Fact sheet: Scot Wid Intl Eq Trk

Fund information

Fund name
Scottish Widows International Equity Tracker I Acc
Fund company manager
Scottish Wid UT Mgr Limited
Fund type
OEIC
Fund manager(s)
Money Markets Team
since 22/09/2014
Quantitative Investment Team
since 22/09/2014
Fund objective
To give a total return by tracking the performance of a number of international equity indices. The amount invested in each regional index is determined by the allocation to that region within the FTSE All-World ex UK Index (or such other published benchmark considered appropriate from time to time). The fund invests primarily in derivatives. The fund uses a number of methods to track the underlying country and regional equity markets. Discretion may be used in deciding which investments in the index will be included in the fund.
Benchmark
FTSE World ex UK
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised,Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

14.55 %

1 Year rank in sector

156/249

Sector

UT Global

Yield
-
Fund size

£ 117.4 m

FE Risk score

103

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    39.03%
  • Europe ex UK
    29.48%
  • UK
    14.96%
  • Japan
    10.98%
  • Global Emerging Markets
    3.14%
  • Futures
    93.98%
  • Financials
    5.95%
  • Fixed Interest
    4.68%
  • Money Market
    -4.6%
  • North American Equities
    57.66%
  • Europe ex UK Equities
    16.72%
  • Japanese Equities
    8.86%
  • UK Equities
    6.19%
  • Global Emerging Market Equities
    5.95%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.69 %6.88 %14.55 %47.22 %101.54 %
Sector0.05 %6.64 %15.69 %40.58 %84.12 %
Rank within sector211 / 268117 / 254156 / 24977 / 22572 / 201
Quartile th4 th2 nd3 rd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund9.76 %30.44 %2.08 %12 %18.84 %
Sector11.9 %20.95 %3.38 %6.68 %19.7 %
Rank within sector183 / 25030 / 237167 / 22529 / 212138 / 202
Quartile th3 rd1 st3 rd1 st3 rd

Risk statistics

Alpha-0.13
Beta1.1
Sharpe0.99
Volatility11.4
Tracking error2.45
Information ratio0.44
R-Squared0.96

Price movement

52 week high307.3
52 week low258
Current bid price0
Current offer price0
Current mid price301.5

Holdings by region

  • 39.03% North America
  • 29.48% Europe ex UK
  • 14.96% UK
  • 10.98% Japan
  • 3.14% Global Emerging Markets
  • 2.4% Pacific ex-Japan

Holdings by sector

  • 93.98% Futures
  • 5.95% Financials
  • 4.68% Fixed Interest
  • -4.6% Money Market

Holdings by asset type

  • 57.66% North American Equities
  • 16.72% Europe ex UK Equities
  • 8.86% Japanese Equities
  • 6.19% UK Equities
  • 5.95% Global Emerging Market Equities
  • 4.54% Asia Pacific ex Japan Equities
  • 0.08% Money Market

Individual holdings

  • 54.59% CME S&P 500 EMINI DEC17 FUTURE (EXP 15/12/17)
  • 9.35% SUMITOMO MITSUI FD 0.22PCT 29SEP17 2OCT17 GBP
  • 8.86% OSE TOPIX INDX DEC17 FUTURE (EXP 07/12/17)
  • 6.19% ICE MSCI EM DEC17 FUTURE (EXP 15/12/17)
  • 5.95% ISHARES MSCI EMERGING MARKETS ETF
  • 4.68% SOCIETE GENERALE 0.23% CT OF DEP 31/10/17 GBP1 TR1
  • 4.25% ABBEY NATIONAL TREASURY SERVICES 0.16% CT OF DEP 01/11/17 GBP1
  • 4.25% DANSKE BANK CD 0.24PCT 8AUG17 8NOV17 GBP
  • 4.25% NATIONWIDE BUILDING SOCIETY 0.27% CT OF DEP 20/10/17 GBP1
  • 4.25% STANDARD CHARTERED BANK 0.34% CT OF DEP 27/11/17 GBP1