Fact sheet: FL Nomura Divsfed Grw Pn

Fund information
Fund name
FL Nomura Diversified Growth Pn
Fund manager company
Friends Life
Fund type
Pension Fund
Fund manager
  • Masaya Hiraosince 07/11/2014
Underlying fund
Nomura Divfd Gth
Fund objective
To deliver a positive absolute return by investing in a multi asset portfolio containing a diversified range of investments, while managing risk efficiently.
Benchmark
  • 1 Month USD LIBOR
Investment style
Absolute Return,Flexible
Investment method
None
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
PN Specialist
Yield
-
Fund size
£0m
Top in this sector
Fund name1 Year
OMW Neptune Rus + Grtr Rus38.7%
ReAssure AL NptRu&GtrRus Pn38.2%
L&G Nep Russia&Gtr Russia Pn38%
SIP Fidelity Gbl Technology Pn34.2%
OMW InvescoPerpetualEmgEurpn33.6%
...more in PN Specialist

Performance snapshot

Holdings snapshot

  • USA76.6%
    Japan31.5%
    Australia21%
    Ireland10.7%
    UK6.9%
  • No data available.
  • US Fixed Interest31.1%
    Japanese Fixed Interest29.2%
    Australian Fixed Interest20%
    Irish Equities9.4%
    UK Fixed Interest3.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-6.5%-----
Sector-1.8%-0.3%7.2%8.4%19.9%43%
Rank within sector514 / 546-----
Quartile4th
Calendar performance
 YTD - 20162015201420132012
Fund-----
Sector8.9%2%7.2%11%7.7%
Rank within sector-----
Quartile
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high104.2
52 week low97.1
Current bid price-
Current offer price-
Current mid price97.1
Region
1USA76.58%
2Japan31.55%
3Australia21.05%
4Ireland10.71%
5UK6.9%
6Germany1.48%
7Europe1.1%
8Hong Kong0.55%
9Jersey0.55%
Industry sector
No data available.
Asset type
1US Fixed Interest31.07%
2Japanese Fixed Interest29.16%
3Australian Fixed Interest20.01%
4Irish Equities9.42%
5UK Fixed Interest3.34%
6Money Market2.88%
7German Fixed Interest1.48%
8Irish Fixed Interest1.29%
9UK Equities0.55%
Individual holdings
1JAPAN(GOVERNMENT OF) 0.1% BDS 20/09/26 JPY50000 34414.58%
2JAPAN(GOVERNMENT OF) 0.1% NTS 20/06/26 JPY10014.58%
3SOURCE PHYSICAL GOLD USD6.84%
4SOURCE PHYSICAL GOLD USD6.84%
5UNITED STATES OF AMER TREAS BONDS 0.625% BDS 31/07/18 USD1004.62%
6ISHARES STOXX EUROPE SMALL 200 (DE)1.4%
7ISHARES EUROPEAN PROPERTY YIELD UCITS ETF GBP1.29%
8ISHARES EUROPEAN PROPERTY YIELD UCITS ETF GBP1.29%
9SOURCE MARKETS1.06%
Management
Fund manager group
Friends Life
Fund manager company
Friends Life
Fund type
Pension Fund
Fund objective
To deliver a positive absolute return by investing in a multi asset portfolio containing a diversified range of investments, while managing risk efficiently.
Benchmark
  • 1 Month USD LIBOR
Investment style
Absolute Return,Flexible
Investment method
None
Fund manager
NameSinceBiography
Masaya Hirao07/11/2014
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
FL Nomura Diversified 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 price97.1
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN2KK
FL Nomura Diversified Growth Pn Inet
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 price96.96
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN2KL
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.