Fact sheet: Zurich Dmsnl Intl Cre Eq Pn

Fund information
Fund name
Zurich Dimensional International Core Equity Pn ZP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund manager
  • Dimensional Portfolio Management Teamsince 23/09/2007
Underlying fund
Dimensional Intl Core Equity
Fund objective
The fund aims to maximise long-term total return. The fund mainly invests in shares of companies which are either established in, or derive a majority of their revenue from, developed countries (excluding the UK). 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 World ex UK Index (Net)
Investment style
Value
Investment method
Shares
Quick stats
1 Year return
35.1%
1 Year rank in sector
175/997
Sector
PN Global Equities
Yield
-
Fund size
£0m
Top in this sector
Fund name1 Year
Aegon Hend GlblTecPn46.2%
FL Baillie Giff LT Gbl Gth Pn41.4%
MGM Global Index Tracker Pn41.3%
FL Baillie Gifford Intl Pn40.7%
Baillie Gifford Lng Tm Gbl Gth Pn40%
...more in PN Global Equities

Performance snapshot

Holdings snapshot

  • USA52.2%
    Japan12.8%
    Canada5.1%
    Germany4.1%
    France4%
  • Financials17%
    Consumer Discretionary14.4%
    Industrials13.8%
    Information Technology13.1%
    Health Care10%
  • US Equities52.1%
    Japanese Equities12.8%
    Canadian Equities5.1%
    German Equities4.1%
    French Equities4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1%5%14.9%35.1%--
Sector2.2%6.5%12.3%29.1%45.1%77.9%
Rank within sector992 / 1052878 / 1037206 / 1024175 / 997--
Quartile4th4th1st1st
Calendar performance
 YTD - 20172016201520142013
Fund4.7%32.6%---
Sector5.8%22.4%3.7%7.8%21.4%
Rank within sector870 / 103738 / 958---
Quartile4th1st
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.
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Price movement
52 week high729.3
52 week low520
Current bid price-
Current offer price-
Current mid price718.8
Region
1USA52.15%
2Japan12.79%
3Canada5.08%
4Germany4.14%
5France3.97%
6Switzerland3.8%
7Australia3.62%
8Netherlands1.57%
9Sweden1.49%
Industry sector
1Financials17%
2Consumer Discretionary14.38%
3Industrials13.84%
4Information Technology13.1%
5Health Care9.95%
6Consumer Staples8.2%
7Materials6.99%
8Energy5.7%
9Property Shares3.95%
Asset type
1US Equities52.15%
2Japanese Equities12.79%
3Canadian Equities5.08%
4German Equities4.14%
5French Equities3.97%
6Swiss Equities3.8%
7Australian Equities3.62%
8Dutch Equities1.57%
9Swedish Equities1.49%
Individual holdings
1APPLE INC1.53%
2MICROSOFT CORP0.87%
3AT&T INC0.78%
4WELLS FARGO & CO0.62%
5AMAZON.COM INC0.59%
6JPMORGAN CHASE & CO0.59%
7NESTLE SA0.59%
8BERKSHIRE HATHAWAY INC0.57%
9TOYOTA MOTOR CORP0.57%
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 mainly invests in shares of companies which are either established in, or derive a majority of their revenue from, developed countries (excluding the UK). 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 World ex UK Index (Net)
Investment style
Value
Investment method
Shares
Fund manager
NameSinceBiography
Dimensional Portfolio Management Team23/09/2007
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich Dimensional International 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 price711.4
Offer price711.4
Mid price-
CurrencyGBX
Price updated21/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMUMQ
Zurich Dimensional International Core Equity Pn ZP
Initial charge-
Annual charge0.27%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.36%
Bid price-
Offer price-
Mid price718.8
CurrencyGBX
Price updated21/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMUMP
Data provided by

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