Fact sheet: FL GM North America Eq Pn

Fund information
Fund name
FL GM North America Equity Pension
Fund manager company
Friends Life
Fund type
Pension Fund
Fund managers
  • AXA Rosenbergsince 01/01/2003
Underlying fund
AXA Rosenberg American
Fund objective
The fund aims to achieve capital growth over the medium to long term. The portfolio will seek investment opportunities in all areas of the North American Stock Market, which encompass investments in companies of all sizes and in every conceivable field of business. The fund may use derivatives for investment purposes.
Benchmark
  • S&P 500
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
30.6%
1 Year rank in sector
53/309
Sector
PN North America
Yield
-
Fund size
£0m (£8m 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.
111
Bid price
736.2
Offer price
737.1
Top in this sector
Fund name1 Year
Canlife North American Pn42.7%
FL Investec American AP38%
L&G Investec American Pn37.6%
Aviva Invtec American Pn37.4%
Zurich Investec American Pn37.1%
...more in PN North America

Performance snapshot

Holdings snapshot

  • North America99.4%
    Money Market0.6%
  • Information Technology24.1%
    Consumer Discretionary15.2%
    Health Care11.3%
    Industrials10.3%
    Consumer Staples9.8%
  • North American Equities99.4%
    Money Market0.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1%5.9%25%30.6%66.2%151%
Sector1.5%7.1%21.9%26%57.5%121.8%
Rank within sector211 / 321241 / 32056 / 32053 / 30961 / 29617 / 269
Quartile3rd4th1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund30.3%3.7%22.5%32.5%8%
Sector25.9%4.4%18.7%29.2%7%
Rank within sector52 / 309179 / 30421 / 29649 / 28494 / 271
Quartile1st3rd1st1st2nd
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.
2.06
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.
1.01
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.
1.26
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%.
12.07
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.
2.96
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.
0.74
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.
0.94
Price movement
52 week high737.2
52 week low510.3
Current bid price736.2
Current offer price737.1
Current mid price-
Region
1North America99.36%
2Money Market0.64%
Industry sector
1Information Technology24.08%
2Consumer Discretionary15.16%
3Health Care11.3%
4Industrials10.26%
5Consumer Staples9.76%
6Financials9.59%
7Energy7.58%
8Others5.55%
9Real Estate3.09%
Asset type
1North American Equities99.36%
2Money Market0.64%
Individual holdings
1ALPHABET INC4%
2JOHNSON & JOHNSON3%
3APPLE INC2.8%
4INTEL CORP2.3%
5PFIZER INC2.3%
6PEPSICO INC2.1%
7INTERNATIONAL BUS MACH CORP1.9%
8MICROSOFT CORP1.9%
9ALTRIA GROUP INC1.6%
Management
Fund manager group
Friends Life
Fund manager company
Friends Life
Fund type
Pension Fund
Fund objective
The fund aims to achieve capital growth over the medium to long term. The portfolio will seek investment opportunities in all areas of the North American Stock Market, which encompass investments in companies of all sizes and in every conceivable field of business. The fund may use derivatives for investment purposes.
Benchmark
  • S&P 500
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
AXA Rosenberg01/01/2003”AXA Rosenberg is an active equity manager. We combine fundamental knowledge with technology to analyze more companies than traditional managers. There are three basic steps to our investment process: - Collect data on over 17,500 companies worldwide. Analyze this data to identify stocks that the market is currently undervaluing. - Build a portfolio with the best combination of undervalued stocks.”
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
FL GM North America Equity Pension
Initial charge-
Annual charge0.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.4%
Bid price736.2
Offer price737.1
Mid price-
CurrencyGBX
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeSU05
Data provided by

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