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
1.7%
1 Year rank in sector
127/132
Sector
PN Global Fixed Interest
Yield
-
Fund size
£0m
Top in this sector
Fund name1 Year
FL GM Overseas Bond Pension30.7%
OMW M&G Glbl Government Bond29.4%
Pru Intnl Bd Pn27.3%
M&G PP International Bond Pn27%
AEGON Overseas Bond Pn26.3%
...more in PN Global Fixed Interest

Performance snapshot

Holdings snapshot

  • USA30%
    Canada12.4%
    UK11.5%
    Australia9.2%
    Sweden7.1%
  • No data available.
  • US Corporate Fixed Interest28.2%
    Canadian Fixed Interest12.4%
    UK Fixed Interest11.5%
    Australian Fixed Interest8.7%
    Swedish Fixed Interest7.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.1%-1.4%-0.2%1.7%--
Sector-4%-2.3%6.7%13%17.7%20.3%
Rank within sector23 / 14448 / 142135 / 141127 / 132--
Quartile1st2nd4th4th
Calendar performance
 YTD - 20162015201420132012
Fund2.1%----
Sector12.6%-0.3%6.1%-3.6%3%
Rank within sector127 / 132----
Quartile4th
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 low499
Current bid price-
Current offer price-
Current mid price510
Region
1USA29.98%
2Canada12.38%
3UK11.48%
4Australia9.19%
5Sweden7.05%
6France6.56%
7Netherlands5.99%
8Germany4.63%
9International4.09%
Industry sector
No data available.
Asset type
1US Corporate Fixed Interest28.19%
2Canadian Fixed Interest12.38%
3UK Fixed Interest11.48%
4Australian Fixed Interest8.67%
5Swedish Fixed Interest7.05%
6Dutch Fixed Interest5.58%
7French Fixed Interest5.48%
8German Fixed Interest4.39%
9Supranational Fixed Interest4.09%
Individual holdings
1TREASURY 2% GILT 22/07/20 GBP0.017.22%
2TREASURY 1.5 GILT 22/01/21 GBP0.013.91%
3GE CAPITAL INTERNATIONAL FUNDING CO 2.342% MTN 15/11/20 USD10002.97%
4CISCO SYSTEMS INC 2.45% BDS 15/06/20 USD20002.64%
5AUSTRALIA & NEW ZEALAND BANKING GRP 2.25% NTS 13/06/19 USD10002.33%
6PFIZER INC 2.1% BDS 15/05/19 USD20002.01%
7SHELL INTERNATIONAL FINANCE BV 2.125% BDS 11/05/20 USD10001.88%
8SVENSKA HANDELSBANKEN 2.25% BDS 17/06/19 USD2500001.72%
9EXXON MOBIL CORP 1.912% NTS 06/03/20 USD10001.7%
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 price505.9
Offer price505.9
Mid price-
CurrencyGBX
Price updated01/12/2016
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)-
Bid price-
Offer price-
Mid price510
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMUMN
Data provided by

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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.