Fact sheet: Zurich Ethical

Fund information
Fund name
Zurich Ethical ZP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund manager
No data available.
No data available.
Fund objective
The fund aims to track the total return of the FTSE4Good Global Equity Index to within +/- 0.5% per annum for two years in three.
Benchmark
  • FTSE4 Good Global
Investment style
None
Investment method
Shares
Quick stats
1 Year return
31.6%
1 Year rank in sector
261/997
Sector
PN Global Equities
Yield
-
Fund size
£0m
Top in this sector
Fund name1 Year
Aegon Hend GlblTecPn42.5%
MGM Global Index Tracker Pn40.1%
FL Baillie Giff LT Gbl Gth Pn39.9%
FL Baillie Gifford Intl Pn39.4%
FL Baillie GiffordIntlXE/IE Pn38.6%
...more in PN Global Equities

Performance snapshot

Holdings snapshot

  • USA48.7%
    UK10%
    Japan8.1%
    France5.2%
    Switzerland5%
  • Financials24.8%
    Technology15.1%
    Health Care13.7%
    Consumer Goods12.2%
    Consumer Services9.6%
  • No data available.

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.2%4.5%12.8%31.6%--
Sector1.1%5.5%10.6%27.3%43.8%76.8%
Rank within sector833 / 1052780 / 1037206 / 1024261 / 997--
Quartile4th4th1st2nd
Calendar performance
 YTD - 20172016201520142013
Fund4.4%28%---
Sector4.8%22.4%3.7%7.8%21.4%
Rank within sector645 / 1037223 / 958---
Quartile3rd1st
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 high711.7
52 week low511.4
Current bid price-
Current offer price-
Current mid price690.9
Region
1USA48.7%
2UK10%
3Japan8.1%
4France5.2%
5Switzerland5%
6Germany4.5%
7Australia4.1%
8Canada3.6%
9Netherlands2%
Industry sector
1Financials24.8%
2Technology15.1%
3Health Care13.7%
4Consumer Goods12.2%
5Consumer Services9.6%
6Industrials8.9%
7Telecommunications5.1%
8Basic Materials4.9%
9Oil & Gas4.1%
Asset type
No data available.
Individual holdings
1APPLE INC3.2%
2MICROSOFT CORP2.5%
3ALPHABET INC2.4%
4JOHNSON & JOHNSON1.7%
5WELLS FARGO & CO1.5%
6AT&T INC1.4%
7BANK OF AMERICA CORP1.2%
8NESTLE SA1.2%
9PROCTER & GAMBLE CO1.2%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
The fund aims to track the total return of the FTSE4Good Global Equity Index to within +/- 0.5% per annum for two years in three.
Benchmark
  • FTSE4 Good Global
Investment style
None
Investment method
Shares
Fund manager
No data available.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich Ethical CS1
Initial charge-
Annual charge0.25%
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 price1052.4
CurrencyGBX
Price updated22/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0OEX
Zurich Ethical ZP
Initial charge-
Annual charge0.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price690.9
CurrencyGBX
Price updated22/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMWPJ
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.