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 20/06/2006
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
17.1%
1 Year rank in sector
189/858
Sector
PN UK All Companies
Yield
-
Fund size
£0m
Top in this sector
Fund name1 Year
FL Old Mutual UK Mid Cap Pn32.3%
OMW Old Mutual Equity 131.9%
Stan Life SLI UK Eq Rcvry Pn31.9%
SIP Old Mut UK Mcap Pn31.8%
FL O M UK MC EP31.5%
...more in PN UK All Companies

Performance snapshot

Holdings snapshot

  • UK90.4%
    Jersey6.5%
    Money Market0.7%
    Ireland0.6%
    Bermuda0.4%
  • Financials17.9%
    Industrials14.2%
    Consumer Staples14.1%
    Consumer Discretionary12.8%
    Energy9.9%
  • UK Equities97.3%
    Money Market0.7%
    Irish Equities0.6%
    North American Equities0.4%
    Spanish Equities0.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-2.2%1.9%5.1%17.1%--
Sector-1.5%2.3%5.5%14.2%21.6%57.9%
Rank within sector522 / 880424 / 877358 / 873189 / 858--
Quartile3rd2nd2nd1st
Calendar performance
 YTD - 20172016201520142013
Fund3.4%16.2%---
Sector3.4%10.2%4.4%0.6%24.2%
Rank within sector335 / 875123 / 851---
Quartile2nd1st
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 high628.7
52 week low493.1
Current bid price-
Current offer price-
Current mid price612.2
Region
1UK90.35%
2Jersey6.5%
3Money Market0.73%
4Ireland0.57%
5Bermuda0.42%
6Spain0.39%
7Isle of Man0.37%
8Cayman Islands0.24%
9Switzerland0.24%
Industry sector
1Financials17.92%
2Industrials14.23%
3Consumer Staples14.08%
4Consumer Discretionary12.81%
5Energy9.91%
6Health Care8.65%
7Materials8.21%
8Utilities4.54%
9Telecommunications Utilities4.19%
Asset type
1UK Equities97.27%
2Money Market0.73%
3Irish Equities0.57%
4North American Equities0.42%
5Spanish Equities0.39%
6American Emerging Equities0.26%
7Swiss Equities0.24%
8French Equities0.05%
9Luxembourg Equities0.04%
Individual holdings
1HSBC HLDGS4.18%
2BRITISH AMERICAN TOBACCO3.4%
3BP3.36%
4GLAXOSMITHKLINE2.89%
5ROYAL DUTCH SHELL2.72%
6ASTRAZENECA PLC2.37%
7ROYAL DUTCH SHELL2.35%
8VODAFONE GROUP PLC2.08%
9DIAGEO2.02%
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 Team20/06/2006
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 price605.5
Offer price605.5
Mid price-
CurrencyGBX
Price updated20/04/2017
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)0.25%
Bid price-
Offer price-
Mid price612.2
CurrencyGBX
Price updated20/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMUMR
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.