Fact sheet: OMW Index Linked Gilts

Fund information
Fund name
OMW Index Linked Gilts Pn
Fund manager company
Old Mutual Wlth Life As Co Ltd
Fund type
Pension Fund
Fund manager
  • Skandia Lifesince 31/07/1989
Underlying fund
L&G All Stocks Gilt Index Tst
Fund objective
The OMW Index Linked Gilts Index Fund aims to track the total return (capital growth plus any income) of UK Government Securities as represented by the FTSE-A Index Linked All Stocks Index. OMW has appointed specialist managers to manage the fund, and continuously monitors these appointments. Investment is through a range of directly invested portfolios and leading collective investment schemes. The underlying fund invests in bonds or money market instruments (including deposits with banks or other financial institutions). The yield and/or value of the fund will fluctuate as interest rates change. There is a possibility of default, reducing capital values.
Benchmark
  • No Specified Index
Investment style
Active
Investment method
None
Quick stats
1 Year return
16.9%
1 Year rank in sector
69/146
Sector
PN UK Index - Linked Gilts
Yield
-
Fund size
£12m (£13m 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.
97
Bid price
589.9
Offer price
620.9
Top in this sector
Fund name1 Year
SSgA Uk Idx Lkd Gilt Mar 2062 Pn27.4%
SSgA UK Idx Lkd Gilt Nov2055 Pn21.9%
SSgA UK Idx Lkd Glt Mar 2050 Pn20.8%
L&G Ovr 15Yr IdxLkd GltsIdx Pn20.3%
SSgA MPF Ovr 15Y IL Gilt Pn20.3%
...more in PN UK Index - Linked Gilts

Performance snapshot

Holdings snapshot

  • UK98.3%
    Money Market1.7%
  • Government Bonds97.9%
    Cash & Cash Equivalents1.7%
    Fixed Interest0.4%
  • UK Gilts98.3%
    Money Market1.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-3.9%-6.1%15.2%16.9%37.6%39.4%
Sector-5.1%-6.5%14.1%16.3%37.8%44.4%
Rank within sector32 / 15135 / 15054 / 15069 / 14685 / 136100 / 119
Quartile1st1st2nd2nd3rd4th
Calendar performance
 YTD - 20162015201420132012
Fund20.9%-1.7%17.6%-0.5%-0.7%
Sector20%-1.5%18.7%0.1%-0.1%
Rank within sector74 / 14777 / 140110 / 136101 / 12886 / 119
Quartile3rd3rd4th4th3rd
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.
-0.29
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.
0.98
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.
0.75
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%.
11.03
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.
1.46
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.
-0.37
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.
0.98
Price movement
52 week high640.6
52 week low487.9
Current bid price589.9
Current offer price620.9
Current mid price-
Region
1UK98.31%
2Money Market1.69%
Industry sector
1Government Bonds97.94%
2Cash & Cash Equivalents1.69%
3Fixed Interest0.37%
Asset type
1UK Gilts98.31%
2Money Market1.69%
Individual holdings
1TREASURY 4.75% GILT 07/12/30 GBP3.41%
2TREASURY 4.25% GILT 07/06/2032 GBP0.013.4%
3TREASURY 4.5% GILT 7/9/2034 GBP0.013.2%
4TREASURY 5% GILT 20253.2%
5TREASURY 4.25% GILT 07/12/55 GBP0.013.13%
6TREASURY 4% GILT 07/03/22 GBP0.013.1%
7TREASURY 4.25% GILT 07/03/36 GBP0.012.95%
8TREASURY 4.5% GILT 7/12/42 GBP2.9%
9TREASURY 4.25% GILT 7/12/20272.77%
Management
Fund manager group
Skandia
Fund manager company
Old Mutual Wlth Life As Co Ltd
Fund type
Pension Fund
Fund objective
The OMW Index Linked Gilts Index Fund aims to track the total return (capital growth plus any income) of UK Government Securities as represented by the FTSE-A Index Linked All Stocks Index. OMW has appointed specialist managers to manage the fund, and continuously monitors these appointments. Investment is through a range of directly invested portfolios and leading collective investment schemes. The underlying fund invests in bonds or money market instruments (including deposits with banks or other financial institutions). The yield and/or value of the fund will fluctuate as interest rates change. There is a possibility of default, reducing capital values.
Benchmark
  • No Specified Index
Investment style
Active
Investment method
None
Fund manager
NameSinceBiography
Skandia Life31/07/1989Skandia offers a range of flexible savings, investment, pension and protection products, born from a tradition of excellence first established by Skandia Insurance Company Limited in Europe nearly 150 years ago.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
OMW Index Linked Gilts Pn
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.2%
Bid price589.9
Offer price620.9
Mid price-
CurrencyGBX
Price updated01/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeHP20
OMW Index Linked Gilts SP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price770.4
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeZW11
Data provided by

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