Fact sheet: Aviva Multi-asset IV Pn

Fund information
Fund name
Aviva Multi-asset IV Pn S6
Fund manager company
Aviva Life & Pensions UK Ltd
Fund type
Pension Fund
Fund managers
  • Nicholas Samouilhansince 04/06/2013
  • Peter Fitzgeraldsince 04/06/2013
Underlying fund
Aviva Inv Mlti Ast IV
Fund objective
The Fund aims to provide capital growth.
Benchmark
  • No Specified Index
Investment style
Balanced
Investment method
Equity, Fixed Interest
Quick stats
1 Year return
13.1%
1 Year rank in sector
150/510
Sector
PN Specialist
Yield
-
Fund size
£136m (£93m 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.
74
Bid price
163.82
Top in this sector
Fund name1 Year
OMW Neptune Rus + Grtr Rus38.7%
ReAssure AL NptRu&GtrRus Pn38.2%
L&G Nep Russia&Gtr Russia Pn38%
SIP Fidelity Gbl Technology Pn34.2%
OMW InvescoPerpetualEmgEurpn33.6%
...more in PN Specialist

Performance snapshot

Holdings snapshot

  • North America32.1%
    Global Emerging Markets14.9%
    Not Specified13.3%
    Europe11%
    International9.1%
  • Financials14%
    Fixed Interest13.8%
    Alternative Investment Strategies12.7%
    Consumer Goods11.3%
    Industrials8.2%
  • North American Equities32.1%
    Hedge12.3%
    European Equities11%
    Global Emerging Market Equities9%
    Global Emerging Market Fixed Interest5.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-2.5%1.7%12.2%13.1%30.3%66.1%
Sector-1.8%-0.3%7.2%8.4%19.9%43%
Rank within sector403 / 54698 / 544128 / 531150 / 51076 / 38667 / 313
Quartile3rd1st1st2nd1st1st
Calendar performance
 YTD - 20162015201420132012
Fund13.1%2.3%11.8%14.9%9.9%
Sector8.9%2%7.2%11%7.7%
Rank within sector159 / 514153 / 45064 / 388109 / 357123 / 318
Quartile2nd2nd1st2nd2nd
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.
-0.25
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.
1.56
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.
0.7
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%.
9.67
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.
4.49
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.
0.73
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.
0.9
Price movement
52 week high168.98
52 week low132.3
Current bid price163.82
Current offer price-
Current mid price-
Region
1North America32.1%
2Global Emerging Markets14.9%
3Not Specified13.3%
4Europe11%
5International9.1%
6Japan5.7%
7UK4.7%
8Money Market4.5%
9USA3.5%
Industry sector
1Financials14.03%
2Fixed Interest13.82%
3Alternative Investment Strategies12.7%
4Consumer Goods11.27%
5Industrials8.21%
6Technology7.41%
7Health Care7.24%
8Consumer Services6.98%
9Others6.85%
Asset type
1North American Equities32.1%
2Hedge12.3%
3European Equities11%
4Global Emerging Market Equities9%
5Global Emerging Market Fixed Interest5.9%
6Japanese Equities5.7%
7Global High Yield Fixed Interest5.5%
8UK Equities4.7%
9Money Market4.5%
Individual holdings
1BLACKROCK NORTH AMERICAN EQUITY TRACKER L32.1%
2AVIVA INVESTORS MULTI-STRATEGY TARGET RETURN CLASS 811.4%
3AVIVA INVESTORS EUROPEAN EQUITY INCOME FUND ZY GBP11%
4AVIVA INVESTORS EMERGING MARKETS EQUITY INCOME ZY GBP9%
5AVIVA INVESTORS EMERGING MARKETS LOCAL CURRENCY BOND FUND CLASS IA5.9%
6BLACKROCK JAPAN EQUITY TRACKER L5.7%
7AVIVA INVESTORS GLOBAL HIGH YIELD BOND I USD5.5%
8AVIVA INVESTORS UK INDEX TRACKING CLASS 34.7%
9AVIVA INVESTORS GLOBAL INVESTMENT GRADE CORPORATE BOND I USD3.7%
Management
Fund manager group
Aviva
Fund manager company
Aviva Life & Pensions UK Ltd
Fund type
Pension Fund
Fund objective
The Fund aims to provide capital growth.
Benchmark
  • No Specified Index
Investment style
Balanced
Investment method
Equity, Fixed Interest
Fund managers
NameSinceBiography
Nicholas Samouilhan04/06/2013Main responsibilities Nick manages our risk-targeted multi-asset and AIMS funds. Experience and qualifications Nick began his career at Investec Asset Management. Previously, he lectured in economics and finance and authored papers on volatility modelling, macroeconomic forecasting and portfolio diversification. Nick has a doctorate from the University of Cape Town focusing on applying ARCH process models to estimating time-varying risk premia in financial markets. In addition he holds the Financial Risk Management designation and is also a CFA® charterholder.
Peter Fitzgerald04/06/2013Main responsibilities Peter manages our suite of outcome-focused multi-strategy capabilities targeting specific client outcomes such as achieving reliable capital growth and securing a steady stream of income. He also leads our global multi-asset investment team and is responsible for the strategic direction of our global multi-asset and multi-strategy offering. Experience and qualifications Peter began his career at Old Mutual in 1995 before joining BNP Wealth Management’s multi-asset team. He has extensive international experience having worked in Asia, Latin America and Europe. He joined us in 2011. Peter holds a postgraduate diploma in Education from Trinity College Dublin and a degree in European studies from the University of Cork. He is a CFA Charterholder.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Aviva Multi-asset IV Pn Inet
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price158.24
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN4T6
Aviva Multi-asset IV Pn S14
Initial charge-
Annual charge0.3%
Min single investment£1
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.65%
Bid price152.09
Offer price-
Mid price-
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGS3Q
Aviva Multi-asset IV Pn S6
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price163.82
Offer price-
Mid price-
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN4T5
Aviva Multi-asset IV Pn S8
Initial charge0.2%
Annual charge0.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.55%
Bid price156.06
Offer price-
Mid price-
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0YRN
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.