Fact sheet: Zurich JPM Global Eq Inc Pn

Fund information
Fund name
Zurich JPM Global Equity Income Pn ZP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund managers
  • James Davidsonsince 01/11/2013
  • Gerd Woort Menkersince 07/02/2007
Underlying fund
JPM Gbl Eq Inc
Fund objective
To provide a portfolio designed to achieve high and rising income by investing globally, primarily in equities, in any economic sector whilst participating in long term capital growth.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
6.7%
1 Year rank in sector
924/961
Sector
PN Global Equities
Yield
-
Fund size
£0m (£0m 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.
77
Top in this sector
Fund name1 Year
RLP Dimensional Gbl Targeted Val Pn32.3%
Aviva M&G Global Div Pn32.1%
LV= M&G Global Div Pn31.9%
OMW IPL M&G Global Dividend Pn31.8%
Stan Life M&G Global Dividend Pn31.8%
...more in PN Global Equities

Performance snapshot

Holdings snapshot

  • North America51.1%
    Europe & Middle East19.4%
    UK15.8%
    Global Emerging Markets9.2%
    Japan2%
  • Financials20%
    Consumer Discretionary19.7%
    Information Technology11.4%
    Health Care10.6%
    Materials8.2%
  • North American Equities51.1%
    International Equities19.4%
    UK Equities15.8%
    Global Emerging Market Equities9.2%
    Japanese Equities2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund5.1%0.6%6.3%6.7%23.5%67.9%
Sector0%1.4%13.3%17.3%33.2%74%
Rank within sector10 / 1039655 / 1035967 / 1025924 / 961711 / 849522 / 751
Quartile1st3rd4th4th4th3rd
Calendar performance
 YTD - 20162015201420132012
Fund5.5%4.1%8.6%24.6%12.5%
Sector16.4%3.7%7.8%21.4%11.2%
Rank within sector940 / 963439 / 921312 / 849240 / 820324 / 752
Quartile4th2nd2nd2nd2nd
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.
-0.96
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.
0.78
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.
0.31
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%.
10.07
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.
6.54
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.
-0.48
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.
0.61
Price movement
52 week high152.6
52 week low127.5
Current bid price-
Current offer price-
Current mid price152.3
Region
1North America51.1%
2Europe & Middle East19.4%
3UK15.8%
4Global Emerging Markets9.2%
5Japan2%
6Money Market1.5%
7Pacific ex-Japan1%
Industry sector
1Financials20%
2Consumer Discretionary19.7%
3Information Technology11.4%
4Health Care10.6%
5Materials8.2%
6Energy5.8%
7Consumer Staples5.7%
8Industrials5.6%
9Telecommunications Utilities5.2%
Asset type
1North American Equities51.1%
2International Equities19.4%
3UK Equities15.8%
4Global Emerging Market Equities9.2%
5Japanese Equities2%
6Money Market1.5%
7Asia Pacific ex Japan Equities1%
Individual holdings
1COMCAST CORP(NEW)4.1%
2EXXON MOBIL CORP3.8%
3MICROSOFT CORP3.5%
4GLAXOSMITHKLINE3.3%
5JOHNSON & JOHNSON3.3%
6GENERAL MOTORS CO3.1%
7MICHELIN(CIE GLE DES ETABL.)3%
8UPM-KYMMENE OYJ2.8%
9WPP PLC2.8%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
To provide a portfolio designed to achieve high and rising income by investing globally, primarily in equities, in any economic sector whilst participating in long term capital growth.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
James Davidson01/11/2013James Davidson, managing director, is a senior portfolio manager in the Global Equities Team, based in London. An employee since 2013, he focuses primarily on research-driven strategies. Prior to joining the firm, James was at Bank of America Merrill Lynch, where he ran the number one global equity sales desk, filtering the output of 700 research analysts. The flagship product was the ‘Globlog’ large cap global equity long/short quarterly portfolio, which he oversaw for 42 quarters. Previously, James spent five years as a US equity portfolio manager with Morgan Grenfell Asset Management. He began his career in Edinburgh on the US equities desk at Baillie Gifford. James obtained a BA in Economics from Sussex University and an MSc in Economic History from Oxford University. He has been a CFA charterholder since 1997.
Gerd Woort Menker07/02/2007Gerd Woort-Menker, CFA, is a senior portfolio manager in the Global Equities Team. managing international and global equity portfolios. He has also managed the International Value strategy since inception. An employee since 1987, Gerd started his investing career as a research analyst following the European insurance industry, was later promoted to head of European research, and then named global head of research. Gerd began his career at VARTA in Hanover, where he was a financial comptroller. Education: B.A., Business Accounting, Muenster University M.A., Economics, Freiburg University
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich JPM Global Equity Income 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 price140.8
Offer price140.8
Mid price-
CurrencyGBX
Price updated06/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeAIR2
Zurich JPM Global Equity Income Pn ZP
Initial charge-
Annual charge0.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.83%
Bid price-
Offer price-
Mid price152.3
CurrencyGBX
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeZ401
Data provided by

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