Fact sheet: Zurich SchroderQEP Gb Co Pn

Fund information
Fund name
Zurich Schroder QEP Global Core Pn CS1
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund manager
  • Quantitative Equity Products Teamsince 31/01/2000
Underlying fund
Schroder Life QEP Gbl Cre Eq
Fund objective
The aim of the fund is to deliver consistent outperformance of 1.0% per annum (gross) against the MSCI World Index (NDR) in all major market environments. Stocks are evaluated using a diverse range of Value and Quality strategies. Portfolios typically hold in excess of 500 stocks in order to minimise the impact of individual holdings while other risks (country, sector, style and market direction) are carefully managed as part of the investment process. The result is a low index relative risk, core portfolio designed to produce consistent and repeatable performance.
Benchmark
  • MSCI World NDR GBP
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
28.8%
1 Year rank in sector
64/961
Sector
PN Global Equities
Yield
-
Fund size
£21m (£8m 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.
98
Top in this sector
Fund name1 Year
AXA Wealth Sch ISF Gbl Recv Pn38.2%
RLP Dimensional Gbl Targeted Val Pn36.5%
Stan Life M&G Global Dividend Pn34.9%
Aviva Sch Gbl Eq Inc Pn34.8%
OMW IPL M&G Global Dividend Pn34.6%
...more in PN Global Equities

Performance snapshot

Holdings snapshot

  • USA58.5%
    Japan9.3%
    UK6.2%
    Switzerland4.5%
    Others4.2%
  • Biotechnology/Medical9.7%
    Banks8%
    Software7.6%
    Oil & Gas Exploration & Production6.6%
    Hardware6%
  • US Equities58.5%
    Japanese Equities9.3%
    UK Equities6.2%
    Swiss Equities4.5%
    International Equities4.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.4%7.6%21.6%28.8%52.5%104.3%
Sector1%3.2%15.1%19.7%35.8%77.9%
Rank within sector79 / 103967 / 103567 / 102564 / 96147 / 84979 / 751
Quartile1st1st1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund27.7%4.6%11.5%24.7%9.7%
Sector18.7%3.7%7.8%21.4%11.2%
Rank within sector67 / 963369 / 921164 / 849230 / 820590 / 752
Quartile1st2nd1st2nd4th
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.
3.49
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.
1.03
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.
0.97
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%.
10.9
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.
3.07
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.
1.22
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.
0.92
Price movement
52 week high1153.2
52 week low819.7
Current bid price-
Current offer price-
Current mid price1153.4
Region
1USA58.54%
2Japan9.26%
3UK6.24%
4Switzerland4.47%
5Others4.25%
6France3.09%
7Canada2.31%
8Germany2.31%
9Australia2%
Industry sector
1Biotechnology/Medical9.7%
2Banks7.99%
3Software7.62%
4Oil & Gas Exploration & Production6.59%
5Hardware5.96%
6Retailers - General5%
7Financial Services4.55%
8Healthcare & Medical Products3.43%
9Chemicals3.33%
Asset type
1US Equities58.54%
2Japanese Equities9.26%
3UK Equities6.24%
4Swiss Equities4.47%
5International Equities4.25%
6French Equities3.09%
7Canadian Equities2.31%
8German Equities2.31%
9Australian Equities2%
Individual holdings
1APPLE INC2.07%
2MICROSOFT CORP1.54%
3EXXON MOBIL CORP1.34%
4JOHNSON & JOHNSON1.27%
5JPMORGAN CHASE & CO1.03%
6NESTLE SA0.98%
7PFIZER INC0.98%
8FACEBOOK INC0.95%
9PROCTER & GAMBLE CO0.93%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
The aim of the fund is to deliver consistent outperformance of 1.0% per annum (gross) against the MSCI World Index (NDR) in all major market environments. Stocks are evaluated using a diverse range of Value and Quality strategies. Portfolios typically hold in excess of 500 stocks in order to minimise the impact of individual holdings while other risks (country, sector, style and market direction) are carefully managed as part of the investment process. The result is a low index relative risk, core portfolio designed to produce consistent and repeatable performance.
Benchmark
  • MSCI World NDR GBP
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Quantitative Equity Products Team31/01/2000Established 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 Core Pn CS1
Initial charge-
Annual charge0.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.42%
Bid price-
Offer price-
Mid price1153.4
CurrencyGBX
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code063W
Zurich Schroder QEP Global Core 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 price1144.2
Offer price1144.2
Mid price-
CurrencyGBX
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeI4H8
Zurich Schroder QEP Global Core Pn ZP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.02%
Bid price-
Offer price-
Mid price1195.3
CurrencyGBX
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeI4F8
Data provided by

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