Fact sheet: Baillie Gifford Active Lg Gi+ Pn

Fund information
Fund name
Baillie Gifford Active Long Gilt Plus Pn P
Fund manager company
Baillie Gifford Life
Fund type
Pension Fund
Fund manager
  • Team Managedsince 11/08/2002
No data available.
Fund objective
The Fund invests in the Baillie Gifford Active Long Gilt Plus Fund, a collective investment scheme managed by Baillie Gifford & Co Ltd, which invests primarily in UK government bonds; overseas government bonds and quasi government bonds, some of which may be used by developing countries. Currency forwards and exchange traded and over the counter derivatives such as futures and swaps will be used, in keeping with the Fund's objective, with the intention of either protecting or enhancing the return on the Fund. The objective of the Fund is to outperform its benchmark by 1.5% per annum (before fees) over rolling 3 year periods.
Benchmark
  • FTSE Actuaries UK Conventional Gilts Over 15 Years
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
11.1%
1 Year rank in sector
10/178
Sector
PN UK Gilts
Yield
-
Fund size
£7m (£51m 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.
92
Top in this sector
Fund name1 Year
SSgA MPF Idx Lk Gilts >5yrs Net Pn20.8%
FL TMLgGltTra EP13.4%
AXA Wealth Teams Act UK Lg Glts Pn13.3%
AEGON UK Long Gilt Pn12.2%
Stan Life VanUK Long DurGtIdx Pn11.8%
...more in PN UK Gilts

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-3%-13%2.2%11.1%42.9%42.6%
Sector-1.8%-6.9%1.2%6.3%21.3%21.3%
Rank within sector173 / 179178 / 17811 / 17810 / 17810 / 1706 / 156
Quartile4th4th1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund14.1%1.6%23.1%-7.6%3.9%
Sector8%-0.3%13.3%-4.8%2.3%
Rank within sector9 / 1785 / 17512 / 170157 / 1657 / 156
Quartile1st1st1st4th1st
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.
0.66
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.
1.84
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.
0.64
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%.
13.67
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.
6.55
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.
0.85
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 high305.72
52 week low230.17
Current bid price-
Current offer price-
Current mid price262.54
Region
1UK100%
Industry sector
No data available.
Asset type
1UK Gilts100%
Individual holdings
1TREASURY 4.5% GILT 7/12/42 GBP16.1%
2TREASURY 4.25% GILT 07/12/55 GBP0.0115%
3TREASURY 4% GILT 22/01/60 GBP0.0113.4%
4TREASURY 4.25% GILT 7/12/4612.5%
5TREASURY 4.25% GILT 07/12/49 GBP0.019.6%
6TREASURY 4.75% GILT 07/12/38 GBP9.3%
7UK TREASURY 4.25% 07/06/20329.1%
8TREASURY 4.25% GILT 07/03/36 GBP0.017.2%
9TREASURY 4.25% GILT 7/9/39 GBP0.016.5%
Management
Fund manager group
Baillie Gifford
Fund manager company
Baillie Gifford Life
Fund type
Pension Fund
Fund objective
The Fund invests in the Baillie Gifford Active Long Gilt Plus Fund, a collective investment scheme managed by Baillie Gifford & Co Ltd, which invests primarily in UK government bonds; overseas government bonds and quasi government bonds, some of which may be used by developing countries. Currency forwards and exchange traded and over the counter derivatives such as futures and swaps will be used, in keeping with the Fund's objective, with the intention of either protecting or enhancing the return on the Fund. The objective of the Fund is to outperform its benchmark by 1.5% per annum (before fees) over rolling 3 year periods.
Benchmark
  • FTSE Actuaries UK Conventional Gilts Over 15 Years
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Team Managed11/08/2002
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Baillie Gifford Active Long Gilt Plus Pn P
Initial charge-
Annual charge0.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.28%
Bid price-
Offer price-
Mid price262.54
CurrencyGBX
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBQ97
Baillie Gifford Active Long Gilt Plus Pn S
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.03%
Bid price-
Offer price-
Mid price286.36
CurrencyGBX
Price updated01/07/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeU617
Data provided by

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