Fact sheet: Zurich JPM UK Dynamic Pn

Fund information
Fund name
Zurich JPM UK Dynamic Pn AP
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund managers
  • Jonathan Ingramsince 30/03/2007
  • John Bakersince 30/07/2007
  • Blake Crawfordsince 11/08/2013
Underlying fund
JPM UK Dynamic
Fund objective
To maximise long-term capital growth by investing primarily in UK equities.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
Shares
Quick stats
1 Year return
14.2%
1 Year rank in sector
204/850
Sector
PN UK All Companies
Yield
-
Fund size
£0m (£0m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
97
Top in this sector
Fund name1 Year
OMW Old Mutual UK Dynamic Equity29%
OMW JPM Mid Cap Inv Trust28.7%
Stan Life SLI UK Opps Pn27.7%
OMW Marlborgh UK MltiCap Gth26.6%
Av Old Mtl UK Mid Cap FP Pn25.9%
...more in PN UK All Companies

Performance snapshot

Holdings snapshot

  • UK95.6%
    Money Market4.4%
  • Financials28.9%
    Consumer Goods16.4%
    Industrials14.6%
    Basic Materials11.7%
    Consumer Services11.6%
  • UK Equities95.6%
    Money Market4.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.2%1.8%3.1%14.2%40.5%86.4%
Sector-0.4%1.2%1.1%12.1%29.3%58.2%
Rank within sector389 / 864278 / 858172 / 858204 / 85097 / 81258 / 768
Quartile2nd2nd1st1st1st1st
Calendar performance
 YTD - 20172016201520142013
Fund12.3%9.7%11.3%1.4%32.7%
Sector9.6%10.2%4.4%0.6%24.2%
Rank within sector170 / 849481 / 82599 / 812274 / 788116 / 769
Quartile1st3rd1st2nd1st
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
3.89
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.87
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
0.83
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
8.92
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
4.03
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
0.71
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.81
Price movement
52 week high522.7
52 week low443.4
Current bid price-
Current offer price-
Current mid price509.2
Region
1UK95.6%
2Money Market4.4%
Industry sector
1Financials28.9%
2Consumer Goods16.4%
3Industrials14.6%
4Basic Materials11.7%
5Consumer Services11.6%
6Oil & Gas7%
7Money Market4.4%
8Health Care3.1%
9Technology2.3%
Asset type
1UK Equities95.6%
2Money Market4.4%
Individual holdings
1ROYAL DUTCH SHELL5.5%
2GLENCORE PLC3.9%
3HSBC HLDGS3.9%
4LLOYDS BANKING GROUP PLC3.9%
5RIO TINTO3.3%
6PERSIMMON2.9%
7FEVERTREE DRINKS PLC2.3%
8HASTINGS GROUP HLDGS PLC2.1%
9UNILEVER2.1%
Management
Fund manager group
Zurich
Fund manager company
Zurich Assurance Ltd
Fund type
Pension Fund
Fund objective
To maximise long-term capital growth by investing primarily in UK equities.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
Shares
Fund managers
NameSinceBiography
Jonathan Ingram30/03/2007Jonathan Ingram, CFA, joined JPMorgan in 2000. He is a portfolio manager within the high alpha team of the JPMorgan European Equity Group. Previously, he was an analyst in the European higher alpha team as well as a quantitative investment analyst in the Currency Group. Education:M.Eng (Hons), Metallurgy and Science of Materials, Oxford University.
John Baker30/07/2007John Baker is a portfolio manager within the JPMorgan European Equity Group. John joined the company in 1994 as an assistant on the UK Retail Funds desk, now integrated into the European Equity Group. Education: B.A., University College Cork, Ireland
Blake Crawford11/08/2013Blake Crawford, associate, is a portfolio manager within the J.P. Morgan Asset Management European Equity Group. An employee since 2008, Blake previously worked at Man Investments. Prior to that he worked as a financial regulatory accountant at Wachovia. Before that he worked in financial institutions support at Barclays Capital. Blake obtained a BSc in Economics from the University of Bath. Blake is a CFA charterholder.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Zurich JPM UK Dynamic Pn AP
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.93%
Bid price-
Offer price-
Mid price509.2
CurrencyGBX
Price updated12/12/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeA761
Zurich JPM UK Dynamic Pn Inet
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price407.4
Offer price407.4
Mid price-
CurrencyGBX
Price updated12/12/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeZ182
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Money Observer and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.