Fact sheet: Zurich Alnz RkMtr Cons Pn

Fund information
Fund name
Zurich Allianz RiskMaster Conservative Pn ZP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund managers
  • David Hollissince 14/05/2012
  • Cordula Bausssince 30/04/2016
Underlying fund
Allianz RiskMaster Cons Ml Ass
Fund objective
The Allianz RiskMaster Conservative Fund aims to achieve long term capital growth by maintaining a balance between investments which are considered lower to medium risk and those which are considered higher risk. The fund seeks to achieve this objective by actively investing in a broad range of asset classes across all economic sectors worldwide, and managing the risks associated with investing in these assets by utilising a broad range of risk management techniques.
Benchmark
  • No Specified Index
Investment style
Balanced,Growth
Investment method
None
Quick stats
1 Year return
13.8%
1 Year rank in sector
38/462
Sector
PN Mixed Investment 20%-60% Shares
Yield
-
Fund size
£1m
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.
65
Top in this sector
Fund name1 Year
OMW IPL F&C UKEq LnkInflPn25.2%
AXA Wealth TEAMS cl Gvn ptfl VPn19.1%
AXA Wealth TEAMS cl Gvn ptfl IVPn18.4%
AXA Wealth TEAMS cl Gvn ptfl IIIPn16.4%
Aviva Invtec Caut Mgd Pn16%
...more in PN Mixed Investment 20%-60% Shares

Performance snapshot

Holdings snapshot

  • UK32.3%
    Not Specified21.3%
    North America17.1%
    Others10.3%
    International6.4%
  • Equities55.8%
    Corporate Bonds14.1%
    Others10.3%
    Real Estate7.2%
    High Yield Bond6.4%
  • UK Equities26.1%
    North American Equities17.1%
    Global Corporate Fixed Interest14.1%
    Others10.3%
    Property Shares7.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.8%-2.3%8.5%13.8%18%-
Sector-1.1%-2%5.8%8.1%17.7%38.5%
Rank within sector227 / 529317 / 52967 / 51738 / 462146 / 399-
Quartile2nd3rd1st1st2nd
Calendar performance
 YTD - 20162015201420132012
Fund13.4%-3.1%6.2%--
Sector8.4%1.3%6%8.3%9.4%
Rank within sector41 / 463415 / 425135 / 399--
Quartile1st4th2nd
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.
-0.84
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.
1.26
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.
0.35
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%.
7.28
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.
3.33
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.
0.14
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.
0.82
Price movement
52 week high619.9
52 week low496.1
Current bid price-
Current offer price-
Current mid price587.6
Region
1UK32.3%
2Not Specified21.3%
3North America17.1%
4Others10.3%
5International6.4%
6Global Emerging Markets5%
7Europe3.2%
8Japan2.9%
9Asia Pacific ex Japan1.5%
Industry sector
1Equities55.8%
2Corporate Bonds14.1%
3Others10.3%
4Real Estate7.2%
5High Yield Bond6.4%
6Government Bonds6.2%
Asset type
1UK Equities26.1%
2North American Equities17.1%
3Global Corporate Fixed Interest14.1%
4Others10.3%
5Property Shares7.2%
6Global High Yield Fixed Interest6.4%
7UK Gilts6.2%
8Global Emerging Market Equities5%
9European Equities3.2%
Individual holdings
1UNITED STATES OF AMER TREAS BILLS 0% TB 08/12/16 USD10026.02%
2SPDR BARCLAYS CAPITAL STERLING CORPORATE BOND14.49%
3TREASURY 0% TSY BILL 19/12/16 GBP19.88%
4TREASURY 0% TB 03/01/17 GBP18.18%
5HSBC FTSE EPRA/NAREIT DEVELOPED GBP7.41%
6ISHARES PLC ISHARES GLOBAL HIGH YEILD CORP BOND UCITS ETF USD DIST6.55%
7ISHARES PLC ISHARES GLOBAL HIGH YEILD CORP BOND UCITS ETF USD DIST6.55%
8ISHARES II PLC CORE UK GILTS UCITS ETF GBP DIST6.42%
9ISHARES II PLC CORE UK GILTS UCITS ETF GBP DIST6.42%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
The Allianz RiskMaster Conservative Fund aims to achieve long term capital growth by maintaining a balance between investments which are considered lower to medium risk and those which are considered higher risk. The fund seeks to achieve this objective by actively investing in a broad range of asset classes across all economic sectors worldwide, and managing the risks associated with investing in these assets by utilising a broad range of risk management techniques.
Benchmark
  • No Specified Index
Investment style
Balanced,Growth
Investment method
None
Fund managers
NameSinceBiography
David Hollis14/05/2012David Hollis is Vice President & Multi-asset Portfolio Manager,London.He has primary responsibility for the management of the UK-domiciled multi-asset portfolios.Additionally,as part of the global economics & strategy group ,he provides investment research to the entire Allianz Global Investors global investment platform,with a focus on cross-asset class,fixed income and UK economic analysis.David graduated from the london school of economics with a first class B.Sc(Hons) in economics.
Cordula Bauss30/04/2016Cordula Bauss is a portfolio manager in the Multi Asset - Active Allocation Strategies team in Frankfurt. She manages multi asset funds and is responsible for currency research within the team. Cordula joined the firm in 1997 as an analyst for currencies and became a portfolio manager for currency portfolios, currency overlay mandates and emerging markets debt local currencies. She started her career as an editor with Finanzen-Verlag in Munich in 1994. Cordula graduated with a university degree in Economics (“Diplom-Volkswirtin”) from the University of Göttingen.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich Allianz RiskMaster Conservative Pn Inet
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price573.6
Offer price573.6
Mid price-
CurrencyGBX
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJLXR
Zurich Allianz RiskMaster Conservative Pn ZP
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 price587.6
CurrencyGBX
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJLXQ
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.