Fact sheet: Zurich Gilt & Fixed Int Pn

Fund information
Fund name
Zurich Gilt & Fixed Interest Pn AP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund manager
No data available.
No data available.
Fund objective
The fund invests in gilts and other fixed interest securities, such as bank and building society deposits. It offers a high degree of security. The fund is managed by Threadneedle Asset Management.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
3.8%
1 Year rank in sector
161/175
Sector
PN Sterling Fixed Interest
Yield
-
Fund size
£4m (£4m 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.
27
Top in this sector
Fund name1 Year
OMW IPL F&C Real Dynamic LDI Pn41.3%
OMW IPL F&C Sht Pr Rl Dn LDI Pn39.5%
OMW IPL F&C Nominal Dyn LDI Pn33%
OMW IPL LGIM 2055IdxLkdGltPn26.3%
OMW IPL LGIMOvr15Yr I LGltPn23.6%
...more in PN Sterling Fixed Interest

Performance snapshot

Holdings snapshot

  • UK68.5%
    Money Market30.7%
    International0.8%
  • Government Bonds62.2%
    Certificates of Deposit27.4%
    Corporate Bonds7.1%
    Fixed Interest Deposit3.3%
  • UK Fixed Interest65.7%
    Money Market30.7%
    UK Equities2.8%
    Global Fixed Interest0.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.7%-3.5%0.9%3.8%12.7%15.5%
Sector-2%-6.4%4.4%9.6%24.2%34%
Rank within sector16 / 17828 / 179154 / 177161 / 175134 / 142120 / 127
Quartile1st1st4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund4.3%0.7%7.6%-1.9%2.8%
Sector10.8%-1.2%13.9%-1.7%6.6%
Rank within sector159 / 17524 / 153133 / 14254 / 136102 / 127
Quartile4th1st4th2nd4th
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.
0.45
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.
0.49
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.
0.13
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%.
3.76
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.
3.88
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.
-0.78
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.
0.91
Price movement
52 week high172.6
52 week low159
Current bid price-
Current offer price-
Current mid price165.8
Region
1UK68.5%
2Money Market30.7%
3International0.8%
Industry sector
1Government Bonds62.2%
2Certificates of Deposit27.4%
3Corporate Bonds7.1%
4Fixed Interest Deposit3.3%
Asset type
1UK Fixed Interest65.7%
2Money Market30.7%
3UK Equities2.8%
4Global Fixed Interest0.8%
Individual holdings
1TREASURY 0% TSY BILL 17/10/16 GBP14.95%
2TREASURY 0% TSY BILL 10/10/16 GBP14.85%
3TREASURY 1% GILT 07/09/17 GBP0.013.76%
4TREASURY 3.5% GILT 22/01/45 GBP3.65%
5DEPOSIT A/C GBP3.62%
6TREASURY 4.75% GILT 07/12/30 GBP3.27%
7TREASURY 3.25% GILT 22/01/44 GBP0.013%
8TREASURY 1.75% GILT 22/01/17 GBP0.012.92%
9TREASURY 1.5 GILT 22/01/21 GBP0.012.68%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
The fund invests in gilts and other fixed interest securities, such as bank and building society deposits. It offers a high degree of security. The fund is managed by Threadneedle Asset Management.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Fund manager
No data available.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich Gilt & Fixed Interest Pn AP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.01%
Bid price-
Offer price-
Mid price165.8
CurrencyGBX
Price updated06/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeA804
Zurich Gilt & Fixed Interest 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 price146.3
Offer price146.3
Mid price-
CurrencyGBX
Price updated06/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeZ156
Data provided by

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