Fact sheet: Northern Trust EurGovIfLkIx

Fund information
Fund name
Northern Trust Euro Government Inflation Linked Index C
Fund manager company
Northern Trust Invst Funds plc
Fund type
No data available.
Fund manager
  • Shanil Shahsince 30/06/2009
Fund objective
The objective of The NT Euro Government Inflation Linked Index Fund is to closely match the risk and return characteristics of the Barclays France + Germany Govt EMU HICP Inflation-Linked All Maturities Index . The Fund will invest in freely transferable euro denominated inflation linked fixed income securities issued by countries within the Index
Benchmark
  • France + Germany Govt EMU HICP Inflation-Linked All Maturities Index
Investment style
No data available.
Investment method
None
Quick stats
1 Year return
2.1%
1 Year rank in sector
2/10
Sector
FO Fixed Int - EUR Index Linked
Yield
-
Fund size
£571m
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.
76
Top in this sector
Fund name1 Year
Parvest Bd Wrld Inf Lkd5.6%
Northern Trust EurGovIfLkIx2.1%
Pimco GIS Euro Real Return1.8%
Vanguard Eurzn Infln LkdBdId1.1%
SSGA Lux EurInfLnkdBdIdx1%
...more in FO Fixed Int - EUR Index Linked

Performance snapshot

Holdings snapshot

  • France66.5%
    Germany33.8%
    Money Market0.1%
  • AA66.2%
    AAA33.8%
    Money Market0.1%
  • French Fixed Interest66.2%
    German Fixed Interest33.8%
    Money Market0.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.5%-1.7%0%2.1%9.7%20.9%
Sector-0.5%-2.1%0.1%1%7.5%17.8%
Rank within sector7 / 103 / 105 / 102 / 105 / 94 / 9
Quartile3rd2nd2nd1st3rd2nd
Calendar performance
 YTD - 20162015201420132012
Fund3.7%0.1%6%-4.1%12.4%
Sector2.1%0.4%5.1%-3.2%10.3%
Rank within sector2 / 106 / 104 / 96 / 93 / 9
Quartile1st3rd2nd3rd2nd
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.
0.49
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.
1.15
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
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%.
4.73
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.
1.56
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.
0.5
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.
0.91
Price movement
52 week high1.39
52 week low1.3
Current bid price-
Current offer price-
Current mid price1.36
Region
1France66.51%
2Germany33.75%
3Money Market0.1%
Industry sector
1AA66.15%
2AAA33.75%
3Money Market0.1%
Asset type
1French Fixed Interest66.15%
2German Fixed Interest33.75%
3Money Market0.1%
Individual holdings
No data available.
Management
Fund manager group
Northern Trust
Fund manager company
Northern Trust Invst Funds plc
Fund type
No data available.
Fund objective
The objective of The NT Euro Government Inflation Linked Index Fund is to closely match the risk and return characteristics of the Barclays France + Germany Govt EMU HICP Inflation-Linked All Maturities Index . The Fund will invest in freely transferable euro denominated inflation linked fixed income securities issued by countries within the Index
Benchmark
  • France + Germany Govt EMU HICP Inflation-Linked All Maturities Index
Investment style
No data available.
Investment method
None
Fund manager
NameSinceBiography
Shanil Shah30/06/2009
Compliance
Distributor Status, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Offshore
Northern Trust Euro Government Inflation Linked Index B
Initial charge-
Annual charge-
Min single investment£500,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1.3521
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeLXP5
Northern Trust Euro Government Inflation Linked Index C
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1.3555
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeLXP6
Northern Trust Euro Government Inflation Linked Index P1 EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1.0482
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKYAX
Data provided by

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