Standard Life Investments

MyFolio Market Range Report

Standard Life Investments has not considered the suitability of investment against your individual needs and risk tolerance. To ensure that you understand whether a financial product is suitable, please read the Prospectus or Key Investor Information Document and seek assistance from your professional adviser. The value of investments within the Fund can fall as well as rise and is not guaranteed – you may get back less than you pay in.

Please note that the number contained in the fund name is not related to the synthetic risk and reward indicator contained in the Key Investor Information Document (KIID).

September 2017

The MyFolio Range Review looks at the asset allocation, performance and realised volatility experience of the MyFolio funds, by investment style.

Performance Chart

Note: Past Performance is not a guide to future performance.
Performance based on the Institutional share class.

MyFolio Market funds - at a glance

The MyFolio funds are a family of 25 carefully constructed risk-based portfolios, which offer your clients a choice of active and passive investment strategies across five risk levels and five investment styles. Whatever your investment philosophy, you decide on the most suitable risk profile and investment style for your client and select the appropriate MyFolio funds - we will then take care of the ongoing rebalancing and monitoring.

MyFolio aims to maximise returns for your selected level of risk through our innovative asset allocation approach.

  • Using the range of selected asset classes, a strategic asset allocation benchmark is designed to generate the highest expected return for the given level of risk in each fund. We currently engage Moody's Analytics to consult with us on the optimum strategic asset allocation for each fund.
  • We undertake tactical asset allocation where we aim to take advantage of short-term investment opportunities across all MyFolio funds.
  • All the MyFolio funds invest in active commercial property, including the MyFolio Market funds.
Performance and fund details (at 30 September 2017)
Market FundsIIIIIIIVV
Cumulative performance
1 month-1.33%-1.31%-1.24%-1.33%-1.59%
6 months0.54%0.93%1.48%1.69%1.68%
1 year2.36%4.82%7.79%10.28%12.17%
3 years15.38%21.46%26.93%32.63%38.09
5 years26.46%37.88%49.88%62.46%74.01%
Since launch (30/09/10)41.36%57.90%69.96%80.46%92.94%
Year on year performance (figures updated on a quarterly basis)
01/10/2016 - 30/09/20172.36%4.82%7.79%10.28%12.17%
01/10/2015 - 30/09/201610.64%14.62%17.76%21.65%25.29%
01/10/2014 - 30/09/20151.88%1.09%0.00%-1.13%-1.75%
01/10/2013 - 30/09/20144.74%5.93%6.66%7.51%8.04%
01/10/2012 - 30/09/20134.65%7.16%10.71%13.94%16.63%
Annual Management Charge0.225%0.225%0.225%0.225%0.225%
Ongoing Charges Figure*0.45%0.46%0.49%0.52%0.47%
Yield1.85%1.57%1.84%1.91%1.77%
Volatility†3.80%5.25%6.67%8.41%9.94%
Fund Size in £m as at 30/09/17273.371,066.511,283.25482.33203.45
* The Ongoing Charges Figure (OCF) expresses the annualised operating expenses of the institutional share class as a percentage of the average net asset value over the last annual reporting period. † Three year volatility numbers to 30 September 2017. Volatility is the standard deviations of the returns around the mean. Performance figures are calculated on a total return basis in GBP to 30 September 2017 using the Institutional share class, source is Financial Express Analytics. Past performance is not a guide to future performance.
Current Asset Allocation (at 30 September 2017)
Market FundsIIIIIIIVV
Cash & Money Markets9.20%3.40%1.00%1.00%1.00%
Global Index Linked Bonds7.10%5.80%3.40%0.50%0.00%
Short Dated Global Index Linked Bonds5.60%4.30%1.90%0.00%0.00%
Sterling Corporate Bonds22.40%16.00%7.60%2.00%0.00%
Short Dated Sterling Corporate Bonds22.90%16.50%8.10%2.50%0.00%
Defensive Assets67.20%46.00%22.00%6.00%1.00%
UK Equities4.85%11.35%17.45%24.75%28.65%
US Equities6.60%12.50%17.70%23.10%28.45%
European Equities4.40%6.90%9.10%11.40%12.95%
Japan Equities3.20%5.10%6.70%8.30%9.75%
Asia Pacific Equities1.90%3.40%4.70%6.00%7.40%
Emerging Market Equities1.90%3.40%4.70%6.00%7.40%
Sterling Hedged Global High Yield2.90%4.00%7.20%4.50%0.00%
Emerging Market Debt3.40%0.50%0.50%0.50%0.50%
UK Property3.15%6.35%9.45%8.95%3.65%
Global REITs0.50%0.50%0.50%0.50%0.25%
Growth Assets32.80%54.00%78.00%94.00%99.00%
Holdings (at 30 September 2017)
Holding nameActive/PassiveIIIIIIIVV
Fidelity Global Inflation-Linked BondActive5.15%3.82%1.26%
Royal London Short Duration Global IndexActive0.97%0.71%1.08%
L&G Global Inflation Linked Bond IndexPassive4.98%4.01%2.25%0.41%
L&G Short Dated Corporate Bond IndexPassive5.96%4.43%2.93%0.98%
Vanguard UK Inflation-Linked Gilt IndexPassive2.14%1.70%0.93%
Vanguard UK Investment Grade Bond IndexPassive13.04%9.50%4.79%2.30%
Vanguard UK Short-Term Investment Grade Passive16.63%12.10%4.92%1.81%
iShares Corporate Bond Index Passive8.71%6.43%3.19%
CashActive9.37%3.67%1.28%1.44%1.21%
Defensive66.95%46.38%22.62%6.94%1.21%
M&G Property PortfolioActive1.11%1.75%2.96%2.70%1.15%
PIMCO Global High Yield BondActive1.64%2.56%4.59%2.26%
Putnam World Trust-Global High YieldActive1.15%1.51%2.30%2.10%
SLI UK Real EstateActive2.34%3.62%6.06%5.47%2.35%
L&G Emerging Markets Government Bond IndexPassive3.31%0.67%0.86%0.69%0.61%
L&G UK Index TrustPassive1.42%3.52%6.26%6.57%8.31%
L&G US IndexPassive2.08%4.65%5.45%8.31%7.62%
Vanguard Emerging Markets Stock IndexPassive1.81%3.27%4.75%5.79%7.31%
Vanguard FTSE UK All Share IndexPassive1.89%4.60%6.51%11.24%13.08%
Vanguard US Equity IndexPassive2.91%6.20%9.12%11.01%14.26%
iShares Continental European Equity IndexPassive4.36%6.87%9.10%11.28%12.96%
iShares Global Property Securities Equity IndexPassive0.94%0.81%0.79%0.82%0.39%
iShares Japan Equity IndexPassive3.15%5.04%6.55%8.30%9.71%
iShares Pacific ex-Japan Equity IndexPassive1.79%3.51%4.45%5.92%7.39%
iShares UK Equity IndexPassive1.39%3.29%4.51%6.94%7.24%
iShares US Equity IndexPassive1.76%1.72%3.14%3.67%6.41%
Growth33.05%53.62%77.38%93.06%98.79%