Fact sheet: Zurich L&G World (Ex UK)EqIx

Fund information
Fund name
Zurich L&G World (Ex UK) Equity Index 2 ZP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund managers
  • LGIM Index Fund Management Teamsince 31/03/2015
Underlying fund
L&G World Ex UK Eq Idx PMC Pn
Fund objective
The fund aims to track the performance of the FTSE AW-World Index to within +/-0.5% a year for two years out of three.
Benchmark
  • FTSE AW World ex UK
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
28.4%
1 Year rank in sector
73/961
Sector
PN Global Equities
Yield
-
Fund size
£0m
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.
100
Top in this sector
Fund name1 Year
AXA Wealth Sch ISF Gbl Recv Pn38.2%
RLP Dimensional Gbl Targeted Val Pn36.5%
Stan Life M&G Global Dividend Pn34.9%
Aviva Sch Gbl Eq Inc Pn34.8%
OMW IPL M&G Global Dividend Pn34.6%
...more in PN Global Equities

Performance snapshot

Holdings snapshot

  • USA53.7%
    Others10.5%
    Japan9.5%
    Switzerland3.6%
    Germany3.3%
  • Financials20.2%
    Consumer Goods13.6%
    Industrials13%
    Technology12.6%
    Health Care11.3%
  • US Equities53.7%
    International Equities12.8%
    Japanese Equities9.5%
    Swiss Equities3.6%
    German Equities3.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.5%6.2%20.7%28.4%52.5%104.1%
Sector1%3.2%15.1%19.7%35.8%77.9%
Rank within sector331 / 1039169 / 1035125 / 102573 / 96145 / 84980 / 751
Quartile2nd1st1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund27.2%4.3%12.5%23.2%11%
Sector18.7%3.7%7.8%21.4%11.2%
Rank within sector78 / 963421 / 921119 / 849344 / 820478 / 752
Quartile1st2nd1st2nd3rd
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.
3.07
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.
1.11
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.
0.95
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%.
11.45
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.
2.64
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.
1.52
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.
0.95
Price movement
52 week high1091.9
52 week low763.2
Current bid price-
Current offer price-
Current mid price1078.7
Region
1USA53.65%
2Others10.45%
3Japan9.5%
4Switzerland3.62%
5Germany3.33%
6France3.21%
7Canada3.14%
8Australia2.51%
9Not Specified2.35%
Industry sector
1Financials20.23%
2Consumer Goods13.6%
3Industrials12.96%
4Technology12.58%
5Health Care11.33%
6Consumer Services11.05%
7Oil & Gas5.93%
8Basic Materials4.42%
9Telecommunications3.24%
Asset type
1US Equities53.65%
2International Equities12.8%
3Japanese Equities9.5%
4Swiss Equities3.62%
5German Equities3.33%
6French Equities3.21%
7Canadian Equities3.14%
8Australian Equities2.51%
9South Korean Equities1.83%
Individual holdings
1APPLE INC1.82%
2MICROSOFT CORP1.3%
3EXXON MOBIL CORP1.09%
4JOHNSON & JOHNSON0.97%
5AMAZON.COM INC0.96%
6FACEBOOK INC0.84%
7GENERAL ELECTRIC CO.0.79%
8AT&T INC0.75%
9NESTLE SA0.73%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
The fund aims to track the performance of the FTSE AW-World Index to within +/-0.5% a year for two years out of three.
Benchmark
  • FTSE AW World ex UK
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
LGIM Index Fund Management Team31/03/2015The Index Fund management team comprises 29 investment professionals with average industry experience of 14 years. Together they are responsible for a wide range of index funds – covering equities, fixed income and alternative asset classes. The team has £277 billion index assets under management. All data as at 31 December 2015
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich L&G World (Ex UK) Equity Index 2 ZP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1078.7
CurrencyGBX
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0G6P
Data provided by

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