Fact sheet: BlackRock LGIM Oseas Consn Idx Pn

Fund information
Fund name
BlackRock LGIM Overseas Consensus Index Pn D
Fund manager company
BlackRock Pensions Ltd
Fund type
Pension Fund
Fund manager
  • Joanna Brigdensince 13/05/2004
Underlying fund
L&G Consensus Index PMC Pn
Fund objective
To track the performance of the FTSE All World cx UK index (less withholding tax if applicable) to within +/-0.5% per annum for two years out of three.
Benchmark
  • FTSE All World Europe ex UK
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
26.4%
1 Year rank in sector
1/796
Sector
PN Mixed Investment 40%-85% Shares
Yield
-
Fund size
£2m (£2m 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.
102
Top in this sector
Fund name1 Year
BlackRock LGIM Oseas Consn Idx Pn26.4%
Scot Eq Sequel Adventurous Pn23.9%
Scot Eq Sequel Adven Jrny Pn23.9%
Scot Eq Caerus Pfl DRP 4 Pn23.2%
FL My Ftr Advantage Gth Pn22.2%
...more in PN Mixed Investment 40%-85% Shares

Performance snapshot

Holdings snapshot

  • North America26.6%
    UK20.5%
    Europe ex UK18.8%
    Not Specified6.5%
    Emerging Asia6.4%
  • Government Bonds23.2%
    Financials17.8%
    Investment Grade Corporate Bonds17.4%
    Industrials6.4%
    Consumer Goods6.3%
  • International Equities37.5%
    Global Fixed Interest34.8%
    UK Equities8.9%
    UK Gilts6.7%
    Property6.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.9%5.7%19.5%26.4%43.4%89.2%
Sector0.1%-0.1%8.9%11.9%22.7%49.3%
Rank within sector157 / 9132 / 9121 / 8941 / 7961 / 6922 / 595
Quartile1st1st1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund24.3%5.3%7.8%19%12.6%
Sector11.5%2.2%5.7%13.1%9.9%
Rank within sector1 / 80063 / 75377 / 69250 / 66176 / 596
Quartile1st1st1st1st1st
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.
3.72
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.
1.27
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.
0.84
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%.
10.17
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.
5.08
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.
1.03
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.
0.78
Price movement
52 week high108.62
52 week low77.33
Current bid price-
Current offer price-
Current mid price106.72
Region
1North America26.62%
2UK20.51%
3Europe ex UK18.79%
4Not Specified6.46%
5Emerging Asia6.44%
6Japan6.32%
7Central & S America4.1%
8European Emerging Markets3.26%
9Asia2.56%
Industry sector
1Government Bonds23.2%
2Financials17.79%
3Investment Grade Corporate Bonds17.4%
4Industrials6.35%
5Consumer Goods6.3%
6High Yield Bond4.96%
7Utilities4.88%
8Consumer Services4.13%
9Health Care3.74%
Asset type
1International Equities37.48%
2Global Fixed Interest34.78%
3UK Equities8.91%
4UK Gilts6.71%
5Property6.26%
6UK Corporate Fixed Interest4.89%
7Others1.19%
8Cash & Cash Equivalents-0.22%
Individual holdings
1HSBC HLDGS0.45%
2BRITISH AMERICAN TOBACCO0.37%
3TREASURY 4.75% GILT 07/12/30 GBP0.37%
4NESTLE SA0.35%
5BP0.34%
6NATIONAL GRID0.34%
7TREASURY 5% GILT 20250.34%
8TREASURY 4% GILT 07/03/22 GBP0.010.33%
9GLAXOSMITHKLINE0.32%
Management
Fund manager group
BlackRock
Fund manager company
BlackRock Pensions Ltd
Fund type
Pension Fund
Fund objective
To track the performance of the FTSE All World cx UK index (less withholding tax if applicable) to within +/-0.5% per annum for two years out of three.
Benchmark
  • FTSE All World Europe ex UK
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Joanna Brigden13/05/2004Jo is a Manager, Index Funds and is responsible for client asset allocation implementation, performance measurement and benchmark maintenance. Jo joined LGIM in 2002 after beginning her career with Canada Life in 1997 in the actuarial department. Jo holds a BSc (Hons) in Mathematics from the University of Glasgow, a Diploma in Actuarial Techniques and the Investment Management Certificate.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
BlackRock LGIM Overseas Consensus Index Pn D
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price106.7231
CurrencyGBX
Price updated07/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeC0V3
BlackRock LGIM Overseas Consensus Index Pn F
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price106.2346
CurrencyGBX
Price updated07/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeEOF0
BlackRock LGIM Overseas Consensus Index Pn P
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price110.7691
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeDGG4
BlackRock LGIM Overseas Consensus Index Pn W
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price121.7131
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJALV
Data provided by

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