Fact sheet: Zurich MM Protd Pf Pn

Fund information
Fund name
Zurich MMgr Protected Profits Pn Protected Price
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund manager
No data available.
No data available.
Fund objective
The fund aims to achieve medium to long-term growth while protecting the unit price from falling below 80% of the highest-ever unit price. The fund invests in a range of actively managed equity funds and the BlackRock Institutional Sterling Liquidity fund. Under certain circumstances, the protection is provided by Barclays Bank plc.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
5.1%
1 Year rank in sector
20/70
Sector
PN Protected/Guaranteed
Yield
-
Fund size
£25m (£32m 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.
14
Top in this sector
Fund name1 Year
SW PM Protection Pn13.7%
SLOC Confederation Staffguard Pn11.2%
MetLife Protected Growth 70 Pn9.8%
Aviva Guaranteed Pn8.5%
AXA Wealth ArchMMDivProt70 Pn7.9%
...more in PN Protected/Guaranteed

Performance snapshot

Holdings snapshot

  • UK40%
    Money Market33.3%
    Europe13.4%
    North America13.3%
  • No data available.
  • UK Equities40%
    Money Market33.3%
    European Equities13.4%
    North American Equities13.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.3%5.1%5.1%15.9%24.1%
Sector-0%-0.5%2.6%3.1%7.6%15.9%
Rank within sector27 / 715 / 7115 / 7120 / 7013 / 6323 / 58
Quartile2nd1st1st2nd1st2nd
Calendar performance
 YTD - 20162015201420132012
Fund5.1%5.4%4.2%7.6%-
Sector3.3%0.4%3.1%4.6%3.3%
Rank within sector22 / 702 / 6422 / 6313 / 6342 / 59
Quartile2nd1st2nd1st3rd
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.
4.14
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.
0.38
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.
0.7
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%.
2.18
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.
2.51
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.
1.06
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.
0.19
Price movement
52 week high132.64
52 week low126.24
Current bid price-
Current offer price-
Current mid price132.64
Region
1UK40%
2Money Market33.3%
3Europe13.4%
4North America13.3%
Industry sector
No data available.
Asset type
1UK Equities40%
2Money Market33.3%
3European Equities13.4%
4North American Equities13.3%
Individual holdings
1BLACKROCK ICS INSTITUTIONAL STERLING LIQUIDITY S ACC33.29%
2NEWTON HIGHER INCOME-GBP-INC19.85%
3THREADNEEDLE UK16.15%
4HENDERSON EUROPEAN SELECTED OPPORTUNITIES A ACC8.65%
5JPM US5.88%
6SCHRODER EUROPEAN OPPORTUNITIES C ACC4.7%
7UBS US EQUITY .4.09%
8SCHRODER CORE UK EQUITY A ACC4.08%
9LEGG MASON IF MARTIN CURRIE NORTH AMERICAN3.31%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
The fund aims to achieve medium to long-term growth while protecting the unit price from falling below 80% of the highest-ever unit price. The fund invests in a range of actively managed equity funds and the BlackRock Institutional Sterling Liquidity fund. Under certain circumstances, the protection is provided by Barclays Bank plc.
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 MMgr Protected Profits 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 price139.8
Offer price139.8
Mid price-
CurrencyGBX
Price updated06/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeZ303
Zurich MMgr Protected Profits Pn Protected Price
Initial charge-
Annual charge-
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 price132.64
CurrencyGBX
Price updated06/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeES39
Zurich MMgr Protected Profits Pn ZP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.81%
Bid price-
Offer price-
Mid price159.3
CurrencyGBX
Price updated06/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeZ001
Data provided by

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