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.
1.23
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.
0.69
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%.
14.78
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.
11.69
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.
0.31
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.
0.38
Price movement
52 week high283
52 week low191
Current bid price273
Current offer price278.75
Current mid price275.88
Region
1USA20%
2UK15%
3Germany14%
4France13%
5Scandinavia12%
6Europe11%
7Others7%
8Spain4%
9Italy2%
Industry sector
1Industrials23%
2Consumer Services22%
3Consumer Goods14%
4Financials14%
5Health Care12%
6Technology8%
7Others4%
8Basic Materials1%
9Oil & Gas1%
Asset type
1US Equities20%
2UK Equities15%
3German Equities14%
4French Equities13%
5Scandinavian Equities12%
6European Equities11%
7International Equities7%
8Spanish Equities4%
9Italian Equities2%
Individual holdings
13I EUROFUND V9.1%
2IK VII FUND6.6%
3EQUISTONE PARTNERS EUROPE FUND IV5.9%
4BC EUROPEAN CAPITAL IX5.6%
5TOWERBROOK INVESTORS III5.2%
6ADVENT GLOBAL PRIVATE EQUITY VI5.1%
7MONTAGU IV4.6%
8PERMIRA V4.4%
9CVC EUROPEAN EQUITY PARTNERS V4%
Management
Fund manager group
No data available.
Fund manager company
SL Capital Partners
Fund type
Investment Trust
Fund objective
To achieve long term capital gains through holding a diversified portfolio of private equity funds investing predominantly in Europe.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Standard Life Capital Partners01/01/2001
Compliance
AIC Member
Domicile
No data available.
Fund for sale in
United Kingdom
Standard Life European Private Equity
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price358.9
CurrencyGBX
Price updated31/10/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNLIU
Data provided by

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