Fact sheet: FL G4S Long Term Cap Gth Pn

Fund information
Fund name
FL G4S Long Term Capital Growth Pn
Fund manager company
Friends Life
Fund type
Pension Fund
Fund manager
  • Multi Asset Investing Teamsince 29/01/2008
Underlying fund
Stan Life Inv GlAbsRtStr
Fund objective
The fund aims to achieve long-term capital growth through investment in multiple asset classes from both the UK and overseas, including emerging markets. By actively managing where the fund is invested during extreme stock market and bond market conditions, it seeks to reduce the extent to which the fund’s performance is adversely impacted. The fund indirectly invests in a wide range of asset classes including equity and fixed income securities, including index-linked bonds, property, derivatives, money market instruments and near cash assets. Derivatives may be used by the underlying fund(s) for investment purposes. The underlying fund(s) are selected and reviewed by the scheme's Management Committee, who take advice from the scheme's investment advisor and may change. Details of the underlying fund(s) can be found on the fund factsheet.
Benchmark
  • 6 Month GBP LIBOR
Investment style
Absolute Return,Flexible
Investment method
None
Quick stats
1 Year return
6.4%
1 Year rank in sector
286/514
Sector
PN Specialist
Yield
-
Fund size
£94m (£76m 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.
38
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Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund--2.2%2.6%6.4%15.7%34.2%
Sector-0%-0.1%6.8%9.4%21.6%42.3%
Rank within sector236 / 546424 / 545346 / 531286 / 514239 / 386182 / 317
Quartile2nd4th3rd3rd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund6.9%0.3%6.9%7.8%8.8%
Sector9.3%2%7.2%11%7.7%
Rank within sector273 / 514301 / 450150 / 388172 / 357164 / 318
Quartile3rd3rd2nd2nd3rd
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.
0.65
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.
0.27
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%.
4.67
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.
3.32
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.
-0.44
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.
0.69
Price movement
52 week high142.4
52 week low125.8
Current bid price-
Current offer price-
Current mid price139.3
Region
No data available.
Industry sector
1Hedge100%
Asset type
1Hedge100%
Individual holdings
No data available.
Management
Fund manager group
Friends Life
Fund manager company
Friends Life
Fund type
Pension Fund
Fund objective
The fund aims to achieve long-term capital growth through investment in multiple asset classes from both the UK and overseas, including emerging markets. By actively managing where the fund is invested during extreme stock market and bond market conditions, it seeks to reduce the extent to which the fund’s performance is adversely impacted. The fund indirectly invests in a wide range of asset classes including equity and fixed income securities, including index-linked bonds, property, derivatives, money market instruments and near cash assets. Derivatives may be used by the underlying fund(s) for investment purposes. The underlying fund(s) are selected and reviewed by the scheme's Management Committee, who take advice from the scheme's investment advisor and may change. Details of the underlying fund(s) can be found on the fund factsheet.
Benchmark
  • 6 Month GBP LIBOR
Investment style
Absolute Return,Flexible
Investment method
None
Fund manager
NameSinceBiography
Multi Asset Investing Team29/01/2008The Multi-Asset Investing (MAI) Team, is headed by Guy Stern and is responsible for a total of £158.5 bn from an asset allocation perspective as at 30 June 2016. We have considerable resource committed to the GARS product. This large and experienced team consists of three critical skill sets that are principally directed towards managing GARS, supported by a dedicated team of twelve Multi-Asset Investment Specialists.
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
FL G4S Long Term Capital Growth 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 price139.3
CurrencyGBX
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMOV2
FL G4S Long Term Capital Growth Pn Inet
Initial charge-
Annual charge1.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.78%
Bid price-
Offer price-
Mid price127.13
CurrencyGBX
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMOV3
Data provided by

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