Fact sheet: Scot Wid GTAA 1

Fund information

Fund name
Scottish Widows GTAA 1
Fund company manager
Scottish Wid UT Mgr Limited
Fund type
OEIC
Fund manager(s)
Heather McKay
since 26/06/2014
Tony Foster
since 26/06/2014
Fund objective
-
Benchmark
-
Investment style
Absolute Return,Flexible
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

4.4 %

1 Year rank in sector

-

Sector

UT Unclassified

Yield

0.3

Fund size
-
FE Risk score

27

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    88.86%
  • North America
    9.66%
  • Japan
    0.9%
  • Pacific ex-Japan
    0.35%
  • Europe ex UK
    0.22%
  • Money Market
    96.83%
  • Futures
    3.42%
  • Fixed Interest
    -0.25%
  • Money Market
    96.84%
  • Futures
    3.42%
  • Global Fixed Interest
    0.3%
  • UK Fixed Interest
    -0.55%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund1 %2.25 %4.4 %7.86 %0 %
Sector1.79 %3.63 %6.81 %26.99 %41.22 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund2.39 %-2.53 %1.82 %0 %0 %
Sector6.24 %11.53 %1.72 %5.65 %9.57 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-0.04
Beta0.1
Sharpe-0
Volatility3.52
Tracking error6.28
Information ratio-1
R-Squared0.03

Price movement

52 week high101.7
52 week low96.95
Current bid price0
Current offer price0
Current mid price101.4

Holdings by region

  • 88.86% UK
  • 9.66% North America
  • 0.9% Japan
  • 0.35% Pacific ex-Japan
  • 0.22% Europe ex UK

Holdings by sector

  • 96.83% Money Market
  • 3.42% Futures
  • -0.25% Fixed Interest

Holdings by asset type

  • 96.84% Money Market
  • 3.42% Futures
  • 0.3% Global Fixed Interest
  • -0.55% UK Fixed Interest

Individual holdings

  • 82.85% SCOTTISH WIDOWS UNIT TRUST GTAA 1 CASH GBP
  • 27.47% BUY PROT CDX.NA.IG.28 VERSION 1 1.0% 20/06/2022 BC
  • 24.22% USD LIABILITY
  • 23.67% ICE LONG GILT SEP17 FUTURE (EXP 27/09/17)
  • 19.69% OSE TOPIX INDX SEP17 FUTURE (EXP 07/09/17)
  • 14.28% FESX.FUT.DEC13 EURO STOXX 50
  • 13.58% SFE AUST 10YR BOND SEP17 FUTURE (EXP 15/09/17)
  • 12.42% ABERDEEN GLOBAL LIQUIDITY (LUX) STERLING Z3
  • 4.51% SELL PROT CDX.NA.HY.28-V1 5.0% 20/06/2022 BCAP 400