Fact sheet: LV= Schroder Dynamic Mlt Ast Pn

Fund information
Fund name
LV= Schroder Dynamic Multi Asset Pn S2
Fund manager company
LVFS Ltd
Fund type
Pension Fund
Fund managers
  • Johanna Kyrklundsince 02/05/2008
  • Remi Olu Pitansince 02/05/2008
Underlying fund
Schroder Dyn Mlt Ast
Fund objective
The fund's investment objective is to deliver positive returns over a market cycle based on long-term capital growth and income through investment in collective investment schemes as well as directly held transferable securities, derivatives, cash, deposits, warrants and money market instruments. The fund may gain exposure to alternative asset classes including but not limited to property, commodities, hedge funds and private equity directly where permitted or through investment in transferable securities and other permitted assets which themselves invest in these asset classes.
Benchmark
  • UK CPI
Investment style
No data available.
Investment method
Equity, Fixed Interest, Money Market
Quick stats
1 Year return
8.5%
1 Year rank in sector
331/530
Sector
PN Specialist
Yield
-
Fund size
£2m (£2m 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.
43
Bid price
125.5
Offer price
132.2
Top in this sector
Fund name1 Year
SIP Sanlam Gbl Fin Pn54.2%
Scot Eq Technology Pn47.8%
OMW Neptune Rus + Grtr Rus47.1%
ReAssure AL NptRu&GtrRus Pn46.6%
L&G Nep Russia&Gtr Russia Pn46.4%
...more in PN Specialist

Performance snapshot

Holdings snapshot

  • No data available.
  • Equities50.5%
    Money Market10.9%
    Government Bonds10.7%
    Debt7.9%
    High Yield Bond7.5%
  • Others61.1%
    Global Fixed Interest27.6%
    Money Market4.5%
    Global Short Maturity Fixed Interest4.1%
    International Equities1.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.7%3.4%8.5%15.5%31.3%
Sector0.4%3%3.9%13.5%24.2%41.9%
Rank within sector378 / 559377 / 555256 / 550331 / 530260 / 397198 / 334
Quartile3rd3rd2nd3rd3rd3rd
Calendar performance
 YTD - 20172016201520142013
Fund1.9%5.8%-0.5%7%10.9%
Sector2.5%11.6%2%7.2%11%
Rank within sector297 / 555346 / 519355 / 455144 / 393140 / 365
Quartile3rd3rd4th2nd2nd
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.
-1.39
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.
0.88
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.
0.24
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%.
5.68
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.
2.24
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.
-0.98
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 high126.4
52 week low114.9
Current bid price125.5
Current offer price132.2
Current mid price-
Region
No data available.
Industry sector
1Equities50.5%
2Money Market10.9%
3Government Bonds10.7%
4Debt7.9%
5High Yield Bond7.5%
6Hedge7.3%
7Commodity & Energy5.2%
Asset type
1Others61.09%
2Global Fixed Interest27.57%
3Money Market4.53%
4Global Short Maturity Fixed Interest4.08%
5International Equities1.72%
6Alternative Investment Strategies1.01%
Individual holdings
1SCHRODER STERLING LIQUIDITY PLUS I ACC17.83%
2SCHRODER QEP GLOBAL CORE X ACC10.46%
3SCHRODER UNIT TRUST LTD ADVANCED BETA GLOBAL EQ VALUE FD X ACC9.98%
4SCHRODER OFFSHORE CASH B9.11%
5SCHRODER ISF GLOBAL HIGH YIELD I HEDGED ACC NAV GBP7.48%
6TREASURY 0% GILT 03/04/17 GBP16.27%
7TREASURY 0% GILT 10/07/17 GBP15.85%
8TREASURY 0% TSY BILL 20/03/17 GBP14.08%
9TREASURY 0% GILT 31/07/17 GBP13.87%
Management
Fund manager group
LVFS
Fund manager company
LVFS Ltd
Fund type
Pension Fund
Fund objective
The fund's investment objective is to deliver positive returns over a market cycle based on long-term capital growth and income through investment in collective investment schemes as well as directly held transferable securities, derivatives, cash, deposits, warrants and money market instruments. The fund may gain exposure to alternative asset classes including but not limited to property, commodities, hedge funds and private equity directly where permitted or through investment in transferable securities and other permitted assets which themselves invest in these asset classes.
Benchmark
  • UK CPI
Investment style
No data available.
Investment method
Equity, Fixed Interest, Money Market
Fund managers
NameSinceBiography
Johanna Kyrklund02/05/2008Johanna Kyrklund, Head of Multi-Asset Investments, joined Schroders in March 2007. Responsible for investment on behalf of all UK, European and US Multi Asset clients, member of Global Asset Allocation Committee, fund manager of the Schroder Diversified Growth funds. Prior to joining Schroders, Johanna specialised in tactical asset allocation strategies. From 2005 she worked at Insight Investment where she managed an unconstrained global macro absolute return fund. From 1997 to 2005 she worked at Deutsche Asset Management where she was Head of Asset Allocation in the UK and fund manager of the Deutsche tactical asset allocation fund. Johanna has a degree in Philosophy, Politics & Economics from Oxford University and is a CFA charterholder.
Remi Olu Pitan02/05/2008Remi Ajewole is Fund Manager of UK Multi Asset portfolios including the Dynamic Multi-Asset Fund. She is a member of the Strategic Investment Group Multi-Asset (SIGMA), specializing in Equity and Volatility research. Her investment career commenced in 2006 upon joining Schroders. She is a Chartered Financial Analyst. She holds a Master's degree in Statistics from the London School of Economics and a Bachelor's degree in Business Finance, Durham University.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
LV= Schroder Dynamic Multi Asset Pn S2
Initial charge-
Annual charge0.45%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.5%
Bid price125.5
Offer price132.2
Mid price-
CurrencyGBX
Price updated22/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0N70
Data provided by

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