Fact sheet: Pru LGIM Eth Gbl Eq Idx Pn

Fund information
Fund name
Pru LGIM Ethical Global Equity Index Pn S3
Fund manager company
Prudential Pensions Ltd
Fund type
Pension Fund
Fund manager
  • Robert Dowlingsince 10/07/2011
No data available.
Fund objective
The investment strategy of the fund is to purchase units in the LGIM Ethical Global Equity Index Fund. That fund aims to track the sterling total returns of the FTSE4Good Global Equity Index (including re-invested income, less withholding tax) to within +/- 0.5% per annum for two years in three.
Benchmark
  • FTSE4 Good Global
Investment style
No data available.
Investment method
Indices
Quick stats
1 Year return
27.8%
1 Year rank in sector
97/961
Sector
PN Global Equities
Yield
-
Fund size
£15m (£7m 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.
95
Bid price
192.55
Top in this sector
Fund name1 Year
AXA Wealth Sch ISF Gbl Recv Pn38.2%
RLP Dimensional Gbl Targeted Val Pn36.5%
Stan Life M&G Global Dividend Pn34.9%
Aviva Sch Gbl Eq Inc Pn34.8%
OMW IPL M&G Global Dividend Pn34.6%
...more in PN Global Equities

Performance snapshot

Holdings snapshot

  • USA47.5%
    UK10.9%
    Japan8.4%
    Switzerland5.3%
    France4.9%
  • Financials22.2%
    Technology15.7%
    Health Care14.4%
    Consumer Goods13.6%
    Consumer Services9.8%
  • No data available.

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.1%8.1%20.2%27.8%48.9%107.5%
Sector1%3.2%15.1%19.7%35.8%77.9%
Rank within sector214 / 103946 / 1035167 / 102597 / 961112 / 84950 / 751
Quartile1st1st1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund26.6%2.5%12.8%21.6%14.8%
Sector18.7%3.7%7.8%21.4%11.2%
Rank within sector96 / 963646 / 921102 / 849479 / 820101 / 752
Quartile1st3rd1st3rd1st
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.
4.6
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.
0.8
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.
0.94
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%.
9.89
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.
6
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.
0.43
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.
0.68
Price movement
52 week high193.83
52 week low139.66
Current bid price192.55
Current offer price-
Current mid price-
Region
1USA47.5%
2UK10.9%
3Japan8.4%
4Switzerland5.3%
5France4.9%
6Germany4.4%
7Australia4.1%
8Canada3.5%
9Netherlands2.1%
Industry sector
1Financials22.2%
2Technology15.7%
3Health Care14.4%
4Consumer Goods13.6%
5Consumer Services9.8%
6Industrials9.1%
7Telecommunications5.5%
8Basic Materials4.5%
9Oil & Gas3.4%
Asset type
No data available.
Individual holdings
1APPLE INC3.4%
2ALPHABET INC2.6%
3MICROSOFT CORP2.4%
4JOHNSON & JOHNSON1.8%
5AT&T INC1.4%
6NESTLE SA1.4%
7PROCTER & GAMBLE CO1.3%
8VERIZON COMMUNICATIONS INC1.2%
9WELLS FARGO & CO1.2%
Management
Fund manager group
Prudential
Fund manager company
Prudential Pensions Ltd
Fund type
Pension Fund
Fund objective
The investment strategy of the fund is to purchase units in the LGIM Ethical Global Equity Index Fund. That fund aims to track the sterling total returns of the FTSE4Good Global Equity Index (including re-invested income, less withholding tax) to within +/- 0.5% per annum for two years in three.
Benchmark
  • FTSE4 Good Global
Investment style
No data available.
Investment method
Indices
Fund manager
NameSinceBiography
Robert Dowling10/07/2011Robert is a fund manager responsible for the management of a number of international equity index portfolios. He joined the LGIM index funds team in April 2010. Previously, Robert was at State Street Global Advisors (SSgA) where he was a Fund Manager specialising in Pacific and Global Emerging Markets for five years. Prior to managing funds, Robert worked as a Portfolio Analyst at SSgA. He is a CFA Charterholder and a member of the CFA Society of the UK.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Pru LGIM Ethical Global Equity Index Pn S3
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price192.55
Offer price-
Mid price-
CurrencyGBX
Price updated06/12/2016
Type-
Institutional or retail classInstitutional
Domicile-
Citi code03MA
Data provided by

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