Fact sheet: Zurich Dmsnl UK CrEq Pn

Fund information
Fund name
Zurich Dimensional UK Core Equity Pn ZP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund manager
  • Dimensional Portfolio Management Teamsince 19/06/2006
Underlying fund
Dimensional UK Core Equity
Fund objective
The fund aims to maximise long-term total return. The fund mainly invests in shares of UK companies which are listed on the London Stock Exchange or traded on the UK over-the-counter market (financial markets where shares are bought and sold through dealer networks). 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
  • FTSE All-Share Index
Investment style
Value
Investment method
Shares
Quick stats
1 Year return
8.3%
1 Year rank in sector
248/843
Sector
PN UK All Companies
Yield
-
Fund size
£0m
Top in this sector
Fund name1 Year
Stan Life SLI UK Eq Rcvry Pn41.9%
Countrywide Equity Pn21.2%
OMW Schroder Recovery20.7%
Royal London Schroders Recovery Pn20.5%
Fidelity UBS UK Select Pn20%
...more in PN UK All Companies

Performance snapshot

Holdings snapshot

  • UK91.5%
    Jersey6.1%
    Ireland0.5%
    Bermuda0.4%
    Money Market0.4%
  • No data available.
  • UK Equities97.9%
    Irish Equities0.5%
    North American Equities0.4%
    Money Market0.4%
    Spanish Equities0.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-2.3%-0.8%9.6%8.3%--
Sector-1.2%-0.3%6.2%5.1%13.2%59.3%
Rank within sector671 / 865511 / 862175 / 861248 / 843--
Quartile4th3rd1st2nd
Calendar performance
 YTD - 20162015201420132012
Fund10.4%----
Sector5.6%4.4%0.6%24.2%15.4%
Rank within sector159 / 843----
Quartile1st
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 high592.7
52 week low452.2
Current bid price-
Current offer price-
Current mid price562.3
Region
1UK91.51%
2Jersey6.08%
3Ireland0.52%
4Bermuda0.41%
5Money Market0.4%
6Spain0.3%
7Isle of Man0.25%
8Switzerland0.23%
9Cayman Islands0.19%
Industry sector
No data available.
Asset type
1UK Equities97.88%
2Irish Equities0.52%
3North American Equities0.41%
4Money Market0.4%
5Spanish Equities0.3%
6Swiss Equities0.23%
7American Emerging Equities0.2%
8Luxembourg Equities0.02%
9Canadian Equities0.02%
Individual holdings
1HSBC HLDGS3.93%
2BP3.51%
3BRITISH AMERICAN TOBACCO3.49%
4GLAXOSMITHKLINE3.03%
5ROYAL DUTCH SHELL2.75%
6ASTRAZENECA PLC2.65%
7ROYAL DUTCH SHELL2.5%
8VODAFONE GROUP PLC2.4%
9DIAGEO2.07%
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 UK companies which are listed on the London Stock Exchange or traded on the UK over-the-counter market (financial markets where shares are bought and sold through dealer networks). 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
  • FTSE All-Share Index
Investment style
Value
Investment method
Shares
Fund manager
NameSinceBiography
Dimensional Portfolio Management Team19/06/2006
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich Dimensional UK 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 price557.8
Offer price557.8
Mid price-
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMUMS
Zurich Dimensional UK Core Equity Pn ZP
Initial charge-
Annual charge0.17%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price562.3
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMUMR
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.