Fact sheet: FL Inv Tst Portfolio Pn

Fund information
Fund name
FL Investment Trust Portfolio Pn T Acc
Fund manager company
Friends Life
Fund type
Pension Fund
Fund manager
  • Julie Dentsince 01/01/1972
No data available.
Fund objective
The fund aims to produce capital growth by mainly investing in UK listed closed end investment companies. The fund may also invest in equities, warrants, convertibles, derivatives, money market instruments and short-term bonds as well as in other collective investment schemes. The fund may invest directly or indirectly.
Benchmark
  • MSCI World
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
7.6%
1 Year rank in sector
925/961
Sector
PN Global Equities
Yield
-
Fund size
£263m (£253m 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.
77
Top in this sector
Fund name1 Year
AXA Wealth Sch ISF Gbl Recv Pn35%
RLP Dimensional Gbl Targeted Val Pn32.6%
Stan Life M&G Global Dividend Pn32%
Zurich SchrGblEqIncPn31.8%
Invesco International EqPn31.4%
...more in PN Global Equities

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • UK Equities22.8%
    International Equities21.4%
    Others14.9%
    Other International Equities14.4%
    European Equities7.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.2%1.2%9.1%7.6%23.6%65.2%
Sector1.1%2.4%14%18.1%34.3%75.3%
Rank within sector429 / 1039693 / 1035913 / 1025925 / 961733 / 849577 / 751
Quartile2nd3rd4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund5.8%6.5%6.7%20.5%17.7%
Sector17.4%3.7%7.8%21.4%11.2%
Rank within sector945 / 963192 / 921481 / 849583 / 82027 / 752
Quartile4th1st3rd3rd1st
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.
-1.37
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.
0.87
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.
0.36
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%.
10.08
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.
4.94
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.
-0.52
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.
0.77
Price movement
52 week high9619.7
52 week low7693.1
Current bid price-
Current offer price-
Current mid price9307.8
Region
No data available.
Industry sector
No data available.
Asset type
1UK Equities22.75%
2International Equities21.43%
3Others14.86%
4Other International Equities14.43%
5European Equities7.15%
6Global Emerging Market Equities5.38%
7Asia Pacific ex Japan Equities4.13%
8Japanese Equities3.99%
9North American Equities3.64%
Individual holdings
1SCOTTISH MORTGAGE INVESTMENT TST6.11%
2POLAR CAPITAL TECHNOLOGY TRUST PLC ORD 25P5.47%
3BAILLIE GIFFORD JAPAN TRUST PLC4.33%
4JUPITER EUROPEAN OPPORTUNITIES3.65%
5TR PROPERTY INVESTMENT TRUST3.31%
6PERPETUAL INCOME&GROWTH INVESTM TR3.15%
7WORLDWIDE HEALTHCARE TRUST PLC3.01%
8FINSBURY GROWTH & INCOME TRUST PLC2.99%
9RUFFER INVESTMENT COMPANY2.91%
Management
Fund manager group
Friends Life
Fund manager company
Friends Life
Fund type
Pension Fund
Fund objective
The fund aims to produce capital growth by mainly investing in UK listed closed end investment companies. The fund may also invest in equities, warrants, convertibles, derivatives, money market instruments and short-term bonds as well as in other collective investment schemes. The fund may invest directly or indirectly.
Benchmark
  • MSCI World
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Julie Dent01/01/1972Julie has extensive experience in research and investment within the Asian markets and is currently Head of Global Equity Portfolios. She has specific responsibility for Asset Allocation and Portfolio Management for international clients. Julie has over 23 years of investment experience, having joined F&C in 1986. She is also manages British Assets Trust and other Investment Trust portfolios. Prior to joining F&C, Julie worked as a Structural Engineer for Ove Arup & Partners where she was responsible for building design. Julie graduated with first class Honours in Civil Engineering from Leeds University in 1980. She also has an MBA which she completed at Edinburgh University.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
FL Investment Trust Portfolio Pn T Acc
Initial charge-
Annual charge1.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.75%
Bid price-
Offer price-
Mid price9307.8
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeLR13
FL Investment Trust Portfolio Pn T Cap
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1771.8
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeLR14
Data provided by

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