Fact sheet: Zurich Dmsnl EmgMktsCrEq Pn

Fund information
Fund name
Zurich Dimensional Emerging Markets Core Equity Pn ZP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund manager
  • Dimensional Portfolio Management Teamsince 01/01/2008
Underlying fund
Dimensional Emerging Mkts Cr Eq
Fund objective
The fund aims to maximise long-term total return. The fund invests in shares of companies which derive a significant proportion of their business from emerging markets countries and which are listed on the principal stock exchanges of selected emerging markets countries. The fund may also invest in shares or depositary receipts of companies that derive 50% or more of their revenues or profits from emerging markets countries or that have at least 50% of their assets in emerging markets countries. The fund may also invest in shares or depositary receipts of companies where the majority of their business is conducted in emerging markets countries and which are traded on developed markets. Depositary receipts are financial certificates representing shares of companies which are bought and sold globally. The fund has a general exposure to the market with a tilt towards shares of smaller-sized companies and value companies. Value companies are defined as companies where, at the time of purchase, the share’s price is low compared to the accounting value of the company. The fund may use derivatives to manage risk, reduce costs or improve returns.
Benchmark
  • MSCI EM Net
Investment style
Value
Investment method
Shares
Quick stats
1 Year return
49.3%
1 Year rank in sector
142/266
Sector
PN Global Emerging Markets
Yield
-
Fund size
£0m
Top in this sector
Fund name1 Year
AXA Wealth Aber LatAm Eq Pn78.5%
OMW IPL IFDSHdsnRwFTSERAFIEMPn78.4%
OMW BlackRock Lat Am Inv Tst69.3%
LV= Threadneedle Latin American Pn65.7%
Zurich Threadneedle Am Pn65.4%
...more in PN Global Emerging Markets

Performance snapshot

Holdings snapshot

  • Korea15.8%
    Taiwan15.1%
    India11.9%
    Brazil8.7%
    South Africa7.8%
  • Financials23.9%
    Information Technology18.3%
    Consumer Discretionary11.5%
    Materials9.5%
    Industrials9%
  • South Korean Equities15.8%
    Taiwanese Equities15.1%
    Indian Equities11.9%
    Brazilian Equities8.7%
    South African Equities7.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund4.7%12.2%9.1%49.3%--
Sector4.1%10.5%8.7%46.9%41.3%28.5%
Rank within sector79 / 27174 / 274136 / 271142 / 266--
Quartile2nd2nd3rd3rd
Calendar performance
 YTD - 20172016201520142013
Fund8.5%34.6%---
Sector7.2%31.9%-8.5%3%-3.4%
Rank within sector80 / 271111 / 265---
Quartile2nd2nd
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high736.9
52 week low503.4
Current bid price-
Current offer price-
Current mid price735.5
Region
1Korea15.83%
2Taiwan15.07%
3India11.91%
4Brazil8.69%
5South Africa7.83%
6China5.94%
7Cayman Islands5.91%
8Mexico4.25%
9Hong Kong3.44%
Industry sector
1Financials23.88%
2Information Technology18.3%
3Consumer Discretionary11.49%
4Materials9.49%
5Industrials9.01%
6Consumer Staples8.65%
7Energy6.18%
8Telecommunications Utilities4.54%
9Utilities4.01%
Asset type
1South Korean Equities15.83%
2Taiwanese Equities15.07%
3Indian Equities11.91%
4Brazilian Equities8.69%
5South African Equities7.83%
6American Emerging Equities6.5%
7Chinese Equities5.94%
8Mexican Equities4.25%
9Hong Kong Equities3.44%
Individual holdings
1SAMSUNG ELECTRONICS CO2.48%
2TAIWAN SEMICONDUCTOR MANUFACTURING2.25%
3TENCENT HLDGS LTD1.4%
4CHINA CONSTRUCTION BANK0.96%
5SAMSUNG ELECTRONICS CO GDR EACH REP 1/2 KRW5000(REG`S`/144A)0.79%
6HON HAI PRECISION INDUSTRY0.76%
7ITAU UNIBANCO HLDG SA0.7%
8ALIBABA GROUP HLDG LTD0.68%
9CHINA MOBILE LTD0.65%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
The fund aims to maximise long-term total return. The fund invests in shares of companies which derive a significant proportion of their business from emerging markets countries and which are listed on the principal stock exchanges of selected emerging markets countries. The fund may also invest in shares or depositary receipts of companies that derive 50% or more of their revenues or profits from emerging markets countries or that have at least 50% of their assets in emerging markets countries. The fund may also invest in shares or depositary receipts of companies where the majority of their business is conducted in emerging markets countries and which are traded on developed markets. Depositary receipts are financial certificates representing shares of companies which are bought and sold globally. The fund has a general exposure to the market with a tilt towards shares of smaller-sized companies and value companies. Value companies are defined as companies where, at the time of purchase, the share’s price is low compared to the accounting value of the company. The fund may use derivatives to manage risk, reduce costs or improve returns.
Benchmark
  • MSCI EM Net
Investment style
Value
Investment method
Shares
Fund manager
NameSinceBiography
Dimensional Portfolio Management Team01/01/2008
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich Dimensional Emerging Markets Core Equity 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 price728.3
Offer price728.3
Mid price-
CurrencyGBX
Price updated20/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMUMM
Zurich Dimensional Emerging Markets Core Equity Pn ZP
Initial charge-
Annual charge0.55%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.69%
Bid price-
Offer price-
Mid price735.5
CurrencyGBX
Price updated20/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMUML
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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.