Fact sheet: Zurich Passive Global Eq V Pn

Fund information
Fund name
Zurich Passive Global Equity V Pn
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund managers
  • LGIM Index Fund Management Teamsince 31/03/2015
Underlying fund
L&G Gbl Eq Fxd Wts 50:50 Idx Pn
Fund objective
The fund aims to provide diversified exposure to the UK and overseas equity markets by investing 50% in the UK and 50% overseas.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
17.3%
1 Year rank in sector
586/961
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.
94
Top in this sector
Fund name1 Year
AXA Wealth Sch ISF Gbl Recv Pn35%
RLP Dimensional Gbl Targeted Val Pn32.6%
Stan Life M&G Global Dividend Pn32%
Zurich SchrGblEqIncPn31.8%
Invesco International EqPn31.4%
...more in PN Global Equities

Performance snapshot

Holdings snapshot

  • UK45.7%
    Europe ex UK18.2%
    North America16.2%
    Japan8.8%
    Emerging Asia2.9%
  • Financials21.8%
    Consumer Goods17.1%
    Industrials12.5%
    Health Care10.5%
    Consumer Services10.5%
  • UK Equities45.7%
    Europe ex UK Equities18.2%
    North American Equities16.2%
    Japanese Equities8.8%
    International Equities4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.3%2.2%14.3%17.3%30.4%-
Sector1.1%2.4%14%18.1%34.3%75.3%
Rank within sector394 / 1039521 / 1035522 / 1025586 / 961532 / 849-
Quartile2nd3rd3rd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund17%3.5%5.3%--
Sector17.4%3.7%7.8%21.4%11.2%
Rank within sector540 / 963522 / 921568 / 849--
Quartile3rd3rd3rd
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.
-0.94
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.
0.5
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%.
9.79
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.
2.32
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.
-0.64
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 high721.9
52 week low535.6
Current bid price-
Current offer price-
Current mid price699.9
Region
1UK45.68%
2Europe ex UK18.21%
3North America16.18%
4Japan8.81%
5Emerging Asia2.89%
6Others2.03%
7Not Specified1.94%
8Australasia1.85%
9Asia1.36%
Industry sector
1Financials21.82%
2Consumer Goods17.06%
3Industrials12.54%
4Health Care10.46%
5Consumer Services10.45%
6Oil & Gas8.02%
7Basic Materials5.85%
8Technology5.42%
9Telecommunications4%
Asset type
1UK Equities45.68%
2Europe ex UK Equities18.21%
3North American Equities16.18%
4Japanese Equities8.81%
5International Equities3.97%
6Asia Pacific Equities3.21%
7Asia Pacific Emerging Equities2.89%
8Money Market0.67%
9European Emerging Equities0.37%
Individual holdings
1HSBC HLDGS2.55%
2BRITISH AMERICAN TOBACCO2.1%
3BP1.91%
4GLAXOSMITHKLINE1.81%
5ROYAL DUTCH SHELL1.77%
6ROYAL DUTCH SHELL1.48%
7ASTRAZENECA PLC1.43%
8VODAFONE GROUP1.33%
9DIAGEO1.27%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
The fund aims to provide diversified exposure to the UK and overseas equity markets by investing 50% in the UK and 50% overseas.
Benchmark
  • No Specified Index
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 Passive Global Equity V Pn
Initial charge-
Annual charge0.09%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.09%
Bid price-
Offer price-
Mid price699.9
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJDXH
Data provided by

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