Fact sheet: Scot Wid Capital Protected 18

Fund information

Fund name
Scottish Widows Capital Protected 18
Fund company manager
Scottish Wid UT Mgr Limited
Fund type
OIC
Fund manager
Quantitative Investment Team
since 20/05/2011
Fund objective
The Fund aims to provide investors with a Capital Protected Price on the Protection Date which, when multiplied by the number of Shares held will be at least equal to the value of those Shares on the Derivative Date (plus the Preliminary Charge that is applied to amounts invested during the Cash Investment Period).
Benchmark
No Specified Index
Investment style
Capital Protection Targeted,Target Maturity
Investment method
Derivatives

Performance snapshot

Quick stats

1 Year return

13.39 %

1 Year rank in sector

6/7

Sector

UT Protected

Yield
-
Fund size

£ 39.2 m

FE Risk score

54

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Derivatives
    100.01%
  • Money Market
    -0.01%
  • Alternative Investment Strategies
    100.01%
  • Money Market
    -0.01%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.04 %5.74 %13.39 %11.78 %34.49 %
Sector2.23 %7.15 %15.29 %19.07 %38.2 %
Rank within sector4 / 74 / 76 / 76 / 76 / 7
Quartile th3 rd3 rd4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund3.64 %9.12 %-1.86 %1.71 %4.72 %
Sector4.66 %10.29 %1.89 %2.94 %7.25 %
Rank within sector6 / 74 / 76 / 76 / 74 / 7
Quartile th4 th3 rd4 th4 th3 rd

Risk statistics

Alpha-2.82
Beta1.13
Sharpe-0
Volatility6.16
Tracking error2.78
Information ratio-0.78
R-Squared0.81

Price movement

52 week high125.3
52 week low108.1
Current bid price0
Current offer price0
Current mid price125.3

Holdings by region

-

Holdings by sector

  • 100.01% Derivatives
  • -0.01% Money Market

Holdings by asset type

  • 100.01% Alternative Investment Strategies
  • -0.01% Money Market

Individual holdings

  • 57.23% LLOYDS BANK PLC 100% CALL OPTION MAY 2017
  • 43.33% LLOYDS BANK PLC 120% PUT OPTION MAY 2017