Fact sheet: Aviva Long Gilt Pfl CGU Pn

Fund information
Fund name
Aviva Long Gilt Portfolio CGU Pn
Fund manager company
Aviva Life & Pensions UK Ltd
Fund type
Pension Fund
Fund managers
  • Kurt Knowlsonsince 01/09/2016
  • Edward Hutchingssince 01/09/2016
No data available.
Fund objective
The fund aims to track the performance of the Financial Times Actuaries Government over 15 years Gilt Index before the deduction of management fees and allowances for taxes and other expenses.
Benchmark
  • FTSE A British Govt over 15 years index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
15.5%
1 Year rank in sector
52/118
Sector
PN Sterling Long Bonds
Yield
-
Fund size
£781m (£691m 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.
103
Bid price
456.2
Offer price
480.1
Top in this sector
Fund name1 Year
OMW IPL Aviva Lg Dtd Corp Bd Pn47.1%
Stan Life L&G Ov15Yr IL GltIdx Pn32.6%
Pru Sup Lg Idx Lkd Pn23.7%
M&G PP Super Long Index Linked Pn23.6%
L&G PMC Pre-RetimtInf Lkd Pn19.9%
...more in PN Sterling Long Bonds

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.4%7.7%1.5%15.5%44.5%49.2%
Sector1.2%6.1%1.5%15.6%40%51.2%
Rank within sector38 / 12113 / 12083 / 12052 / 11832 / 10869 / 100
Quartile2nd1st3rd2nd2nd3rd
Calendar performance
 YTD - 20172016201520142013
Fund2.2%18.8%-0.2%24.5%-6.5%
Sector2.2%17.7%0%21.3%-4.3%
Rank within sector71 / 12031 / 11854 / 11037 / 10580 / 101
Quartile3rd2nd2nd2nd4th
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.
-1.16
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.
1.2
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.
0.72
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%.
13.75
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.
3.22
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.
0.31
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.
0.97
Price movement
52 week high501.8
52 week low394.9
Current bid price456.2
Current offer price480.1
Current mid price-
Region
1UK99.8%
2Money Market0.2%
Industry sector
1AA99.8%
2Money Market0.2%
Asset type
1UK Gilts99.8%
2Cash & Cash Equivalents0.2%
Individual holdings
1TREASURY 4.25% GILT 07/06/2032 GBP0.017.7%
2TREASURY 4.25% GILT 07/12/55 GBP0.017.3%
3TREASURY 4.5% GILT 7/9/2034 GBP0.017.3%
4TREASURY 4.25% GILT 07/03/36 GBP0.016.7%
5TREASURY 4.5% GILT 7/12/42 GBP6.7%
6TREASURY 4% GILT 22/01/60 GBP0.016.5%
7TREASURY 4.75% GILT 07/12/38 GBP6.3%
8TREASURY 3.5% GILT 22/01/45 GBP6.1%
9TREASURY 3.75% GILT 22/07/52 GBP0.015.9%
Management
Fund manager group
Aviva
Fund manager company
Aviva Life & Pensions UK Ltd
Fund type
Pension Fund
Fund objective
The fund aims to track the performance of the Financial Times Actuaries Government over 15 years Gilt Index before the deduction of management fees and allowances for taxes and other expenses.
Benchmark
  • FTSE A British Govt over 15 years index
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
Kurt Knowlson01/09/2016
Edward Hutchings01/09/2016Edward joined the investment industry in 2002 and Aviva Investors in 2004.He Carries out key analytical research of G4 markets and assists in the management of gilt and European government funds.Ed joined Aviva Investors in 2004 after one year of working for Pavilion Asset Management as a performance analyst.He holds a BA (Hons) in International Finance and Capital Markets from Brighton University. Ed also holds the CFA Society of the UK, Investment management Certificate and is a CFA charterholder.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Aviva Long Gilt Portfolio CGU Pn
Initial charge-
Annual charge0.63%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price456.2
Offer price480.1
Mid price-
CurrencyGBX
Price updated27/04/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeCC28
Data provided by

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