Fact sheet: Zurich StanLifeGblARSrPn

Fund information
Fund name
Zurich Standard Life Global Absolute Return Strategies Pn ZP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund manager
  • Multi Asset Investing Teamsince 01/06/2006
Underlying fund
Stan Life Gbl AbsRtn Strt Pn
Fund objective
The fund's investment objective is to provide a positive absolute return in all market conditions and grow the money you invest over the medium to longer term. To achieve this, the fund aims to generate a return over a rolling 3 year period that is the same as cash plus 5% a year before charges. However, there is no guarantee that the fund will be able to achieve this level of return over any time period and so the money you invest is at risk.
Benchmark
  • 6 Month GBP LIBOR
Investment style
Absolute Return,Flexible
Investment method
None
Quick stats
1 Year return
-3.6%
1 Year rank in sector
472/513
Sector
PN Specialist
Yield
-
Fund size
£316m (£249m 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.
30
Top in this sector
Fund name1 Year
OMW Neptune Rus + Grtr Rus41.4%
ReAssure AL NptRu&GtrRus Pn40.9%
L&G Nep Russia&Gtr Russia Pn40.7%
Scot Eq JPM Emg Eur Eq Pn36.6%
OMW InvescoPerpetualEmgEurpn36.5%
...more in PN Specialist

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.2%-0.7%-1.5%-3.6%8%25%
Sector-0.8%-0.9%5.9%8.3%20.4%40.7%
Rank within sector196 / 546272 / 545470 / 531472 / 513290 / 386216 / 317
Quartile2nd2nd4th4th4th3rd
Calendar performance
 YTD - 20162015201420132012
Fund-3.4%4%6.4%7.7%8.9%
Sector8.3%2%7.2%11%7.7%
Rank within sector470 / 51490 / 450171 / 388175 / 357159 / 318
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.
-0.17
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.
0.41
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
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%.
4.15
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.
4.8
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.
-0.77
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.
0.35
Price movement
52 week high669
52 week low629.8
Current bid price-
Current offer price-
Current mid price644
Region
No data available.
Industry sector
1Hedge100%
Asset type
1Hedge100%
Individual holdings
No data available.
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
The fund's investment objective is to provide a positive absolute return in all market conditions and grow the money you invest over the medium to longer term. To achieve this, the fund aims to generate a return over a rolling 3 year period that is the same as cash plus 5% a year before charges. However, there is no guarantee that the fund will be able to achieve this level of return over any time period and so the money you invest is at risk.
Benchmark
  • 6 Month GBP LIBOR
Investment style
Absolute Return,Flexible
Investment method
None
Fund manager
NameSinceBiography
Multi Asset Investing Team01/06/2006The Multi-Asset Investing (MAI) Team, is headed by Guy Stern and is responsible for a total of £158.5 bn from an asset allocation perspective as at 30 June 2016. We have considerable resource committed to the GARS product. This large and experienced team consists of three critical skill sets that are principally directed towards managing GARS, supported by a dedicated team of twelve Multi-Asset Investment Specialists.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich Standard Life Global Absolute Return Strategies Pn 9ZP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price473.8
CurrencyGBX
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMJPB
Zurich Standard Life Global Absolute Return Strategies Pn CS2
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price473.2
CurrencyGBX
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMJPA
Zurich Standard Life Global Absolute Return Strategies 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 price608.3
Offer price608.3
Mid price-
CurrencyGBX
Price updated06/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeLDT9
Zurich Standard Life Global Absolute Return Strategies 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 price644
CurrencyGBX
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeLCP2
Zurich Standard Life Global Absolute Return Strategies Pn ZP CS1
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.77%
Bid price-
Offer price-
Mid price631.2
CurrencyGBX
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code063X
Zurich Standard Life Global Absolute Return Strategies Pn ZP2
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price625.1
CurrencyGBX
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0ALP
Data provided by

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