Fact sheet: Zurich Gilt Edged Capital 3/4 AP

Fund information
Fund name
Zurich Gilt Edged Capital 3/4 AP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund manager
No data available.
No data available.
Fund objective
To achieve long term capital growth by investing primarily in Government securities (giltedged stocks) which offer a guaranteed income and a guaranteed capital value on maturity, but fluctuate from time to time as economic conditions change.
Benchmark
  • ABI Asia Pac ex Jap
Investment style
No data available.
Investment method
Fixed Interest
Quick stats
1 Year return
4.6%
1 Year rank in sector
165/177
Sector
PN UK Gilts
Yield
-
Fund size
£72m (£72m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
56
Bid price
888.2
Offer price
934.9
Top in this sector
Fund name1 Year
SSgA MPF Idx Lk Gilts >5yrs Net Pn28.5%
SSgA MPF UK Over 15 Conv Glt Idx Pn16.4%
SSgA MPF >15 Yr Conv Gilt Net Pn16.3%
BlackRock DC AqOv 15 Y Glt Idx HP16.1%
AXA Wealth Teams Act UK Lg Glts Pn16%
...more in PN UK Gilts

Performance snapshot

Holdings snapshot

  • UK92.5%
    Europe5.9%
    International1.6%
  • Government Bonds94.6%
    Corporate Bonds5.4%
  • UK Fixed Interest92.5%
    European Fixed Interest5.9%
    Global Fixed Interest1.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.4%3%-0.9%4.6%11.1%5.3%
Sector1.4%3.7%0.4%8%22.9%25.7%
Rank within sector64 / 182124 / 180170 / 180165 / 177162 / 172153 / 161
Quartile2nd3rd4th4th4th4th
Calendar performance
 YTD - 20172016201520142013
Fund1%6.4%-3.5%8.8%-8.1%
Sector1.9%9.9%-0.3%13.3%-4.8%
Rank within sector168 / 180165 / 177167 / 175159 / 170160 / 166
Quartile4th4th4th4th4th
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.
-3.47
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.
1.01
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%.
7.6
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.
0.55
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.
-6.15
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.
0.99
Price movement
52 week high951.6
52 week low842.9
Current bid price888.2
Current offer price934.9
Current mid price-
Region
1UK92.5%
2Europe5.9%
3International1.6%
Industry sector
1Government Bonds94.6%
2Corporate Bonds5.4%
Asset type
1UK Fixed Interest92.5%
2European Fixed Interest5.9%
3Global Fixed Interest1.6%
Individual holdings
1TREASURY 1.5% GILT 22/01/2021 GBP0.019.82%
2TREASURY 1% GILT 07/09/17 GBP WI APR7.66%
3TREASURY 3.5% GILT 22/01/45 GBP6.89%
4TREASURY 2% GILT 07/09/25 GBP0.016.87%
5UK TREASURY STRIP 4.5% TREASURY STRIP 07/9/34 PRINCIPAL6.43%
6TREASURY 1.75% GILT 07/09/22 GBP0.015.79%
7TREASURY 3.25% GILT 22/01/44 GBP0.015.68%
8TREASURY 4.75% GILT 07/12/30 GBP5.07%
9TREASURY 4.25% GILT 07/03/36 GBP0.014.83%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
To achieve long term capital growth by investing primarily in Government securities (giltedged stocks) which offer a guaranteed income and a guaranteed capital value on maturity, but fluctuate from time to time as economic conditions change.
Benchmark
  • ABI Asia Pac ex Jap
Investment style
No data available.
Investment method
Fixed Interest
Fund manager
No data available.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich Gilt Edged Capital 3/4 AP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)4.32%
Bid price888.2
Offer price934.9
Mid price-
CurrencyGBX
Price updated24/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMK9O
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.