Fact sheet: L&G Overseas Bond Index PMC Pn

Fund information
Fund name
L&G Overseas Bond Index PMC Pn G25
Fund manager company
Legal & General Assurance Soc
Fund type
Pension Fund
Fund manager
  • Tim Beavensince 02/04/2007
No data available.
Fund objective
To track the sterling total returns of the JP Morgan Global Government (excluding UK) Traded Bond Index (including re-invested income) to within +/- 0.50% per annum for two years in three.
Benchmark
  • JPM Global Government Bond (ex UK) Idx
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
23.3%
1 Year rank in sector
24/132
Sector
PN Global Fixed Interest
Yield
-
Fund size
£11m (£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.
109
Bid price
2188.9
Offer price
2188.9
Top in this sector
Fund name1 Year
FL GM Overseas Bond Pension30.7%
OMW M&G Glbl Government Bond26.9%
Pru Intnl Bd Pn25.3%
Baillie Gifford Emerg Mrkts Bd Pn25.3%
Scot Eq Ovrss Crp Bd Trkr Pn25.1%
...more in PN Global Fixed Interest

Performance snapshot

Holdings snapshot

  • North America43.6%
    Europe ex UK29.6%
    Japan24.8%
    Australasia1.5%
    Money Market0.6%
  • Government Bonds99.4%
    Cash & Cash Equivalents0.6%
    Fixed Interest0.1%
  • North American Fixed Interest43.6%
    Europe ex UK Fixed Interest29.6%
    Japanese Fixed Interest24.8%
    Asia Pacific Fixed Interest1.5%
    Money Market0.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-6.9%-2.1%7.7%23.3%27.7%19%
Sector-3.5%-2.3%5.3%12.9%17.9%19%
Rank within sector125 / 14466 / 14257 / 14124 / 13227 / 11054 / 91
Quartile4th2nd2nd1st1st3rd
Calendar performance
 YTD - 20162015201420132012
Fund20.3%2%6.3%-7%-3.1%
Sector12.3%-0.3%6.1%-3.6%3%
Rank within sector30 / 13229 / 12443 / 11077 / 10585 / 92
Quartile1st1st2nd3rd4th
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.
-0.54
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.
1.75
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.
0.51
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%.
11.22
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.
6.01
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.
0.56
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.
0.86
Price movement
52 week high2420.3
52 week low1778.3
Current bid price2188.9
Current offer price2188.9
Current mid price-
Region
1North America43.58%
2Europe ex UK29.57%
3Japan24.8%
4Australasia1.48%
5Money Market0.57%
Industry sector
1Government Bonds99.36%
2Cash & Cash Equivalents0.57%
3Fixed Interest0.07%
Asset type
1North American Fixed Interest43.58%
2Europe ex UK Fixed Interest29.57%
3Japanese Fixed Interest24.8%
4Asia Pacific Fixed Interest1.48%
5Money Market0.57%
Individual holdings
1UNITED STATES OF AMER TREAS NOTES 1.625% NTS 30/06/19 USD10000.66%
2UNITED STATES OF AMER TREAS NOTES 1.5% TB 31/08/18 USD100 P-20180.62%
3UNITED STATES OF AMER TREAS NOTES 2.25% BDS 15/11/25 USD1000.58%
4USA (GOVT) 3.5 15/05/20 (S1)0.57%
5USA (GOVT) 1.625 15/05/260.52%
6USA (GOVT) 4.625 15/02/400.49%
7UNITED STATES OF AMER TREAS NOTES 2.625% TB 15/08/20 USD10000.48%
8UNITED STATES OF AMER TREAS NOTES 1.125% BDS 31/08/21 USD1000.47%
9JAPAN(GOVERNMENT OF) 0.8% BDS 20/09/22 JPY1000000.45%
Management
Fund manager group
Legal & General
Fund manager company
Legal & General Assurance Soc
Fund type
Pension Fund
Fund objective
To track the sterling total returns of the JP Morgan Global Government (excluding UK) Traded Bond Index (including re-invested income) to within +/- 0.50% per annum for two years in three.
Benchmark
  • JPM Global Government Bond (ex UK) Idx
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Tim Beaven02/04/2007Tim is a Fund Manager, Index Funds within the bond team and is responsible for the All Stocks Gilt Index Trust and Linked Pension over 15 year Gilt Index Fund. He joined Legal & General in 1980 and has over 30 years’ experience covering all aspects of cash and fixed interest securities management. He joined the Index Funds department in 2001 to focus on non-sterling based index funds. Prior to 2001, he was a member of the active bonds team where he had overall responsibility for LGIM’s non-sterling active government bond portfolios in addition to managing a range of UK bond portfolios.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
L&G Overseas Bond Index PMC Pn 3
Initial charge-
Annual charge0.15%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.15%
Bid price221.2
Offer price221.2
Mid price-
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNDG4
L&G Overseas Bond Index 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 price223.1
Offer price223.1
Mid price-
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEKA3
L&G Overseas Bond Index PMC Pn G25
Initial charge-
Annual charge0.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.2%
Bid price2188.9
Offer price2188.9
Mid price-
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeAME5
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.