Fact sheet: OMW Old Mutual Gilt

Fund information
Fund name
OMW Old Mutual Gilt Pn
Fund manager company
Old Mutual Wlth Life As Co Ltd
Fund type
Pension Fund
Fund manager
  • Blackrock Investment Management (Uk) Ltdsince 05/02/2003
Underlying fund
Old Mutual Gilt
Fund objective
The OMW Old Mutual Gilt fund invests solely in the Old Mutual Gilt fund, a sub fund of Old Mutual Specialist Funds, a UK authorised open-ended investment company with variable capital managed by Old Mutual Investment Management Limited. The aim of the underlying fund is to achieve capital growth through investment in a well-diversified portfolio consisting predominantly of UK Gilts. The underlying fund is permitted to invest in overseas bonds, and any non-sterling currency exposure will be hedged back into sterling to remove the risk of exchange rate fluctuation. The underlying fund invests into a relatively small number of assets, or into individual countries or a specific market sector. Such concentrated portfolios give rise to more risk than where investments are spread across a larger number of assets, countries or market sectors. The underlying fund may be denominated in or hold assets in a currency other than Sterling. The performance of the fund may therefore rise and fall as a result of exchange rate fluctuations. 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. It should be noted that the performance of the OMW fund will not match that of the underlying investment due to OMW fund charges, appropriate taxation adjustments and the OMW investment process.
Benchmark
  • Merril Lynch UK Gilts
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
6%
1 Year rank in sector
80/178
Sector
PN UK Gilts
Yield
-
Fund size
£1m (£1m 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.
63
Bid price
135
Offer price
142.1
Top in this sector
Fund name1 Year
SSgA MPF Idx Lk Gilts >5yrs Net Pn17.2%
AEGON UK Long Gilt Pn13.4%
AXA Wealth Teams Act UK Lg Glts Pn13.3%
Zurich Long Dated Gilt Pn12.3%
FL TMLgGltTra EP12.2%
...more in PN UK Gilts

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.3%-8.1%2.7%6%18.8%16.1%
Sector-1.6%-7.5%2.2%6.4%20%20.9%
Rank within sector61 / 179151 / 17837 / 17880 / 17876 / 170100 / 155
Quartile2nd4th1st2nd2nd3rd
Calendar performance
 YTD - 20162015201420132012
Fund7.5%-0.7%13%-5.9%1.5%
Sector7.8%-0.3%13.3%-4.8%2.3%
Rank within sector69 / 178134 / 17540 / 170122 / 164128 / 155
Quartile2nd4th1st3rd4th
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.
-0.66
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.
0.29
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%.
7.47
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.
1.12
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.
-0.54
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 high146.9
52 week low125.6
Current bid price135
Current offer price142.1
Current mid price-
Region
1UK100%
Industry sector
No data available.
Asset type
1UK Gilts100%
Individual holdings
1TREASURY 4.25% GILT 07/06/2032 GBP0.014.1%
2TREASURY 5% GILT 20253.7%
3TREASURY 4% GILT 07/03/22 GBP0.013.6%
4TREASURY 4.75% GILT 07/12/30 GBP3.6%
5TREASURY 4.25% GILT 07/03/36 GBP0.013.5%
6TREASURY 4.5% GILT 07/03/2019 GBP0.013.3%
7TREASURY 4.75% GILT 07/12/38 GBP3.3%
8TREASURY 2% GILT 22/07/20 GBP0.013.2%
9TREASURY 4.25% GILT 07/12/55 GBP0.013.2%
Management
Fund manager group
Skandia
Fund manager company
Old Mutual Wlth Life As Co Ltd
Fund type
Pension Fund
Fund objective
The OMW Old Mutual Gilt fund invests solely in the Old Mutual Gilt fund, a sub fund of Old Mutual Specialist Funds, a UK authorised open-ended investment company with variable capital managed by Old Mutual Investment Management Limited. The aim of the underlying fund is to achieve capital growth through investment in a well-diversified portfolio consisting predominantly of UK Gilts. The underlying fund is permitted to invest in overseas bonds, and any non-sterling currency exposure will be hedged back into sterling to remove the risk of exchange rate fluctuation. The underlying fund invests into a relatively small number of assets, or into individual countries or a specific market sector. Such concentrated portfolios give rise to more risk than where investments are spread across a larger number of assets, countries or market sectors. The underlying fund may be denominated in or hold assets in a currency other than Sterling. The performance of the fund may therefore rise and fall as a result of exchange rate fluctuations. 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. It should be noted that the performance of the OMW fund will not match that of the underlying investment due to OMW fund charges, appropriate taxation adjustments and the OMW investment process.
Benchmark
  • Merril Lynch UK Gilts
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Blackrock Investment Management (Uk) Ltd05/02/2003
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
OMW Old Mutual Gilt Pn
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.54%
Bid price135
Offer price142.1
Mid price-
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFDQ1
OMW Old Mutual Gilt SP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.54%
Bid price-
Offer price-
Mid price150.4
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFDQ2
Data provided by

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