Fact sheet: L&G Ovr 5 Yr IL Gilt Idx PMC Pn

Fund information
Fund name
L&G Over 5 Year Index-Linked Gilts Index PMC Pn G25
Fund manager company
Legal & General Assurance Soc
Fund type
Pension Fund
Fund managers
  • Sebastien Fauchersince 25/02/2008
No data available.
Fund objective
To track the sterling total returns of the FTSE A Index-linked (Over 5 Year) Index (including reinvested income) to within +/- 0.25% per annum for two in three years.
Benchmark
  • FTSE A Index-linked (Over 5 Year)
Investment style
Passive/Tracking
Investment method
Fixed Interest
Quick stats
1 Year return
15%
1 Year rank in sector
40/147
Sector
PN UK Index - Linked Gilts
Yield
-
Fund size
£114m (£69m 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.
101
Bid price
2789.7
Offer price
2789.7
Top in this sector
Fund name1 Year
SSgA Uk Idx Lkd Gilt Mar 2062 Pn22.9%
SSgA UK Idx Lkd Gilt Nov2055 Pn18.5%
FL TEAMS IL Glt Tckr EP18.2%
SSgA UK Idx Lkd Glt Mar 2050 Pn17.5%
SSgA MPF Ovr 15Y IL Gilt Pn17.4%
...more in PN UK Index - Linked Gilts

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-6.5%-8.9%13.5%15%40.7%49.2%
Sector-6%-7.6%12.4%13.7%36.2%43.8%
Rank within sector94 / 152134 / 15144 / 15140 / 14738 / 13731 / 120
Quartile3rd4th2nd2nd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund21.4%-1.8%20.6%1%-0.4%
Sector18.5%-1.5%18.7%0.1%-0.1%
Rank within sector20 / 14882 / 14136 / 13716 / 12967 / 120
Quartile1st3rd2nd1st3rd
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.
0.27
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.
1.12
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.
0.76
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%.
12.89
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.
1.8
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.
0.85
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.
0.99
Price movement
52 week high3120.3
52 week low2298.1
Current bid price2789.7
Current offer price2789.7
Current mid price-
Region
1UK99.92%
2Money Market0.08%
Industry sector
1Government Bonds99.92%
2Cash & Cash Equivalents0.08%
Asset type
1UK Fixed Interest99.92%
2Money Market0.08%
Individual holdings
1TREASURY 1.25% IDX-LKD GILT 22/11/55 GBP0.016.33%
2TREASURY 0.375% IDX-LKD GILT 22/03/62 GBP5.86%
3TREASURY 0.125% GILT 22/03/68 GBP0.015.84%
4TREASURY 0.5% IDX LKD GILT 22/3/50 GBP0.015.13%
5TREASURY 0.75% IDX LKD GILT 22/11/47 GBP5.11%
6TREASURY 1.125% IDX GILT 22/11/37 GBP5.1%
7TREASURY 0.625% IDX-LKD GILT 22/3/40 GBP0.014.82%
8TREASURY 0.125% IDX LKD GILT 22/3/44 GBP0.014.81%
9TREASURY 1.25% IDX-LKD GILT 22/11/27 GBP0.014.6%
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 FTSE A Index-linked (Over 5 Year) Index (including reinvested income) to within +/- 0.25% per annum for two in three years.
Benchmark
  • FTSE A Index-linked (Over 5 Year)
Investment style
Passive/Tracking
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Sebastien Faucher25/02/2008Sebastien has 10 years of experience in the investment industry, having served as portfolio manager in the passive fixed income team at State Street Global Advisors from 2006 to 2008. He also spent 5 years at National Bank of Canada where as a Senior Risk Manager until 2004 and then Arbitrageur until 2006. He received a Master’s Degree in Finance from Laval University in 1999. Sebastien earned his CFA designation in 2002.
Compliance
FE Passive Rateable
Domicile
No data available.
Fund for sale in
United Kingdom
L&G Over 5 Year Index-Linked Gilts Index PMC Pn 3
Initial charge-
Annual charge0.08%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.08%
Bid price283.1
Offer price283.1
Mid price-
CurrencyGBX
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNDG3
L&G Over 5 Year Index-Linked Gilts 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 price284.4
Offer price284.4
Mid price-
CurrencyGBX
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEKA2
L&G Over 5 Year Index-Linked Gilts 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 price2789.7
Offer price2789.7
Mid price-
CurrencyGBX
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeAME6
Data provided by

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