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
OIC
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

35.25 %

1 Year rank in sector

2/42

Sector

UT Global Equity Income

Yield

2.7

Fund size

£ 1.9 b

FE Risk score

103

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    48.58%
  • Europe ex UK
    23.47%
  • UK
    10.7%
  • Japan
    10.58%
  • Pacific ex-Japan
    4.47%
  • Financials
    23.89%
  • Consumer Goods
    11.82%
  • Industrials
    10.55%
  • Oil & Gas
    10.5%
  • Consumer Services
    8.06%
  • North American Equities
    48.56%
  • Europe ex UK Equities
    23.46%
  • Japanese Equities
    10.58%
  • UK Equities
    10.13%
  • Asia Pacific ex Japan Equities
    4.44%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.07 %7.93 %35.43 %49.08 %0 %
Sector2.25 %10.58 %28.12 %41.07 %93.89 %
Rank within sector41 / 4539 / 442 / 4213 / 33 /
Quartile th4 th4 th1 st2 nd th

Calendar performance

YTD-20172016201520142013
Fund3.22 %33.23 %0.49 %9.91 %0 %
Sector6.52 %23.11 %2.71 %6.77 %21.77 %
Rank within sector41 / 443 / 4026 / 3510 / 32 /
Quartile th4 th1 st3 rd2 nd th

Risk statistics

Alpha0.23
Beta1.79
Sharpe0.87
Volatility11.48
Tracking error6.6
Information ratio0.86
R-Squared0.82

Price movement

52 week high173.7
52 week low125.7
Current bid price0
Current offer price0
Current mid price170.1

Holdings by region

  • 48.58% North America
  • 23.47% Europe ex UK
  • 10.7% UK
  • 10.58% Japan
  • 4.47% Pacific ex-Japan
  • 2.19% Global Emerging Markets

Holdings by sector

  • 23.89% Financials
  • 11.82% Consumer Goods
  • 10.55% Industrials
  • 10.5% Oil & Gas
  • 8.06% Consumer Services
  • 7.27% Equities
  • 6.75% Health Care
  • 5.94% Technology
  • 5.32% Utilities
  • 5.11% Basic Materials

Holdings by asset type

  • 48.56% North American Equities
  • 23.46% Europe ex UK Equities
  • 10.58% Japanese Equities
  • 10.13% UK Equities
  • 4.44% Asia Pacific ex Japan Equities
  • 2.19% Global Emerging Market Equities
  • 0.51% Money Market
  • 0.06% Property
  • 0.03% Futures
  • 0.02% Property Shares

Individual holdings

  • 1.47% EXXON MOBIL CORP
  • 1.11% APPLE INC
  • 0.98% AT&T INC
  • 0.98% CHEVRON CORP
  • 0.96% BP
  • 0.93% JPMORGAN CHASE & CO
  • 0.86% HSBC HLDGS
  • 0.83% BANCO SANTANDER SA
  • 0.82% WELLS FARGO & CO
  • 0.79% TOTAL SA