Fact sheet: Scot Wid Fdmtl Index Global Equ

Fund information

Fund name
Scottish Widows Fundamental Index Global Equity X
Fund company manager
Scottish Wid UT Mgr Limited
Fund type
OEIC
Fund manager
Quantitative Investment Team
since 18/04/2013
Fund objective
-
Benchmark
FTSE RAFI Developed 1000 Index
Investment style
Passive/Tracking
Investment method
Physical - Full,Shares

Performance snapshot

Quick stats

1 Year return

18.8 %

1 Year rank in sector

2/47

Sector

UT Global Equity Income

Yield

2.5

Fund size
-
FE Risk score

99

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    47.54%
  • Europe ex UK
    24.2%
  • UK
    11%
  • Japan
    10.7%
  • Pacific ex-Japan
    4.26%
  • Financials
    24.24%
  • Consumer Goods
    11.86%
  • Industrials
    10.65%
  • Oil & Gas
    9.73%
  • Consumer Services
    8.05%
  • North American Equities
    47.48%
  • Europe ex UK Equities
    24.04%
  • Japanese Equities
    10.7%
  • UK Equities
    10.08%
  • Asia Pacific ex Japan Equities
    4.23%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.5 %-1.22 %18.8 %42.4 %0 %
Sector-1.21 %0.32 %13.47 %35.77 %76.6 %
Rank within sector31 / 5130 / 482 / 4715 / 36 /
Quartile th3 rd3 rd1 st2 nd th

Calendar performance

YTD-20172016201520142013
Fund3.52 %33.23 %0.49 %9.91 %0 %
Sector6.22 %23.11 %2.71 %6.77 %21.77 %
Rank within sector41 / 483 / 4329 / 3811 / 35 /
Quartile th4 th1 st4 th2 nd th

Risk statistics

Alpha0.11
Beta1.77
Sharpe0.86
Volatility11.5
Tracking error6.61
Information ratio0.83
R-Squared0.82

Price movement

52 week high175.4
52 week low144.4
Current bid price0
Current offer price0
Current mid price170.6

Holdings by region

  • 47.54% North America
  • 24.2% Europe ex UK
  • 11% UK
  • 10.7% Japan
  • 4.26% Pacific ex-Japan
  • 2.3% Global Emerging Markets

Holdings by sector

  • 24.24% Financials
  • 11.86% Consumer Goods
  • 10.65% Industrials
  • 9.73% Oil & Gas
  • 8.05% Consumer Services
  • 7.58% Equities
  • 6.91% Health Care
  • 5.83% Technology
  • 5.19% Utilities
  • 4.89% Basic Materials

Holdings by asset type

  • 47.48% North American Equities
  • 24.04% Europe ex UK Equities
  • 10.7% Japanese Equities
  • 10.08% UK Equities
  • 4.23% Asia Pacific ex Japan Equities
  • 2.3% Global Emerging Market Equities
  • 1.05% Money Market
  • 0.05% Property
  • 0.04% Futures
  • 0.03% Property Shares

Individual holdings

  • 1.41% EXXON MOBIL CORP
  • 1.09% APPLE INC
  • 0.94% HSBC HLDGS
  • 0.94% JPMORGAN CHASE & CO
  • 0.93% BP
  • 0.93% CHEVRON CORP
  • 0.87% AT&T INC
  • 0.86% BANCO SANTANDER SA
  • 0.8% WELLS FARGO & CO
  • 0.76% ROYAL DUTCH SHELL