Fact sheet: Zurich Dmsnl GbShtDtdBd Pn

Fund information
Fund name
Zurich Dimensional Global Short-Dated Bond Pn ZP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund manager
  • Dimensional Portfolio Management Teamsince 01/01/2008
Underlying fund
Dimensional Gbl Sht Dtd Bd
Fund objective
The fund seeks to maximise current income while preserving capital. Income is not distributed and is accumulated into the value of your investment. The fund invests in high quality debt securities such as bonds and money market instruments with a maturity of five years or less. This debt is issued by governments, other public bodies and companies in developed countries. The fund may purchase debt in currencies other than sterling and, where it does so, will use financial contracts or instruments to manage its exposure to these currencies. The fund may use derivatives to manage risk, reduce costs or improve returns.
Benchmark
  • Citigroup World Govt. Bond Index 1-5 Yr. Currency Hedged GBP Index
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
1.2%
1 Year rank in sector
125/131
Sector
PN Global Fixed Interest
Yield
-
Fund size
£0m
Top in this sector
Fund name1 Year
Baillie Gifford Emerg Mrkts Bd Pn29.6%
Scot Eq AegonIntcEgMtsLclCrDtPn24.7%
Scot Eq Broker AMR Managed Pn22.3%
OMW M&G Glbl Government Bond20.3%
RLPPC Enhanced IL Pn20.2%
...more in PN Global Fixed Interest

Performance snapshot

Holdings snapshot

  • USA29.9%
    Canada14%
    UK8.8%
    Australia8.7%
    Sweden7.8%
  • No data available.
  • US Corporate Fixed Interest27.5%
    Canadian Fixed Interest13.7%
    UK Fixed Interest8.8%
    Australian Fixed Interest8.2%
    Swedish Fixed Interest7.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.4%0.3%-1.2%1.2%--
Sector0.3%0.8%-1.5%9.7%20%19.4%
Rank within sector41 / 14362 / 14342 / 139125 / 131--
Quartile2nd2nd2nd4th
Calendar performance
 YTD - 20172016201520142013
Fund0.4%2.1%---
Sector0%14.1%-0.3%6.1%-3.6%
Rank within sector31 / 143125 / 129---
Quartile1st4th
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 high519
52 week low504.2
Current bid price-
Current offer price-
Current mid price512
Region
1USA29.94%
2Canada13.97%
3UK8.77%
4Australia8.7%
5Sweden7.77%
6France6.39%
7Netherlands5.68%
8Germany5.08%
9International4.32%
Industry sector
No data available.
Asset type
1US Corporate Fixed Interest27.51%
2Canadian Fixed Interest13.68%
3UK Fixed Interest8.77%
4Australian Fixed Interest8.17%
5Swedish Fixed Interest7.77%
6French Fixed Interest5.31%
7Dutch Fixed Interest5.26%
8German Fixed Interest4.84%
9Supranational Fixed Interest4.32%
Individual holdings
1TREASURY 2% GILT 22/07/20 GBP0.015.67%
2TREASURY 1.5 GILT 22/01/21 GBP0.012.77%
3CISCO SYSTEMS INC 2.45% BDS 15/06/20 USD20002.63%
4GE CAPITAL INTERNATIONAL FUNDING CO 2.342% MTN 15/11/20 USD10002.59%
5AUSTRALIA & NEW ZEALAND BANKING GRP 2.25% NTS 13/06/19 USD10002.22%
6SHELL INTERNATIONAL FINANCE BV 2.125% BDS 11/05/20 USD10001.88%
7SVENSKA HANDELSBANKEN 2.25% BDS 17/06/19 USD2500001.73%
8EXXON MOBIL CORP 1.912% NTS 06/03/20 USD10001.72%
9ALBERTA(PROVINCE OF) 1.75% NTS 26/08/20 USD150000 144A1.67%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
The fund seeks to maximise current income while preserving capital. Income is not distributed and is accumulated into the value of your investment. The fund invests in high quality debt securities such as bonds and money market instruments with a maturity of five years or less. This debt is issued by governments, other public bodies and companies in developed countries. The fund may purchase debt in currencies other than sterling and, where it does so, will use financial contracts or instruments to manage its exposure to these currencies. The fund may use derivatives to manage risk, reduce costs or improve returns.
Benchmark
  • Citigroup World Govt. Bond Index 1-5 Yr. Currency Hedged GBP Index
Investment style
None
Investment method
Fixed Interest
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 Global Short-Dated Bond 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 price507
Offer price507
Mid price-
CurrencyGBX
Price updated23/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMUMO
Zurich Dimensional Global Short-Dated Bond Pn ZP
Initial charge-
Annual charge0.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.3%
Bid price-
Offer price-
Mid price512
CurrencyGBX
Price updated23/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMUMN
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.