Fact sheet: Aegon IndexLinkGilt Tracker Pn

Fund information
Fund name
Aegon IndexLinkGilt Tracker Pn ARC
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund manager
  • Panayotis Ferendinossince 23/02/2010
Underlying fund
BlackRock Idx Lnkd Gilt Trckr
Fund objective
This fund aims to closely track the performance of the FTSE Actuaries UK Gilt IndexLinked Over 5 Year Index by investing in fixed income securities. It does so by investing directly in the index-linked Gilts (UK government bonds) that make up the index and via other transferable securities giving exposure to those bonds. The fund may also invest in permitted money-market instruments, permitted cash deposits, and units in collective investment schemes. Derivative and forward transactions may be used for the purposes of efficient portfolio management (EPM).
Benchmark
  • FTSE Index-Linked Over 5 Years
Investment style
Passive/Tracking
Investment method
Fixed Interest, Physical - Full
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
PN UK Index - Linked Gilts
Yield
-
Fund size
£0m
Bid price
115.0969
Offer price
115.0969
Top in this sector
Fund name1 Year
SSgA Uk Idx Lkd Gilt Mar 2062 Pn27.4%
SSgA UK Idx Lkd Gilt Nov2055 Pn21.9%
SSgA UK Idx Lkd Glt Mar 2050 Pn20.8%
L&G Ovr 15Yr IdxLkd GltsIdx Pn20.3%
SSgA MPF Ovr 15Y IL Gilt Pn20.3%
...more in PN UK Index - Linked Gilts

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-6.9%-8.6%14.6%---
Sector-5.1%-6.5%14.1%16.3%37.8%44.4%
Rank within sector135 / 151137 / 15072 / 150---
Quartile4th4th2nd
Calendar performance
 YTD - 20162015201420132012
Fund-----
Sector20%-1.5%18.7%0.1%-0.1%
Rank within sector-----
Quartile
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high129.27
52 week low100.46
Current bid price115.1
Current offer price115.1
Current mid price-
Region
1UK99.86%
2Money Market0.14%
Industry sector
1Government Bonds99.86%
2Money Market0.14%
Asset type
1Global Fixed Interest99.86%
2Money Market0.14%
Individual holdings
1TREASURY 1.25% IDX-LKD GILT 22/11/55 GBP0.016.34%
2TREASURY 0.375% IDX-LKD GILT 22/03/62 GBP5.85%
3TREASURY 0.125% GILT 22/03/68 GBP0.015.82%
4TREASURY 1.125% IDX GILT 22/11/37 GBP5.13%
5TREASURY 0.75% IDX LKD GILT 22/11/47 GBP5.1%
6TREASURY 0.5% IDX LKD GILT 22/3/50 GBP0.015.06%
7TREASURY 0.125% GILT 22/03/44 GBP0.014.83%
8TREASURY 0.625% IDX-LKD GILT 22/3/40 GBP0.014.62%
9TREASURY 0.75% IDX-LKD GILT 22/03/34 GBP0.014.53%
Management
Fund manager group
Scottish Equitable
Fund manager company
Aegon/Scottish Equitable plc
Fund type
Pension Fund
Fund objective
This fund aims to closely track the performance of the FTSE Actuaries UK Gilt IndexLinked Over 5 Year Index by investing in fixed income securities. It does so by investing directly in the index-linked Gilts (UK government bonds) that make up the index and via other transferable securities giving exposure to those bonds. The fund may also invest in permitted money-market instruments, permitted cash deposits, and units in collective investment schemes. Derivative and forward transactions may be used for the purposes of efficient portfolio management (EPM).
Benchmark
  • FTSE Index-Linked Over 5 Years
Investment style
Passive/Tracking
Investment method
Fixed Interest, Physical - Full
Fund manager
NameSinceBiography
Panayotis Ferendinos23/02/2010Panayotis (Panos) Ferendinos, CFA, Vice President, is a member of the European & Non-Dollar Fixed Income Group within BlackRock Fundamental Fixed Income. He is a portfolio manager for Sterling portfolios.Mr. Ferendinos' service with the firm dates back to 1999, including his years with Merrill Lynch Investment Managers (MLIM), which merged with BlackRock in 2006. At MLIM, Mr. Ferendinos specialized in macroeconomic research and analysis for the sterling investment team. He also worked within the dealer support, static data, and valuation teams. Prior to joining MLIM, Mr. Ferendinos worked for an Italian fixed income broker.Mr. Ferendinos earned a BA degree in law, English & psychology from the University of Natal Durban in 1992, and a BA degree, with honours, in English literature from the University of South Africa in 1993.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Aegon IndexLinkGilt Tracker Pn ARC
Initial charge-
Annual charge0.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.1%
Bid price115.0969
Offer price115.0969
Mid price-
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN3QY
Data provided by

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