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
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
15.5%
1 Year rank in sector
106/146
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.
82
Top in this sector
Fund name1 Year
SSgA Uk Idx Lkd Gilt Mar 2062 Pn27.4%
SSgA UK Idx Lkd Gilt Nov2055 Pn21.9%
SSgA UK Idx Lkd Glt Mar 2050 Pn20.8%
L&G Ovr 15Yr IdxLkd GltsIdx Pn20.3%
SSgA MPF Ovr 15Y IL Gilt Pn20.3%
...more in PN UK Index - Linked Gilts

Performance snapshot

Holdings snapshot

  • UK97.6%
    USA2%
    Money Market0.3%
    Others0.1%
  • Government Bonds99.6%
    Money Market0.3%
    Others0.1%
  • UK Gilts99.6%
    Money Market0.3%
    UK Equities0.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-6.3%-7.5%13.2%15.5%37.5%45.3%
Sector-5.1%-6.5%14.1%16.3%37.8%44.4%
Rank within sector126 / 151118 / 150113 / 150106 / 14687 / 13665 / 119
Quartile4th4th4th3rd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund18%-0.6%19.2%0.4%0.3%
Sector20%-1.5%18.7%0.1%-0.1%
Rank within sector120 / 14715 / 14065 / 13643 / 12833 / 119
Quartile4th1st2nd2nd2nd
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.
0.68
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.
1
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.
0.85
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%.
11.24
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.
1.56
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.
0.39
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 low183.2
Current bid price-
Current offer price-
Current mid price217.3
Region
1UK97.59%
2USA2.03%
3Money Market0.31%
4Others0.06%
Industry sector
1Government Bonds99.62%
2Money Market0.31%
3Others0.06%
Asset type
1UK Gilts99.62%
2Money Market0.31%
3UK Equities0.06%
Individual holdings
1TREASURY 0.5% IDX LKD GILT 22/3/50 GBP0.016.73%
2TREASURY 0.125% IDX GILT 22/03/24 GBP0.016.53%
3TREASURY 0.375% IDX-LKD GILT 22/03/62 GBP6.53%
4TREASURY 1.25% IDX-LKD GILT 22/11/27 GBP0.016.14%
5TREASURY 0.625% IDX-LKD GILT 22/3/40 GBP0.015.98%
6TREASURY 1.25% IDX-LKD GILT 22/11/55 GBP0.015.91%
7TREASURY 0.125% GILT 22/03/68 GBP0.015.76%
8TREASURY 1.25% IDX-LKD GILT 22/11/32 GBP0.015.46%
9TREASURY 1.125% IDX GILT 22/11/37 GBP5.14%
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.
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 price197.5
Offer price197.5
Mid price-
CurrencyGBX
Price updated01/12/2016
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)0.18%
Bid price-
Offer price-
Mid price217.3
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeZ411
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.