Fact sheet: Zurich Sch QEPGbl ActVal Pn

Fund information
Fund name
Zurich Schroder QEP Global Active Value Pn ZP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund manager
  • Quantitative Equity Products Teamsince 21/12/2005
Underlying fund
Schroder Life QEPGblActVal
Fund objective
The investment objective of the fund is to provide capital growth and income. The fund seeks to achieve its investment objective by investing 100% in the Schroder QEP Global Active Value Fund. As the fund is index-unconstrained, it is managed without reference to an index. The Schroder QEP Global Active Value Fund seeks to provide capital growth and income through investing at least 70% of its assets in a portfolio of equities and equity-related securities of companies worldwide. The Schroder QEP Global Active Value Fund focuses on companies that have certain "Value" characteristics. Value is assessed by looking at indicators such as dividends and earnings to determine those securities which the manager believes have been undervalued by the market. The Schroder QEP Global Active Value Fund may invest in a range of investments including transferable securities, cash, deposits, collective investment schemes, warrants and money market instruments. The fund may also use derivatives to seek to achieve the investment objective and to reduce risk or manage the fund more efficiently.
Benchmark
  • MSCI World
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
41.9%
1 Year rank in sector
55/983
Sector
PN Global Equities
Yield
-
Fund size
£25m (£19m 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.
104
Top in this sector
Fund name1 Year
SIP FOUR Act Gbl Inc & Gth Pn51.5%
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Aegon Hend GlblTecPn47.3%
NFU Mutual Mgd Plan Intl Pn46%
FL Baillie Giff LT Gbl Gth Pn45.9%
...more in PN Global Equities

Performance snapshot

Holdings snapshot

  • USA40.3%
    Others13%
    Japan10.1%
    UK6.7%
    Switzerland3.9%
  • Biotechnology/Medical9.8%
    Banks9.4%
    Oil & Gas Exploration & Production6.9%
    Hardware6.4%
    Mineral Extraction5%
  • US Equities40.3%
    International Equities13%
    Japanese Equities10.1%
    UK Equities6.7%
    Swiss Equities3.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.3%7.9%14.8%41.9%54.8%91.9%
Sector2.6%7.2%10.1%31.2%42.7%76%
Rank within sector276 / 1056283 / 103992 / 102855 / 983177 / 854193 / 768
Quartile2nd2nd1st1st1st2nd
Calendar performance
 YTD - 20172016201520142013
Fund4.3%34.7%-0.2%10.1%23%
Sector3.8%22.4%3.7%7.8%21.4%
Rank within sector294 / 104121 / 958813 / 916221 / 845367 / 819
Quartile2nd1st4th2nd2nd
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.
2.09
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.
1.07
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.
1.08
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%.
11.18
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.
3.51
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.
0.79
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.
0.9
Price movement
52 week high1534.7
52 week low1075.4
Current bid price-
Current offer price-
Current mid price1530.9
Region
1USA40.27%
2Others12.97%
3Japan10.09%
4UK6.71%
5Switzerland3.94%
6France3.46%
7Australia3.1%
8Hong Kong2.78%
9Taiwan2.7%
Industry sector
1Biotechnology/Medical9.76%
2Banks9.41%
3Oil & Gas Exploration & Production6.95%
4Hardware6.38%
5Mineral Extraction4.96%
6Financial Services4.39%
7Wireless & Mobile Communications4.31%
8Software3.88%
9Chemicals3.86%
Asset type
1US Equities40.27%
2International Equities12.97%
3Japanese Equities10.09%
4UK Equities6.71%
5Swiss Equities3.94%
6French Equities3.46%
7Australian Equities3.1%
8Hong Kong Equities2.78%
9Taiwanese Equities2.7%
Individual holdings
1AMGEN INC0.79%
2KDDI CORP0.79%
3TAIWAN SEMICONDUCTOR MANUFACTURING0.79%
4CISCO SYSTEMS INC0.77%
5NOVARTIS AG0.77%
6NTT DOCOMO INC0.77%
7INTERNATIONAL BUS MACH CORP0.76%
8JOHNSON & JOHNSON0.76%
9SAMSUNG ELECTRONICS CO0.76%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
The investment objective of the fund is to provide capital growth and income. The fund seeks to achieve its investment objective by investing 100% in the Schroder QEP Global Active Value Fund. As the fund is index-unconstrained, it is managed without reference to an index. The Schroder QEP Global Active Value Fund seeks to provide capital growth and income through investing at least 70% of its assets in a portfolio of equities and equity-related securities of companies worldwide. The Schroder QEP Global Active Value Fund focuses on companies that have certain "Value" characteristics. Value is assessed by looking at indicators such as dividends and earnings to determine those securities which the manager believes have been undervalued by the market. The Schroder QEP Global Active Value Fund may invest in a range of investments including transferable securities, cash, deposits, collective investment schemes, warrants and money market instruments. The fund may also use derivatives to seek to achieve the investment objective and to reduce risk or manage the fund more efficiently.
Benchmark
  • MSCI World
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Quantitative Equity Products Team21/12/2005Established in 1996 by Justin Abercrombie. Schroders’ QEP Investment Team has been managing money for clients since 2000 and has a proven performance track record across its innovative range of global equity strategies. With 25 experienced members of staff located in London and Sydney. As at March 2013, the team manages in excess of USD 34 billion for institutional clients, including pension funds, sovereign wealth funds and insurance companies, all over the world.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich Schroder QEP Global Active Value Pn CS1
Initial charge-
Annual charge0.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.68%
Bid price-
Offer price-
Mid price1110.2
CurrencyGBX
Price updated23/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code063V
Zurich Schroder QEP Global Active Value 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 price1409
Offer price1409
Mid price-
CurrencyGBX
Price updated23/02/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeEEH8
Zurich Schroder QEP Global Active Value Pn ZP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.03%
Bid price-
Offer price-
Mid price1530.9
CurrencyGBX
Price updated23/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEDZ8
Data provided by

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