Fact sheet: Zurich BR UK Gi All St Tr Pn

Fund information
Fund name
Zurich BlackRock UK Gilts All Stocks Tracker Pn ZP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund manager
  • Panayotis Ferendinossince 23/02/2010
Underlying fund
BlackRock UK Glt AlStTrk
Fund objective
The underlying fund aims to achieve a total return by tracking closely the performance of the FTSE Actuaries UK Gilts All Stocks Tracker Index by investing in fixed-income securities contained in that index.
Benchmark
  • FTSE Actuaries UK Conventional Gilts All Stocks (Midday) Index
Investment style
Passive/Tracking
Investment method
None
Quick stats
1 Year return
6.3%
1 Year rank in sector
62/178
Sector
PN UK Gilts
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.
49
Top in this sector
Fund name1 Year
SSgA MPF Idx Lk Gilts >5yrs Net Pn20.8%
FL TMLgGltTra EP13.4%
AXA Wealth Teams Act UK Lg Glts Pn13.3%
AEGON UK Long Gilt Pn12.2%
Stan Life VanUK Long DurGtIdx Pn11.8%
...more in PN UK Gilts

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.8%-6.8%1.1%6.3%22.2%-
Sector-1.8%-6.9%1.2%6.3%21.3%21.3%
Rank within sector122 / 17984 / 17859 / 17862 / 17838 / 170-
Quartile3rd2nd2nd2nd1st
Calendar performance
 YTD - 20162015201420132012
Fund7.8%0.3%13.7%-4.5%-
Sector8%-0.3%13.3%-4.8%2.3%
Rank within sector66 / 17852 / 17524 / 17048 / 165-
Quartile2nd2nd1st2nd
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.
0.49
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
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.
0.46
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%.
7.33
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.
0.75
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.
0.64
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.
0.99
Price movement
52 week high624
52 week low534
Current bid price-
Current offer price-
Current mid price576.2
Region
1UK99.52%
2Money Market0.48%
Industry sector
1Government Bonds99.52%
2Money Market0.48%
Asset type
1UK Gilts99.52%
2Money Market0.48%
Individual holdings
1TREASURY 1.25% GILT 22/7/18 GBP0.014.16%
2TREASURY 4.75% GILT 07/12/30 GBP3.56%
3TREASURY 2% GILT 22/07/20 GBP0.013.48%
4TREASURY 4.25% GILT 07/06/2032 GBP0.013.44%
5TREASURY 5% GILT 20253.28%
6TREASURY 4.25% GILT 07/12/55 GBP0.013.22%
7TREASURY 4.5% GILT 7/9/2034 GBP0.013.11%
8TREASURY 4% GILT 07/03/22 GBP0.013.06%
9TREASURY 4.25% GILT 07/03/36 GBP0.013.01%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
The underlying fund aims to achieve a total return by tracking closely the performance of the FTSE Actuaries UK Gilts All Stocks Tracker Index by investing in fixed-income securities contained in that index.
Benchmark
  • FTSE Actuaries UK Conventional Gilts All Stocks (Midday) Index
Investment style
Passive/Tracking
Investment method
None
Fund manager
NameSinceBiography
Panayotis Ferendinos23/02/2010Panayotis (Panos) Ferendinos, CFA, Vice President, is a member of the European & Non-Dollar Fixed Income Group within BlackRock Fundamental Fixed Income. He is a portfolio manager for Sterling portfolios.Mr. Ferendinos' service with the firm dates back to 1999, including his years with Merrill Lynch Investment Managers (MLIM), which merged with BlackRock in 2006. At MLIM, Mr. Ferendinos specialized in macroeconomic research and analysis for the sterling investment team. He also worked within the dealer support, static data, and valuation teams. Prior to joining MLIM, Mr. Ferendinos worked for an Italian fixed income broker.Mr. Ferendinos earned a BA degree in law, English & psychology from the University of Natal Durban in 1992, and a BA degree, with honours, in English literature from the University of South Africa in 1993.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich BlackRock UK Gilts All Stocks Tracker 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 price557.2
Offer price557.2
Mid price-
CurrencyGBX
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG5DR
Zurich BlackRock UK Gilts All Stocks Tracker Pn ZP
Initial charge-
Annual charge0.15%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.17%
Bid price-
Offer price-
Mid price576.2
CurrencyGBX
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG3LM
Data provided by

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