Fact sheet: Zurich AqUSEqIdx

Fund information
Fund name
Zurich Aquila US Equity Index ZP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund manager
No data available.
Underlying fund
BlackRock AqCo US Equity Pn
Fund objective
The fund invests in the shares of US companies with the return of the FTSE All-World USA Index. This index is widely regarded as the benchmark for UK pension fund investment in shares of companies in the US.
Benchmark
  • FTSE USA
Investment style
No data available.
Investment method
Indices
Quick stats
1 Year return
39.3%
1 Year rank in sector
71/309
Sector
PN North America
Yield
-
Fund size
£137m (£89m 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.
107
Top in this sector
Fund name1 Year
L&G Investec American Pn46.4%
Aviva Invtec American Pn46%
OMW Threadneedle Am Sm Cos45.6%
SIP Sch US Sm Cos Pn45.4%
L&G UBS US Equity Pn45.4%
...more in PN North America

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2%5.1%17.4%39.3%78.5%138.6%
Sector1%4.5%16.4%35.9%65.4%113.2%
Rank within sector31 / 32389 / 32290 / 31871 / 30927 / 29422 / 271
Quartile1st2nd2nd1st1st1st
Calendar performance
 YTD - 20172016201520142013
Fund5.1%33.4%6.9%21.9%30.9%
Sector4.6%30.9%4.4%18.7%29.2%
Rank within sector107 / 322111 / 30737 / 30245 / 29487 / 282
Quartile2nd2nd1st1st2nd
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.
1.26
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.
1.06
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.
1.46
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%.
12.32
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.
2.13
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.
1.06
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.
0.97
Price movement
52 week high418.1
52 week low293.6
Current bid price-
Current offer price-
Current mid price411.3
Region
1USA100%
Industry sector
No data available.
Asset type
1North American Equities100%
Individual holdings
1APPLE INC3.1%
2MICROSOFT CORP2.34%
3EXXON MOBIL CORP1.86%
4JOHNSON & JOHNSON1.58%
5JPMORGAN CHASE & CO1.54%
6AMAZON.COM INC1.43%
7GENERAL ELECTRIC CO.1.4%
8WELLS FARGO & CO1.38%
9AT&T INC1.3%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
The fund invests in the shares of US companies with the return of the FTSE All-World USA Index. This index is widely regarded as the benchmark for UK pension fund investment in shares of companies in the US.
Benchmark
  • FTSE USA
Investment style
No data available.
Investment method
Indices
Fund manager
No data available.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich Aquila US Equity Index 16 ZP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price367.5
Offer price367.5
Mid price-
CurrencyGBX
Price updated21/03/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeZ249
Zurich Aquila US Equity Index 2
Initial charge-
Annual charge0.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1170.5
CurrencyGBX
Price updated21/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGMWH
Zurich Aquila US Equity Index CS1
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 price1556.3
CurrencyGBX
Price updated21/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code061H
Zurich Aquila US Equity Index EP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.01%
Bid price-
Offer price-
Mid price455.6
CurrencyGBX
Price updated21/03/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeES13
Zurich Aquila US Equity Index ZP
Initial charge-
Annual charge0.15%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.16%
Bid price-
Offer price-
Mid price411.3
CurrencyGBX
Price updated21/03/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeZL63
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

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.