Fact sheet: Scot Wid Capital Protected 21

Fund information

Fund name
Scottish Widows Capital Protected 21
Fund company manager
Scottish Wid UT Mgr Limited
Fund type
OIC
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

21.78 %

1 Year rank in sector

1/7

Sector

UT Protected

Yield
-
Fund size

£ 49.2 m

FE Risk score

80

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Derivatives
    100%
  • Alternative Investment Strategies
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund3.99 %12.9 %21.78 %28.09 %40.76 %
Sector2.23 %7.15 %15.29 %19.07 %38.2 %
Rank within sector2 / 71 / 71 / 71 / 74 / 7
Quartile th2 nd1 st1 st1 st3 rd

Calendar performance

YTD-20172016201520142013
Fund8.22 %13.81 %2.05 %5.36 %4.31 %
Sector4.66 %10.29 %1.89 %2.94 %7.25 %
Rank within sector1 / 72 / 71 / 72 / 76 / 7
Quartile th1 st2 nd1 st2 nd4 th

Risk statistics

Alpha-0.61
Beta1.47
Sharpe0.5
Volatility7.78
Tracking error3.73
Information ratio0.48
R-Squared0.85

Price movement

52 week high140.9
52 week low112.2
Current bid price0
Current offer price0
Current mid price140.9

Holdings by region

-

Holdings by sector

  • 100% Derivatives

Holdings by asset type

  • 100% Alternative Investment Strategies

Individual holdings

  • 32.53% LLOYDS BANK PLC 120% PUT OPTION MAY 2018
  • -37.55% LLOYDS BANK PLC 100% PUT OPTION MAY 2018