Fact sheet: Zurich BlkRk Bal Gth Prl Pn

Fund information
Fund name
Zurich BlackRock Balanced Portfolio Pn EP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund managers
  • Andy Warwicksince 07/03/2011
Underlying fund
BlackRock Bal Growth Pfl
Fund objective
The Fund aims to achieve capital growth on your investment as well as the generation of some income, where market conditions allow. The Fund may invest in shares, fixed income securities, money-market instruments, funds and cash. The fixed income securities and moneymarket instruments will be issued by governments, government agencies, companies and supranationals. The Fund will invest in the full range of fixed income securities and moneymarket instruments which may include investments with a relatively low credit rating or which are unrated. Investment may be made globally in any and all economic sectors, although under normal market conditions, there will be an emphasis on the United Kingdom. The Fund can use derivatives as part of its investment strategy. This can increase the overall risk profile of the Fund.
Benchmark
  • No Specified Index
Investment style
Aggressive
Investment method
Equity, Fixed Interest
Quick stats
1 Year return
8.6%
1 Year rank in sector
695/796
Sector
PN Mixed Investment 40%-85% Shares
Yield
-
Fund size
£0m (£0m 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.
67
Top in this sector
Fund name1 Year
BlackRock LGIM Oseas Consn Idx Pn26.4%
Scot Eq Sequel Adventurous Pn23.9%
Scot Eq Sequel Adven Jrny Pn23.9%
Scot Eq Caerus Pfl DRP 4 Pn23.2%
FL My Ftr Advantage Gth Pn22.2%
...more in PN Mixed Investment 40%-85% Shares

Performance snapshot

Holdings snapshot

  • UK58.5%
    Money Market24.9%
    North America16.6%
    Europe12.6%
    International7.9%
  • No data available.
  • International Equities78.7%
    Global Fixed Interest20.7%
    Alternative Assets3.1%
    Money Market-2.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.6%1.4%9.3%8.6%19.8%48.7%
Sector0.1%-0.1%8.9%11.9%22.7%49.3%
Rank within sector40 / 913208 / 912478 / 894695 / 796512 / 692345 / 595
Quartile1st1st3rd4th3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund8.6%4.1%3%15%11.9%
Sector11.5%2.2%5.7%13.1%9.9%
Rank within sector676 / 800118 / 753605 / 692252 / 661108 / 596
Quartile4th1st4th2nd1st
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.
-1.33
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.
1.1
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.
0.25
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%.
8.4
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.
3.16
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.
-0.25
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.
0.86
Price movement
52 week high198.3
52 week low161.9
Current bid price-
Current offer price-
Current mid price196.2
Region
1UK58.46%
2Money Market24.86%
3North America16.63%
4Europe12.6%
5International7.85%
6Japan3.96%
7Global Emerging Markets1.73%
8Pacific ex-Japan0.91%
9Not Specified-27%
Industry sector
No data available.
Asset type
1International Equities78.69%
2Global Fixed Interest20.69%
3Alternative Assets3.05%
4Money Market-2.43%
Individual holdings
1BLACKROCK CORPORATE BOND A ACC13.44%
2BLACKROCK UK SMALLER COMPANIES A ACC7.4%
3BLACKROCK UK INDEX GBP7.24%
4CITI EMERGING LIFESTYLE TRENDS BASKET TOTAL RETURN SWAP5.04%
5NASDAQ 100 E-MINI JUN 164.87%
6S&P500 EMINI JUN 164.67%
7FTSE 100 INDEX JUN 164.45%
8BLACKROCK CONTINENTAL EUROPEAN A INC3.82%
9TOPIX INDEX JUN 163.03%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
The Fund aims to achieve capital growth on your investment as well as the generation of some income, where market conditions allow. The Fund may invest in shares, fixed income securities, money-market instruments, funds and cash. The fixed income securities and moneymarket instruments will be issued by governments, government agencies, companies and supranationals. The Fund will invest in the full range of fixed income securities and moneymarket instruments which may include investments with a relatively low credit rating or which are unrated. Investment may be made globally in any and all economic sectors, although under normal market conditions, there will be an emphasis on the United Kingdom. The Fund can use derivatives as part of its investment strategy. This can increase the overall risk profile of the Fund.
Benchmark
  • No Specified Index
Investment style
Aggressive
Investment method
Equity, Fixed Interest
Fund managers
NameSinceBiography
Andy Warwick07/03/2011Andy Warwick, CFA, Managing Director and portfolio manager, is a member of the Diversified Strategies team within BlackRock's Multi-Asset Strategies (MAS) group, which is responsible for developing, assembling and managing investment strategies involving multiple asset classes. Within Diversified Strategies he is lead portfolio manager for Dynamic Return Strategy (DRS) and a portfolio manager for Dynamic Diversified Growth (DDG). Mr Warwick also has responsibility for the management of a number of retail portfolios including the BGF Flexible Multi-Asset Fund and is also responsible for derivative implementation and structured product strategies for the team. Mr. Warwick's service with the firm dates back to 2005, including his years with Merrill Lynch Investment Managers (MLIM), which merged with BlackRock in 2006. Prior to MLIM he worked with Mako Global Derivatives and Dalton Strategic Partnership from 2002-2005. Mr Warwick initially worked for MLIM from 1993-2002 as a manager for MLIM's unit trusts before joining the quantitative and derivatives team as a portfolio manager and equity derivatives head trader in 1997. He was subsequently co-portfolio manager of MLIM's first hedge fund, the Mercury Equity Arbitrage Fund. Mr. Warwick earned a MSc in Finance from the University of Leicester in 2007.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich BlackRock Balanced Portfolio Pn AP
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 price189.6
CurrencyGBX
Price updated08/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeAH75
Zurich BlackRock Balanced Portfolio Pn EP
Initial charge-
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.76%
Bid price-
Offer price-
Mid price196.2
CurrencyGBX
Price updated08/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeEB65
Zurich BlackRock Balanced Portfolio 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 price155.6
Offer price155.6
Mid price-
CurrencyGBX
Price updated08/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeZ162
Data provided by

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