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
OIC
Fund manager
Andrew Dickinson
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 All-World ex UK
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised,Shares

Performance snapshot

Quick stats

1 Year return

36.18 %

1 Year rank in sector

63/241

Sector

UT Global

Yield
-
Fund size

£ 115.4 m

FE Risk score

98

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    36.34%
  • Europe ex UK
    27.45%
  • Japan
    13.35%
  • UK
    10.71%
  • Global Emerging Markets
    9.63%
  • Futures
    94.16%
  • Fixed Interest
    7.02%
  • Financials
    5.78%
  • Money Market
    -6.96%
  • North American Equities
    59.11%
  • Europe ex UK Equities
    15.84%
  • Japanese Equities
    8.74%
  • UK Equities
    5.85%
  • Global Emerging Market Equities
    5.78%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.94 %7.26 %29.92 %55.8 %111.06 %
Sector1.73 %9.2 %28.43 %43.57 %88.76 %
Rank within sector97 / 254186 / 24763 / 24161 / 21960 / 197
Quartile th2 nd4 th2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund7.03 %30.44 %2.08 %12 %18.84 %
Sector9.01 %20.95 %3.38 %6.68 %19.7 %
Rank within sector196 / 24729 / 235166 / 22528 / 213139 / 203
Quartile th4 th1 st3 rd1 st3 rd

Risk statistics

Alpha1.16
Beta1.08
Sharpe1.05
Volatility11.17
Tracking error2.55
Information ratio0.82
R-Squared0.95

Price movement

52 week high295.4
52 week low226.8
Current bid price0
Current offer price0
Current mid price294

Holdings by region

  • 36.34% North America
  • 27.45% Europe ex UK
  • 13.35% Japan
  • 10.71% UK
  • 9.63% Global Emerging Markets
  • 2.51% Pacific ex-Japan

Holdings by sector

  • 94.16% Futures
  • 7.02% Fixed Interest
  • 5.78% Financials
  • -6.96% Money Market

Holdings by asset type

  • 59.11% North American Equities
  • 15.84% Europe ex UK Equities
  • 8.74% Japanese Equities
  • 5.85% UK Equities
  • 5.78% Global Emerging Market Equities
  • 4.61% Asia Pacific ex Japan Equities
  • 0.06% Money Market

Individual holdings

  • 38.33% S&P 500 FUTURE JUN17 FUT (15/06/17) ETD
  • 17.9% CME S&P 500 EMINI JUN17 FUTURE (EXP 16/06/17)
  • 8.74% OSE TOPIX INDX JUN17 FUTURE (EXP 08/06/17)
  • 6.47% SUMITOMO MIT BK FD .22PCT 31MAR17 03APR17 GBP
  • 5.85% ICE MSCI EM JUN17 FUTURE (EXP 16/06/17)
  • 5.78% ISHARES MSCI EMERGING MARKETS ETF
  • 4.01% ABERDEEN GLOBAL LIQUIDITY (LUX) STERLING Z3
  • 3.96% DAX STOCK INDEX DEC 15 FUTURE
  • 3.73% CAC40 10 EURO FUT JUN17 FUT (16/06/17) ETD
  • 3.52% STANDARD CHARTERED BANK 0.4% CT OF DEP 09/05/17 GBP1