Fact sheet: Zurich Passive Emer Mak Eq

Fund information
Fund name
Zurich Passive Emerging Market Equity ZP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund manager
  • Kieran Doylesince 25/03/2009
Underlying fund
BlackRock Aq Co EMkt Eq Pn
Fund objective
The fund aims to achieve a return consistent with the MSCI Global Emerging Markets Index.
Benchmark
  • MSCI Emerging Markets Index
Investment style
Passive/Tracking
Investment method
Shares
Quick stats
1 Year return
46.4%
1 Year rank in sector
90/256
Sector
PN Global Emerging Markets
Yield
-
Fund size
£0m
Top in this sector
Fund name1 Year
Baillie Gifford Emerging Mkts Pn59.5%
Zurich Bail Giff EgMkt EqPn58.4%
FL BG EmgMkts Ldng Cos EP57.5%
SLFC Emerging Markets Pn55.7%
Phoenix Cent Hong Kong Pn54.2%
...more in PN Global Emerging Markets

Performance snapshot

Holdings snapshot

  • China27.1%
    Korea14.9%
    Taiwan12.3%
    India8.9%
    Brazil7.4%
  • Information Technology25.1%
    Financials24%
    Consumer Discretionary10.5%
    Energy7.3%
    Materials7.3%
  • Chinese Equities27.1%
    South Korean Equities14.9%
    Taiwanese Equities12.3%
    Indian Equities8.9%
    Brazilian Equities7.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.7%2.6%13.9%46.4%--
Sector1.8%2.7%13%41.7%35.1%52.7%
Rank within sector36 / 263134 / 263109 / 26290 / 256--
Quartile1st3rd2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund11.8%32.3%---
Sector10.4%31.9%-8.5%3%-3.4%
Rank within sector115 / 263135 / 252---
Quartile2nd3rd
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
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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.
-
Price movement
52 week high772.3
52 week low519.2
Current bid price-
Current offer price-
Current mid price762.5
Region
1China27.06%
2Korea14.92%
3Taiwan12.26%
4India8.86%
5Brazil7.44%
6South Africa6.83%
7Russia3.72%
8Mexico3.63%
9Indonesia2.52%
Industry sector
1Information Technology25.12%
2Financials23.95%
3Consumer Discretionary10.48%
4Energy7.26%
5Materials7.25%
6Consumer Staples6.91%
7Industrials5.83%
8Telecommunications5.61%
9Utilities2.74%
Asset type
1Chinese Equities27.06%
2South Korean Equities14.92%
3Taiwanese Equities12.26%
4Indian Equities8.86%
5Brazilian Equities7.44%
6South African Equities6.83%
7Russian Equities3.72%
8Mexican Equities3.63%
9Indonesian Equities2.52%
Individual holdings
1SAMSUNG ELECTRONICS CO4.31%
2TENCENT HLDGS LIMITED3.98%
3TAIWAN SEMICONDUCTOR MANUFACTURING3.56%
4ALIBABA GROUP HLDG LTD2.91%
5NASPERS1.86%
6CHINA CONSTRUCTION BANK1.53%
7CHINA MOBILE LTD1.46%
8BAIDU INC1.1%
9HON HAI PRECISION INDUSTRY1.08%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
The fund aims to achieve a return consistent with the MSCI Global Emerging Markets Index.
Benchmark
  • MSCI Emerging Markets Index
Investment style
Passive/Tracking
Investment method
Shares
Fund manager
NameSinceBiography
Kieran Doyle25/03/2009Kieran Doyle, CFA, Vice President and portfolio manager, is a member of BlackRock's Institutional Index Equity team. Mr. Doyle's service with the firm dates back to 2004, including his years with Barclays Global Investors (BGI), which merged with BlackRock in 2009. At BGI, he was a portfolio manager in the Institutional Index Equity team. Prior to joining BGI, he was with KPMG. Mr. Doyle earned a master's degree in economics and finance from Bristol University in 2000.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich Passive Emerging Market Equity CS1
Initial charge-
Annual charge0.23%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.29%
Bid price-
Offer price-
Mid price691.3
CurrencyGBX
Price updated25/05/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0OEZ
Zurich Passive Emerging Market Equity ZP
Initial charge-
Annual charge0.18%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.25%
Bid price-
Offer price-
Mid price762.5
CurrencyGBX
Price updated25/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMWPI
Data provided by

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