Fact sheet: Zurich Managed Capital 3/8 AP

Fund information
Fund name
Zurich Managed Capital 3/8 AP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund manager
No data available.
No data available.
Fund objective
To achieve medium to long term capital growth by investing in a spread of investments both by asset type and by economy (primarily the UK but also globally). The equity and property elements of the fund are invested via Zurich Assurance Ltd Pension funds with the balance invested in gilts, deposits, money market instruments and other fixed interest investments to provide liquidity, security and income.
Benchmark
  • ABI Mixed Investment 40-85%
Investment style
Balanced,Growth
Investment method
Mixed
Quick stats
1 Year return
8.5%
1 Year rank in sector
651/795
Sector
PN Mixed Investment 40%-85% Shares
Yield
-
Fund size
£11,621m (£10,941m 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.
66
Bid price
2912.2
Offer price
3065.4
Top in this sector
Fund name1 Year
BlackRock LGIM Oseas Consn Idx Pn23.5%
Scot Eq Sequel Adventurous Pn21.4%
Scot Eq Sequel Adven Jrny Pn21.4%
Scot Eq Ext Bal Coll (ex MLC) Pn20.5%
Scot Eq Caerus Pfl DRP 4 Pn20.3%
...more in PN Mixed Investment 40%-85% Shares

Performance snapshot

Holdings snapshot

  • UK39.2%
    Europe16.5%
    North America14.8%
    Not Specified10.7%
    Asia Pacific9.3%
  • No data available.
  • UK Equities30.6%
    North American Equities14.8%
    European Equities13.8%
    Property10.7%
    Asia Pacific Equities9.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.1%-0%8.1%8.5%16.4%35.7%
Sector-0.1%-0.6%8.2%11%21.8%47.9%
Rank within sector322 / 913422 / 912540 / 894651 / 795588 / 692531 / 595
Quartile2nd2nd3rd4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund8.6%1.8%3%12.5%7.1%
Sector10.7%2.2%5.7%13.1%9.9%
Rank within sector620 / 800436 / 753608 / 692443 / 661530 / 596
Quartile4th3rd4th3rd4th
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.
-1.25
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.
0.94
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.
0.18
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%.
6.85
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.
1.51
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.
0.95
Price movement
52 week high3009.8
52 week low2490.9
Current bid price2912.2
Current offer price3065.4
Current mid price-
Region
1UK39.2%
2Europe16.5%
3North America14.8%
4Not Specified10.7%
5Asia Pacific9.3%
6International5.7%
7Money Market3.8%
Industry sector
No data available.
Asset type
1UK Equities30.6%
2North American Equities14.8%
3European Equities13.8%
4Property10.7%
5Asia Pacific Equities9.3%
6UK Fixed Interest8.6%
7Global Fixed Interest5.2%
8Money Market3.8%
9European Fixed Interest2.7%
Individual holdings
1ROYAL DUTCH SHELL1.48%
2GLAXOSMITHKLINE1.22%
3BRITISH AMERICAN TOBACCO1.02%
4ASTRAZENECA PLC0.89%
5UNILEVER0.81%
6DIAGEO ORD GBP0.28 101/1080.77%
7IMPERIAL BRANDS PLC0.75%
8BT GROUP0.66%
9LONDON NW1, CENTRO CAMDEN0.62%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
To achieve medium to long term capital growth by investing in a spread of investments both by asset type and by economy (primarily the UK but also globally). The equity and property elements of the fund are invested via Zurich Assurance Ltd Pension funds with the balance invested in gilts, deposits, money market instruments and other fixed interest investments to provide liquidity, security and income.
Benchmark
  • ABI Mixed Investment 40-85%
Investment style
Balanced,Growth
Investment method
Mixed
Fund manager
No data available.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich Managed Capital 3/8 AP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price2912.2
Offer price3065.4
Mid price-
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMK9S
Data provided by

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