Fact sheet: Zurich Deposit & Treasury Pn

Fund information
Fund name
Zurich Deposit & Treasury Pn ZP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund manager
No data available.
No data available.
Fund objective
The fund aims to provide stability of capital and a modest level of return through investment in bank deposits, such as time deposits and certificates of deposit, and Government debt instruments, such as Gilts and Treasury Bills, with less than 12 months to maturity.
Benchmark
  • ABI Mixed Investment 40%-85% Shares
Investment style
No data available.
Investment method
Deposits
Quick stats
1 Year return
0.3%
1 Year rank in sector
8/55
Sector
PN Deposit & Treasury
Yield
-
Fund size
£47m (£31m last year)
Top in this sector
Fund name1 Year
Aviva Reserve Pn0.6%
Aviva YP Deposit (CGU) Pn0.6%
Aviva Deposit Pn0.6%
FL GM Cash Pension0.6%
Pru Ex-DSF Cash Pn0.5%
...more in PN Deposit & Treasury

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0%0%0.1%0.3%0.9%1.7%
Sector-0%-0%-0%-0.1%-0.2%-0.4%
Rank within sector7 / 558 / 557 / 558 / 558 / 507 / 47
Quartile1st1st1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund0.3%0.3%0.3%0.3%0.5%
Sector-0.1%-0%-0.1%-0.2%-0%
Rank within sector8 / 559 / 548 / 509 / 498 / 48
Quartile1st1st1st1st1st
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.
0.34
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.
0.29
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.
-
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%.
0.04
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.
0.04
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.
10.12
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.
0.02
Price movement
52 week high510.3
52 week low508.8
Current bid price-
Current offer price-
Current mid price510.3
Region
1Money Market100%
Industry sector
1Certificates of Deposit65.6%
2Government Bonds28.7%
3Fixed Interest Deposit5.7%
Asset type
1Money Market100%
Individual holdings
1TREASURY 0% TSY BILL 17/10/16 GBP112.05%
2DEPOSIT A/C GBP8.36%
3TREASURY 0% TSY BILL 03/10/16 GBP17.89%
4TREASURY 0% TSY BILL 24/10/16 GBP16.57%
5ING BANK NV 0.52% CT OF DEP 26/10/16 GBP15.04%
6LLOYDS BANK PLC 0.35% CT OF DEP 13/12/16 GBP14.6%
7SUMITOMO MITSUI BANKING CP EUROPE 0.29% CT OF DEP 05/10/16 GBP14.38%
8CREDIT AGRICOLE INDOSUEZ 0.38% CT OF DEP 29/12/16 GBP14.16%
9MITSUBISHI TRUST & BANKING CORP 0.32% CT OF DEP 21/11/16 GBP14.16%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
The fund aims to provide stability of capital and a modest level of return through investment in bank deposits, such as time deposits and certificates of deposit, and Government debt instruments, such as Gilts and Treasury Bills, with less than 12 months to maturity.
Benchmark
  • ABI Mixed Investment 40%-85% Shares
Investment style
No data available.
Investment method
Deposits
Fund manager
No data available.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich Deposit & Treasury Pn CS1
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 price506.9
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG16W
Zurich Deposit & Treasury Pn CSW
Initial charge-
Annual charge0.05%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price500.3
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeND4X
Zurich Deposit & Treasury 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 price474.8
Offer price474.8
Mid price-
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN6U9
Zurich Deposit & Treasury Pn ZP
Initial charge-
Annual charge0.05%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.11%
Bid price-
Offer price-
Mid price510.3
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN6U8
Data provided by

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