Fact sheet: Zurich UK Index Tracker Pn

Fund information
Fund name
Zurich UK Index Tracker Pn 2EP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund manager
  • Alex Lylesince 11/04/1999
No data available.
Fund objective
The fund aims to mirror as closely as possible the performance of the FTSE All-Share Index by investing primarily in UK equities. The fund may also use stock-lending and derivatives for efficient portfolio management.
Benchmark
  • No Specified Index
Investment style
Passive/Tracking,Growth
Investment method
Indices
Quick stats
1 Year return
14.7%
1 Year rank in sector
92/845
Sector
PN UK All Companies
Yield
-
Fund size
£21m (£21m 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.
95
Top in this sector
Fund name1 Year
Stan Life SLI UK Eq Rcvry Pn50.2%
Fidelity UBS UK Select Pn31.2%
Halifax IM UK Growth Pn30.9%
CM UBS UK Opportunities Pension30.7%
SW UBS UK Opps Pn30.2%
...more in PN UK All Companies

Performance snapshot

Holdings snapshot

  • UK99.2%
    Money Market0.8%
  • Financials24.1%
    Consumer Goods17.4%
    Consumer Services12.6%
    Industrials10.8%
    Oil & Gas10.3%
  • UK Equities99.2%
    Money Market0.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.9%0.8%10.8%14.7%19.1%55.9%
Sector2.1%0.1%7.1%8.2%16.6%60%
Rank within sector409 / 867302 / 864137 / 86392 / 845261 / 807435 / 758
Quartile2nd2nd1st1st2nd3rd
Calendar performance
 YTD - 20162015201420132012
Fund13.2%1%0.7%20.8%12.8%
Sector7.1%4.4%0.6%24.2%15.4%
Rank within sector101 / 845580 / 833366 / 808546 / 787411 / 760
Quartile1st3rd2nd3rd3rd
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.
0.76
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.
0.98
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.
0.15
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%.
10.01
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.
3.34
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.
0.18
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.
0.89
Price movement
52 week high284.5
52 week low217.3
Current bid price-
Current offer price-
Current mid price277.8
Region
1UK99.21%
2Money Market0.79%
Industry sector
1Financials24.07%
2Consumer Goods17.38%
3Consumer Services12.59%
4Industrials10.76%
5Oil & Gas10.33%
6Health Care8.68%
7Telecommunications5.12%
8Basic Materials4.76%
9Utilities3.98%
Asset type
1UK Equities99.21%
2Money Market0.79%
Individual holdings
1HSBC HOLDINGS PLC4.28%
2BRITISH AMERICAN TOBACCO PLC3.85%
3GLAXOSMITHKLINE PLC3.47%
4BP PLC3.21%
5ASTRAZENECA PLC2.5%
6LLOYDS BANKING GROUP PLC2.25%
7BT GROUP1.81%
8IMPERIAL TOBACCO GROUP PLC1.79%
9BARCLAYS PLC1.48%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
The fund aims to mirror as closely as possible the performance of the FTSE All-Share Index by investing primarily in UK equities. The fund may also use stock-lending and derivatives for efficient portfolio management.
Benchmark
  • No Specified Index
Investment style
Passive/Tracking,Growth
Investment method
Indices
Fund manager
NameSinceBiography
Alex Lyle11/04/1999Alex Lyle is Head of Managed Funds, EMEA. In this role he takes responsibility for a large number of the company’s managed funds, is a member of the Asset Allocation Committee and is a key investment contact between the company and a number of its major clients. He joined the company in 1994 and was appointed Joint Head of UK / European Equity teams in 1999 and became Head of Managed Funds in 2003. Alex started his career at Hambros Bank’s¹ Unit Trust Division, which was acquired by Allied Dunbar² in 1981 and subsequently became part of Threadneedle Asset Management Limited in 1994. He managed UK equity portfolios for more than 20 years. He has a degree in Geography from Oxford University.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich UK Index Tracker Pn 1EP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.16%
Bid price187.8
Offer price197.7
Mid price-
CurrencyGBX
Price updated08/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeES57
Zurich UK Index Tracker Pn 2EP
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.16%
Bid price-
Offer price-
Mid price277.8
CurrencyGBX
Price updated08/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeEA97
Zurich UK Index Tracker 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 price229
Offer price229
Mid price-
CurrencyGBX
Price updated08/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeZ236
Data provided by

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