Fact sheet: L&G Multi Asset PMC Pn

Fund information
Fund name
L&G Multi Asset PMC Pn G25
Fund manager company
Legal & General Assurance Soc
Fund type
Pension Fund
Fund managers
  • Martin Dietzsince 01/01/2014
No data available.
Fund objective
To provide long-term investment growth through exposure to a diversified range of asset classes. The diversified nature of the Fund means that the Fund is expected to have less exposure than an equity-only fund to adverse equity market conditions. However, the Fund may perform less strongly than an equity-only fund in benign or positive market conditions.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
18%
1 Year rank in sector
19/795
Sector
PN Mixed Investment 40%-85% Shares
Yield
-
Fund size
£3,740m (£1,946m 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.
61
Bid price
152
Offer price
152
Top in this sector
Fund name1 Year
BlackRock LGIM Oseas Consn Idx Pn23.5%
Scot Eq Sequel Adventurous Pn21.4%
Scot Eq Sequel Adven Jrny Pn21.4%
Scot Eq Ext Bal Coll (ex MLC) Pn20.5%
Scot Eq Caerus Pfl DRP 4 Pn20.3%
...more in PN Mixed Investment 40%-85% Shares

Performance snapshot

Holdings snapshot

  • North America27.8%
    UK20.4%
    Europe ex UK18.6%
    Japan6.8%
    Emerging Asia6.6%
  • Government Bonds24.6%
    Financials18.5%
    Investment Grade Corporate Bonds17.8%
    Industrials6.8%
    Consumer Goods6.3%
  • International Equities38.7%
    Global Fixed Interest35.6%
    UK Equities8.5%
    UK Gilts7.2%
    Property6.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.1%-0.6%10.7%18%31.6%-
Sector-0.1%-0.6%8.2%11%21.8%47.9%
Rank within sector727 / 913576 / 912167 / 89419 / 79531 / 692-
Quartile4th3rd1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund17.9%0.5%10.1%6.2%-
Sector10.7%2.2%5.7%13.1%9.9%
Rank within sector15 / 800621 / 75319 / 692637 / 661-
Quartile1st4th1st4th
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.
3
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.
0.93
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.
0.77
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%.
7.36
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.
3.26
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.
0.77
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.
0.81
Price movement
52 week high157.8
52 week low123.4
Current bid price152
Current offer price152
Current mid price-
Region
1North America27.81%
2UK20.36%
3Europe ex UK18.63%
4Japan6.76%
5Emerging Asia6.59%
6Not Specified6.41%
7Central & S America4.26%
8European Emerging Markets3.32%
9Asia2.59%
Industry sector
1Government Bonds24.58%
2Financials18.54%
3Investment Grade Corporate Bonds17.76%
4Industrials6.76%
5Consumer Goods6.25%
6Utilities4.88%
7High Yield Bond4.86%
8Consumer Services4.31%
9Health Care3.66%
Asset type
1International Equities38.67%
2Global Fixed Interest35.55%
3UK Equities8.5%
4UK Gilts7.17%
5Property6.21%
6UK Corporate Fixed Interest4.68%
7Others1.22%
8Cash & Cash Equivalents-2%
Individual holdings
1HSBC HLDGS0.47%
2TREASURY 1.25% IDX-LKD GILT 22/11/27 GBP`WI`DEC0.39%
3TREASURY 4.75% GILT 07/12/30 GBP0.38%
4INDEXLINKED TREASURY GILT 1.875% 20220.37%
5TREASURY 2 1/2% IDX-LINKED GILT 20240.36%
6TREASURY 5% GILT 20250.36%
7BP PLC0.35%
8BRITISH AMERICAN TOBACCO0.34%
9TREASURY 4% GILT 07/03/22 GBP0.010.34%
Management
Fund manager group
Legal & General
Fund manager company
Legal & General Assurance Soc
Fund type
Pension Fund
Fund objective
To provide long-term investment growth through exposure to a diversified range of asset classes. The diversified nature of the Fund means that the Fund is expected to have less exposure than an equity-only fund to adverse equity market conditions. However, the Fund may perform less strongly than an equity-only fund in benign or positive market conditions.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
Martin Dietz01/01/2014Martin is a fund manager in LGIM's Multi-Asset Funds team and responsible for the development of medium and long-term investment strategy. Prior to joining LGIM in September 2012, Martin was a senior investment consultant at Towers Watson where he was a member of its Global Investment Committee and UK Portfolio Construction Group, providing asset class views and dynamic asset allocation for consulting and fiduciary clients. Martin previously worked as a manager at Ernst & Young in its Financial Services Risk Management. He has a PhD (summa cum laude) in economics and finance from the University of St Gallen, graduated from the doctoral programme of the Swiss National Bank at Gerzensee and was a visiting PhD student in economics at UC Berkeley
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
L&G Multi Asset PMC Pn 3
Initial charge-
Annual charge0.13%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.13%
Bid price152.8
Offer price152.8
Mid price-
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0MZL
L&G Multi Asset PMC Pn G17
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price153.8
Offer price153.8
Mid price-
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI8JJ
L&G Multi Asset PMC Pn G25
Initial charge-
Annual charge0.23%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.23%
Bid price152
Offer price152
Mid price-
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0MZM
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.