Fact sheet: Scot Wid Capital Protected 20

Fund information

Fund name
Scottish Widows Capital Protected 20
Fund company manager
Scottish Wid UT Mgr Limited
Fund type
OIC
Fund manager
Quantitative Investment Team
since 10/02/2012
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

19.37 %

1 Year rank in sector

3/7

Sector

UT Protected

Yield
-
Fund size

£ 61.3 m

FE Risk score

71

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund4.15 %9.82 %19.37 %19.48 %46.33 %
Sector2.49 %7 %15.44 %18.9 %38.01 %
Rank within sector2 / 72 / 73 / 73 / 71 / 7
Quartile th2 nd2 nd2 nd2 nd1 st

Calendar performance

YTD-20172016201520142013
Fund6.14 %12.16 %-1.15 %3.29 %4.48 %
Sector4.52 %10.29 %1.89 %2.94 %7.25 %
Rank within sector2 / 73 / 74 / 74 / 75 / 7
Quartile th2 nd2 nd3 rd3 rd3 rd

Risk statistics

Alpha-2.14
Beta1.39
Sharpe0.25
Volatility7.32
Tracking error3.29
Information ratio-0.05
R-Squared0.86

Price movement

52 week high133.1
52 week low110.8
Current bid price0
Current offer price0
Current mid price133.1

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

  • 77.03% LLOYDS BANK PLC 100% CALL OPTION JANUARY 2018
  • 38.4% LLOYDS BANK PLC 120% PUT OPTION JANUARY 2018
  • -1.55% LLOYDS BANK PLC 100% PUT OPTION JANUARY 2018
  • -13.87% LLOYDS BANK PLC 120% CALL OPTION JANUARY 2018