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The risk scale indicates the current risk level in a fund, based on the fund's return variations over time. A value of 1 means that the fund has had lower risk, while a value of 7 indicates that the investment risk has been high.

Can compare historical risk

All of SKAGEN's funds are UCITS funds and are therefore required by law to present the risk scale in the funds' KIIDs (Key Investor Information Documents) in a defined manner. This makes it easier for clients to compare historical risk in different funds and across different fund managers.

The assigned level on the risk scale is based on the fund's fluctuations in returns over the past five years. Fluctuation (volatility) is measured by calculating the standard deviation from the rolling, weekly return figures. A fund may therefore move up and down the scale over time.

What do the figures on the risk scale mean?

The figures mean that the usual, annual fluctuations have been:

  1. Less than 0.5 percent
  2. Between 0.5 and 2 percent
  3. Between 2 and 5 percent
  4. Between 5 and 10 percent
  5. Between 10 and 15 percent
  6. 15 to 25 percent
  7. Over 25 percent 

By "usual fluctuations", we mean the standard deviation of returns, i.e. fluctuations in fund value that have taken place two thirds of the time. If, for example, the expected return is 10 percent and the fund's fluctuations are 16 percent (i.e. risk level 6), the return history has been in the range of -6 and +26 percent in two out of three years, and -22 and +42 percent in 19 out of 20 years.

The figure makes it easier for investors to evaluate the risk of a potential investment.

Risk and savings objectives

In general, the longer the perspective that you have on your investments or savings, the more risk you should assume. Risk related to savings may be defined as the probability of not achieving your savings objective.

If your savings horizon is short, it is often prudent to invest in money market funds or other fixed income funds with low risk, i.e. funds with an SRRI of 1 or 2. However, if you have a long-term savings horizon, investing in money market funds may reduce the probability of achieving your savings objective, as the savings objective might require a significantly higher return than expected from this type of fund.

If you pay wealth tax, you need to take into account that the risk free rate may not even keep up with inflation, resulting in reduced purchasing power over time. It may therefore be better to invest in equity funds.

Wise to combine funds

If you have a medium-term savings horizon, or a general dislike of risk, you may consider choosing a fund which invests in, for example 60% equities and 40% fixed income and money market instruments.

Combination funds normally provide a significantly higher return over time relative to a fixed income/money market fund, while at the same time offering lower volatility than normal equity funds.

 

Historical returns are no guarantee for future returns. Future returns will depend, inter alia, on market developments, the fund manager’s skills, the fund’s risk profile and management fees. The return may become negative as a result of negative price developments. There is risk associated with investing in funds due to market movements, currency developments, interest rate levels, economic, sector and company-specific conditions. The funds are denominated in NOK. Returns may increase or decrease as a result of currency fluctuations. Prior to making a subscription, we encourage you to read the fund's prospectus and key investor information document which contain further details about the fund's characteristics and costs. The information can be found on www.skagenfunds.com. Storebrand Asset Management administers the SKAGEN funds which are by agreement managed by SKAGEN's portfolio managers.

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