Fact sheet: Pru Neptune Gbl Alpha Pn

Fund information
Fund name
Pru Neptune Global Alpha Pn Ser A
Fund manager company
Prudential Assurance Company
Fund type
Pension Fund
Fund manager
  • Robin Geffensince 20/10/2008
Underlying fund
Neptune Global Alpha
Fund objective
The investment strategy of the fund is to purchase units in the Neptune Global Alpha Fund. That fund aims to generate a positive total return, from investment predominantly in equities and bonds.
Benchmark
  • No Specified Index
Investment style
Flexible
Investment method
Equity, Fixed Interest, Money Market
Quick stats
1 Year return
22.8%
1 Year rank in sector
142/402
Sector
PN Flexible Investment
Yield
-
Fund size
£0m (£0m 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.
131
Bid price
232.7
Offer price
244.9
Top in this sector
Fund name1 Year
Aviva Variable Annuity CU Pn35.9%
Baillie Gifford International PP35.3%
Scot Eq UBS Stockmkt Mgd Pn34.4%
OMW M&G Managed Growth33.8%
FL Spicers Adventurous Pn33.7%
...more in PN Flexible Investment

Performance snapshot

Holdings snapshot

  • North America57.9%
    Global Emerging Markets21.2%
    Japan16.5%
    Asia Pacific ex Japan2.4%
    UK2%
  • Information Technology27.5%
    Financials24.8%
    Industrials16.4%
    Consumer Discretionary6.3%
    Health Care6.2%
  • International Equities97.9%
    Money Market2.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.3%5.3%12.7%22.8%32.7%57%
Sector0.3%2.9%4.9%16.2%28.2%51.3%
Rank within sector439 / 44638 / 4285 / 425142 / 402165 / 316152 / 258
Quartile4th1st1st2nd3rd3rd
Calendar performance
 YTD - 20172016201520142013
Fund5.5%5.4%0.9%15.7%26%
Sector2.8%14.2%2.5%6.7%14.8%
Rank within sector29 / 428358 / 389253 / 3359 / 31016 / 269
Quartile1st4th4th1st1st
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.
-3.85
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.
1.6
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.
0.33
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%.
14.73
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.
10.82
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.
0.01
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.
0.54
Price movement
52 week high239.7
52 week low179.5
Current bid price232.7
Current offer price244.9
Current mid price-
Region
1North America57.9%
2Global Emerging Markets21.2%
3Japan16.5%
4Asia Pacific ex Japan2.4%
5UK2%
Industry sector
1Information Technology27.5%
2Financials24.8%
3Industrials16.4%
4Consumer Discretionary6.3%
5Health Care6.2%
6Consumer Staples5.7%
7Materials5.7%
8Energy4.1%
9Real Estate2.9%
Asset type
1International Equities97.9%
2Money Market2.1%
Individual holdings
1SBERBANK OF RUSSIA4.76%
2SVB FINANCIAL GROUP3.57%
3AMAZON.COM INC3.56%
4UNITED RENTALS INC3.29%
5ALPHABET INC2.95%
6EAST WEST BANCORP INC2.65%
7BROWN-FORMAN CORP2.55%
8JAFCO2.4%
9MANDARIN ORIENTAL INTERNATIONAL2.38%
Management
Fund manager group
Prudential
Fund manager company
Prudential Assurance Company
Fund type
Pension Fund
Fund objective
The investment strategy of the fund is to purchase units in the Neptune Global Alpha Fund. That fund aims to generate a positive total return, from investment predominantly in equities and bonds.
Benchmark
  • No Specified Index
Investment style
Flexible
Investment method
Equity, Fixed Interest, Money Market
Fund manager
NameSinceBiography
Robin Geffen20/10/2008Robin founded Neptune Investment Management in May 2002 and is the architect of Neptune's real world investment approach. He graduated from Oxford University in 1979 and began his investment career at Charterhouse J Rothschild before moving onto Eagle Star, York Trust plc and then Scottish Equitable, where he set up their pooled fund business. Robin joined Orbitex Investments Limited as Chief Investment Officer in 1997 and was most recently Global CIO – Pensions before founding Neptune.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Pru Neptune Global Alpha Pn Ser A
Initial charge-
Annual charge1.9%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.9%
Bid price232.7
Offer price244.9
Mid price-
CurrencyGBX
Price updated29/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeD9P6
Data provided by

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