Fact sheet: FL Cautious Idx FundOfFunds Pn

Fund information
Fund name
FL Cautious Index Fund Of Funds Pn
Fund manager company
Friends Life
Fund type
Pension Fund
Fund manager
  • Friends Providentsince 31/07/2003
No data available.
Fund objective
This fund aims to provide returns in excess of inflation while providing stability and diversification of risk. It invests between 20% and 60% in equity index tracking funds of multiple regions (including emerging markets), with the remainder invested in fixed interest index tracking funds, cash funds and other money market instruments. Assets held by fixed interest index tracking funds can include UK and overseas corporate and government bonds.
Benchmark
  • ABI Mixed Investment 20%-60% Shares
Investment style
Cautious
Investment method
No data available.
Quick stats
1 Year return
13.1%
1 Year rank in sector
45/462
Sector
PN Mixed Investment 20%-60% Shares
Yield
-
Fund size
£205m (£172m 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.
51
Top in this sector
Fund name1 Year
OMW IPL F&C UKEq LnkInflPn27.1%
AXA Wealth TEAMS cl Gvn ptfl VPn19.3%
AXA Wealth TEAMS cl Gvn ptfl IVPn18.4%
FL Investec Caut Mgd Pn16.6%
AXA Wealth TEAMS cl Gvn ptfl IIIPn16.3%
...more in PN Mixed Investment 20%-60% Shares

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • UK Equities28%
    Global Fixed Interest23.8%
    UK Corporate Fixed Interest10.5%
    UK Gilts10.5%
    Money Market9.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-3%-1.4%9.2%13.1%22.2%41.6%
Sector-1.9%-1.6%6.6%8.2%17.2%39.9%
Rank within sector494 / 529266 / 52982 / 51745 / 46257 / 397164 / 339
Quartile4th3rd1st1st1st2nd
Calendar performance
 YTD - 20162015201420132012
Fund13%2.1%6.2%7%6.4%
Sector8.9%1.3%6%8.3%9.4%
Rank within sector59 / 463128 / 425134 / 399293 / 381286 / 339
Quartile1st2nd2nd4th4th
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.
1.11
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.
1.11
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%.
6.16
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.
2.32
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.
0.72
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.
0.86
Price movement
52 week high257.9
52 week low212
Current bid price-
Current offer price-
Current mid price247.4
Region
No data available.
Industry sector
No data available.
Asset type
1UK Equities27.96%
2Global Fixed Interest23.78%
3UK Corporate Fixed Interest10.47%
4UK Gilts10.47%
5Money Market9.91%
6European Equities8.2%
7North American Equities5.76%
8Asia Pacific ex Japan Equities1.59%
9Japanese Equities1.44%
Individual holdings
1FL BLACKROCK UK EQUITY INDEX (AQUILA C) AP27.96%
2FL BLACKROCK OVERSEAS BOND INDEX (AQUILA C) 23.78%
3FL BLACKROCK ALL STOCKS UK GILT INDEX (AQUILA C)10.47%
4FL BLACKROCK CORPORATE BOND INDEX ALL STOCKS (AQUILA C)10.47%
5FL BLACKROCK CASH (AQUILA C)9.92%
6FL BLACKROCK EUROPEAN EQUITY INDEX (AQUILA C) AP8.2%
7FL BLACKROCK US EQUITY INDEX (AQUILA C) AP5.76%
8FL BLACKROCK PACIFIC RIM EQUITY INDEX (AQUILA C) 1.59%
9FL BLACKROCK JAPANESE EQUITY INDEX (AQUILAC) 1.44%
Management
Fund manager group
Friends Life
Fund manager company
Friends Life
Fund type
Pension Fund
Fund objective
This fund aims to provide returns in excess of inflation while providing stability and diversification of risk. It invests between 20% and 60% in equity index tracking funds of multiple regions (including emerging markets), with the remainder invested in fixed interest index tracking funds, cash funds and other money market instruments. Assets held by fixed interest index tracking funds can include UK and overseas corporate and government bonds.
Benchmark
  • ABI Mixed Investment 20%-60% Shares
Investment style
Cautious
Investment method
No data available.
Fund manager
NameSinceBiography
Friends Provident31/07/2003
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
FL Cautious Index Fund Of Funds Pn
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 price247.4
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeLM26
FL Cautious Index Fund Of Funds Pn Inet
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price219.25
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeOQ07
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.