Crown Ratings explained

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Crown Ratings are just one of a number of measures used to rate past performance of funds within the market. They're provided by FE (formerly Financial Express), an independent rating agency, and are featured on all of our fund pages.

There are hundreds of funds on the market but how do you know whether the ones you're keen on are going to perform? The simple answer is, you won't. Nobody can predict how markets are going to perform.

However, you can look at how a fund has performed in the past and compare that to the performance of other similar funds. Be very aware that it's not a guide to how the fund will perform in the future but it's one of the things regular investors use to help put together their investment plan.

It is only one piece of information – and not the most important one – so always ensure that you read the product documents and terms and conditions in full before making any investment decisions.

From time to time FE may review the criteria for allocating a rating to a particular fund which may lead changes in the Crown Rating. For more details see the fund factsheets.

FE Crown Ratings

There are five Crown Ratings used to rank funds using a benchmark, including sector averages and indices to find a ‘best fit’ for each fund. The funds are then assessed and provided with a Crown rating (if eligible) with the definitions outlined below.
 

FE Crown Rating 5 Crown Rating

These are the top 10% of funds in each grouping based on their total scores and by definition will have demonstrated a good, if not excellent record across three criteria.

FE Crown Rating 4 Crown Rating

This rating goes to the next 15% of funds in their grouping

FE Crown Rating 3 3 stars

This rating goes to the next 25% of funds in their grouping

FE Crown Rating 2 2 stars

This rating goes to the next 25% of funds in their grouping 

FE Crown Rating 1 1 star

The bottom 25% of funds in their grouping sit here

FE Crown Rating N/A Crown Rating

Funds with this rating do not meet the criteria needed to enable a rating to be calculated e.g. do not possess a three-year track record

How the ratings are calculated

In September 2011, FE updated their Crown Rating system moving from 3 to 5 Crowns. This enhancement provides greater differentiation and distinction between the funds. 

Crown Ratings are a consideration within the selection criteria for the funds that we make available through Barclays Investments. However, our minimum threshold in terms of funds selected has not changed as a result of the enhancement.

We explain more about Crown Ratings below.

FE Crown Ratings are designed to highlight funds that have had superior performance and consistency on a risk-adjusted basis, relative to their peer groups using a benchmarking process. The appropriateness of a fund’s benchmark will be reviewed every two years.

Once the benchmark is assigned, FE then applies three tests to the total return history of the fund. Scores and apportionment of Crowns are then categorised into 10 sub-asset class groupings based on the investment method employed by the fund.

The ratings are based on quantitative historical performance measures with the final ‘score’ made up of three parts. Each fund will be placed into one of ten categories based on method of investment. Funds will be compared against each other within these groups on the basis of three factors – alpha (or growth), volatility (price movement) and consistency.

To be eligible for rating, a fund must:

Possess a three-year track record.
Maintain an accurate and consistent history.
Not belong to an unclassified sector or be an absolute return fund.
Not fall into the Protected Funds and Structured Product category

FE performance criteria explained:  

Alpha
A measure of the fund's returns against its benchmark and is adjusted for volatility. It is the loss or gain the fund has posted when the benchmark return is assumed to be zero. This measure is used to see if the fund can provide superior excess returns compared to the benchmark and is therefore important in evaluating whether the fund has outperformed. The history of a fund is now evenly weighted whereas on the previous 3 Crown system, recent history had been treated as more relevant than that of more remote past, and the model weighted accordingly.

Volatility
A measure of the degree to which the fund's periodic returns vary either side of its mean return. The larger the fluctuation, the more risky the fund is. This measure is used to see how much risk investors take when entering a fund, in order to make the ratings useful on a risk-adjusted basis and is compared with that of the chosen benchmark over the last three years.

Consistency
A measure that is based on the fund's total return history (with net income re-invested), taking three years' worth of quarterly performance and tracks the nature of a fund's overall return. On this basis, each fund is ranked relative to its benchmark and its percentile performance established. This measure is used to assess the extent to which a fund consistently manages to outperform its benchmark over successive quarterly periods over the last three years. The Crown Ratings combine the three measurements to produce the Crown value. The combined values are ranked and ratings are assigned according to where the fund falls within its category.

How can I use Crown Ratings?

Most importantly, you shouldn't use them as a guide to whether a fund will deliver good growth in the future.

 

You should only use the rating – along with other information about the fund in the product documents, your goals and your circumstances – to help you judge whether it’s the right fund for you.

A rating can’t tell you the reasons why the fund performed in the past. Changes in personnel and strategy could all impact performance in the future and while the ratings try to take these into account, you should understand what drove past performance and whether or not those are still in place.

Don't use them as buy or sell recommendations.

What are the next steps?

Use our guides to find out more:

  1. Guide to funds
  2. Video: Investing for growth
  3. Types of investments

How to apply:

  • If you know what level of investment risk you're happy to take and are comfortable making your own investment decisions without the help of a financial adviser, view our Investment products and read our brochures before applying online from just £3,000.
  • If you would like assistance or are an existing Barclays customer and would like to make an application by telephone, please call 0800 445443 1.
  • Remember: if you are unsure if an investment is right for you, please seek independent financial advice.

 

Important information
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