Fact sheet: Brunner Investment Trust PLC

Fund information
Fund name
Brunner Investment Trust PLC
Fund manager company
Allianz Global Invtrs GmbH(UK)
Fund type
Investment Trust
Fund managers
  • Lucy MacDonaldsince 25/07/2005
Fund objective
The Trust's investment objective is to increase its total return above the benchmark index of 50% FTSE All-Share and 50% FTSE All-World Index (ex UK sterling adjusted) over the long term, by investing in UK and international securities. The strategy of the Trust is designed to meet the requirements of those seeking a single investment in a diversified and professionally managed portfolio.
Benchmark
No data available.
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
30.3%
1 Year rank in sector
10/24
Sector
IT Global
Yield
2.3%
Fund size
£292m
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.
100
Mid price
684
NAV
?Net asset value. The NAV per share may be higher or lower than the share price, which in turn is trading at either a discount or a premium to NAV.
765.36
Discount/Premium
?When the market price of an investment trust’s shares is less than the net asset value (NAV) per share then it is trading at a discount to NAV. A trust’s shares are on a premium when they trade at a higher price than the NAV.
-10.63
Gearing
?Investment trusts have the ability to borrow money which they invest with the aim of generating a higher return than the cost of the loan. An ungeared trust has a figure of 100. A figure of 110 would represent a trust with 10% gearing.
106
Top in this sector
Fund name1 Year
Monks IT PLC52.7%
British Empire Trust plc45.2%
JPM Gbl Grw&Inc plc42.2%
Sct Mtg IT PLC41.7%
Alliance Trust PLC36.4%
...more in IT Global

Performance snapshot

Holdings snapshot

  • UK31.6%
    North America30.1%
    Europe ex UK19.5%
    Money Market7.9%
    Pacific ex-Japan7%
  • Financials21.6%
    Industrials19.5%
    Health Care10.4%
    Technology9.8%
    Consumer Services8.2%
  • UK Equities31.6%
    North American Equities30.1%
    Europe ex UK Equities19.5%
    Money Market7.9%
    Asia Pacific ex Japan Equities7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.3%8.9%15.3%30.3%42.6%89.3%
Sector0.7%5.3%10.9%29.9%47.9%90.9%
Rank within sector13 / 248 / 245 / 2410 / 2418 / 2419 / 24
Quartile3rd2nd1st2nd3rd4th
Calendar performance
 YTD - 20172016201520142013
Fund13.6%17.1%3.2%6.9%26.5%
Sector7%21.1%6.8%7.4%21%
Rank within sector4 / 2414 / 2418 / 2416 / 2414 / 24
Quartile1st3rd3rd3rd3rd
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.
-3.41
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.
1.17
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.
0.66
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%.
12.56
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.
7.85
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.
-0.2
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.
0.62
Price movement
52 week high698
52 week low503
Current bid price683
Current offer price685
Current mid price684
Region
1UK31.6%
2North America30.1%
3Europe ex UK19.5%
4Money Market7.9%
5Pacific ex-Japan7%
6Japan2.4%
7Latin America1.5%
Industry sector
1Financials21.6%
2Industrials19.5%
3Health Care10.4%
4Technology9.8%
5Consumer Services8.2%
6Money Market7.9%
7Consumer Goods7.3%
8Oil & Gas7.1%
9Basic Materials3.6%
Asset type
1UK Equities31.6%
2North American Equities30.1%
3Europe ex UK Equities19.5%
4Money Market7.9%
5Asia Pacific ex Japan Equities7%
6Japanese Equities2.4%
7American Emerging Equities1.5%
Individual holdings
1MICROSOFT CORP3.1%
2ROYAL DUTCH SHELL2.7%
3UNITEDHEALTH GROUP INC2.3%
4ABBVIE INC2.1%
5BP2%
6MUNCHENER RUCKVERSICHERUNGS AG1.9%
7HSBC HLDGS1.8%
8NIELSEN NV1.8%
9ROCHE HLDG AG1.8%
Management
Fund manager group
Allianz Global Investors
Fund manager company
Allianz Global Invtrs GmbH(UK)
Fund type
Investment Trust
Fund objective
The Trust's investment objective is to increase its total return above the benchmark index of 50% FTSE All-Share and 50% FTSE All-World Index (ex UK sterling adjusted) over the long term, by investing in UK and international securities. The strategy of the Trust is designed to meet the requirements of those seeking a single investment in a diversified and professionally managed portfolio.
Benchmark
No data available.
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
Lucy MacDonald25/07/2005Lucy is the Chief Investment Officer of Global Equities. The Global Equity team is responsible for international mandates from clients around the world. Lucy is a member of the European Management Committee. Lucy joined RCM in 2001 from Baring Asset Management, where she was a director and senior portfolio manager. Lucy graduated from Bristol University, and is an Associate of the Society of Investment Professionals (ASIP).
Compliance
AIC Member
Domicile
No data available.
Fund for sale in
United Kingdom
Brunner Investment Trust PLC
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 price760.37
CurrencyGBX
Price updated21/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNJFF
Data provided by

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