Fact sheet: Lloyds TSB North American Pn

Fund information
Fund name
Lloyds TSB North American Pn
Fund manager company
Lloyds TSB Life
Fund type
Pension Fund
Fund managers
  • Quantitative Investment Teamsince 30/09/2012
Underlying fund
Scot Wid Amr Gth
Fund objective
To achieve long term capital growth by investing predominantly in a portfolio of companies which are part of the S&P 500 Index (the “Index”). The Fund seeks to deliver performance, before deduction of management fees, in excess of the Index with a similar level of overall volatility, over the long term. The Fund may only take limited positions away from the Index. This means there are limitations on the extent to which the Fund’s investment in various sectors† may differ to the Index. These limited positions can be more than is held in the Index (overweight) or less than is held in the Index (underweight). † A sector is a business area, industry or economy which shares the same characteristics. Company shares are typically grouped into different sectors depending on the company’s business, for example travel and leisure or telecommunications.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
28.5%
1 Year rank in sector
111/309
Sector
PN North America
Yield
-
Fund size
£16m (£15m 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.
99
Bid price
1017.9
Offer price
1071.4
Top in this sector
Fund name1 Year
Canlife North American Pn43.6%
FL Investec American AP39.7%
Zurich Investec American Pn38.8%
FL Investec American EP38.2%
FL Schroder US Mid Cap AP37.9%
...more in PN North America

Performance snapshot

Holdings snapshot

  • North America98.3%
    UK1.7%
  • Technology15.5%
    Consumer Services14%
    Financials13.1%
    Health Care12.9%
    Consumer Goods10.2%
  • North American Equities98.2%
    Money Market1.4%
    Futures0.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.9%6.7%19.7%28.5%57.7%118%
Sector3.8%6.3%18.8%25.4%56.9%114.3%
Rank within sector129 / 321126 / 321151 / 320111 / 309165 / 296138 / 269
Quartile2nd2nd2nd2nd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund25.6%3.9%18.7%28.9%7.5%
Sector24.1%4.4%18.7%29.2%7%
Rank within sector134 / 309170 / 304167 / 296166 / 284123 / 271
Quartile2nd3rd3rd3rd2nd
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.
0.02
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.
1.01
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.
1.11
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%.
11.92
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.
2.47
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.
0.06
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.
0.96
Price movement
52 week high1044
52 week low734.7
Current bid price1017.9
Current offer price1071.4
Current mid price-
Region
1North America98.26%
2UK1.74%
Industry sector
1Technology15.5%
2Consumer Services13.95%
3Financials13.09%
4Health Care12.85%
5Consumer Goods10.18%
6Industrials8.86%
7Equities8.03%
8Oil & Gas7.23%
9Utilities3.7%
Asset type
1North American Equities98.15%
2Money Market1.43%
3Futures0.42%
Individual holdings
1APPLE INC3.2%
2MICROSOFT CORP2.24%
3JOHNSON & JOHNSON2.07%
4CME S&P 500 EMINI DEC16 FUTURE (EXP 16/12/16)1.9%
5EXXON MOBIL CORP1.6%
6PEPSICO INC1.59%
7FACEBOOK INC1.39%
8AMAZON.COM INC1.35%
9AMGEN INC1.34%
Management
Fund manager group
Lloyds TSB
Fund manager company
Lloyds TSB Life
Fund type
Pension Fund
Fund objective
To achieve long term capital growth by investing predominantly in a portfolio of companies which are part of the S&P 500 Index (the “Index”). The Fund seeks to deliver performance, before deduction of management fees, in excess of the Index with a similar level of overall volatility, over the long term. The Fund may only take limited positions away from the Index. This means there are limitations on the extent to which the Fund’s investment in various sectors† may differ to the Index. These limited positions can be more than is held in the Index (overweight) or less than is held in the Index (underweight). † A sector is a business area, industry or economy which shares the same characteristics. Company shares are typically grouped into different sectors depending on the company’s business, for example travel and leisure or telecommunications.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
Quantitative Investment Team30/09/2012
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Lloyds TSB North American Pn
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.23%
Total expense ratio (TER)1.23%
Bid price1017.9
Offer price1071.4
Mid price-
CurrencyGBX
Price updated06/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeB236
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.