Fact sheet: Zurich ScAllMatureILBdPn

Fund information
Fund name
Zurich Sc All Maturities IL Bd Pn ZP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund managers
  • James Lindsay-Fynnsince 17/03/2016
  • Thomas Sartainsince 28/01/2013
  • Paul Graingersince 01/09/2016
Underlying fund
Schroder All Mature IL Bd
Fund objective
The fund's investment objective is to achieve capital growth and income primarily through investment in index linked gilt stocks. The fund may also invest in a wide range of investments including transferable securities, derivatives, cash, deposits, collective investment schemes, warrants and money market instruments.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
19%
1 Year rank in sector
78/148
Sector
PN UK Index - Linked Gilts
Yield
-
Fund size
£3m (£3m 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.
90
Top in this sector
Fund name1 Year
SSgA Uk Idx Lkd Gilt Mar 2062 Pn34.6%
SSgA UK Idx Lkd Gilt Nov2055 Pn28%
SSgA UK Idx Lkd Glt Mar 2050 Pn27.5%
L&G Ovr 15Yr IdxLkd GltsIdx Pn26.1%
SSgA MPF Ovr 15Y IL Gilt Pn26%
...more in PN UK Index - Linked Gilts

Performance snapshot

Holdings snapshot

  • UK95.1%
    USA4.2%
    Money Market0.9%
    Others-0.2%
  • Government Bonds95.1%
    Others4%
    Money Market0.9%
  • UK Gilts95.1%
    UK Equities4%
    Money Market0.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.3%2.9%-2.7%19%43.7%53%
Sector0.1%2.9%-3.1%17.7%41.6%50.3%
Rank within sector78 / 157108 / 15529 / 15278 / 14879 / 13562 / 122
Quartile2nd3rd1st3rd3rd3rd
Calendar performance
 YTD - 20172016201520142013
Fund1.2%23.8%-0.6%19.2%0.4%
Sector1.1%23.8%-1.5%18.7%0.1%
Rank within sector120 / 155101 / 14716 / 14066 / 13444 / 128
Quartile4th3rd1st2nd2nd
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.
0.46
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.
0.99
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.
0.86
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%.
11.42
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.
1.59
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.
0.23
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.
0.98
Price movement
52 week high241.3
52 week low187.3
Current bid price-
Current offer price-
Current mid price230.7
Region
1UK95.13%
2USA4.25%
3Money Market0.85%
4Others-0.24%
Industry sector
1Government Bonds95.13%
2Others4.01%
3Money Market0.85%
Asset type
1UK Gilts95.13%
2UK Equities4.01%
3Money Market0.85%
Individual holdings
1TREASURY 1.25% IDX-LKD GILT 22/11/55 GBP0.017.03%
2TREASURY 0.375% IDX-LKD GILT 22/03/62 GBP6.36%
3TREASURY 0.125% IDX GILT 22/03/24 GBP0.016.35%
4TREASURY 0.125% GILT 22/03/68 GBP0.016.2%
5TREASURY 0.5% IDX LKD GILT 22/3/50 GBP0.016.06%
6TREASURY 0.625% IDX-LKD GILT 22/3/40 GBP0.015.77%
7TREASURY 1.25% IDX-LKD GILT 22/11/27 GBP0.015.68%
8TREASURY 1.125% IDX GILT 22/11/37 GBP5.49%
9TREASURY 1.25% IDX-LKD GILT 22/11/32 GBP0.015.26%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
The fund's investment objective is to achieve capital growth and income primarily through investment in index linked gilt stocks. The fund may also invest in a wide range of investments including transferable securities, derivatives, cash, deposits, collective investment schemes, warrants and money market instruments.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
James Lindsay-Fynn17/03/2016
Thomas Sartain28/01/2013Thomas Sartain is UK & European Money Market & Government Bond Fund Manager, based in London.He Joined Schroders in 2005 as fund manager’s assistant on the global fixed income desk. His Financial Markets career commenced in 2003 upon joining Royal Bank of Scotland. He has BA (Hons) degree in Management and Business Administration, University of Reading.
Paul Grainger01/09/2016Paul Grainger joined Schroders in 2015 as a Senior Portfolio Manager in the Fixed Income team, based in London. His earlier career began in 1995 within the BZW Securities graduate training programme where he rotated through Fixed Income sales and trading and into asset management at Barclays Global Investors. In 1999 he moved to Gartmore as a Senior Portfolio Manager and then moved to F&C Asset Management in 2003. In 2006 he moved to Wellington Management as a Portfolio Manager and latterly in 2014, co-founded a financial technology firm named yoyoDATA before moving to Schroders in 2015. Paul graduated from Exeter University in 1995 with a B.A. in Economics and European Studies and he is a Member of the United Kingdom Society of investment professionals and a CFA Charterholder.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich Sc All Maturities IL Bd 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 price208.8
Offer price208.8
Mid price-
CurrencyGBX
Price updated27/03/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeAIU6
Zurich Sc All Maturities IL Bd Pn ZP
Initial charge-
Annual charge0.15%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price230.7
CurrencyGBX
Price updated27/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeZ411
Data provided by

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