Fact sheet: RLP Dimensional Gbl Targeted Val Pn

Fund information
Fund name
RLP Dimensional Global Targeted Value Pn
Fund manager company
Royal London
Fund type
Pension Fund
Fund manager
  • Dimensional Portfolio Management Teamsince 06/02/2008
Underlying fund
Dimensional Gbl Tgtd Val
Fund objective
The investment objective is to maximise long-term total return.
Benchmark
  • MSCI World SMID Value Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
32.3%
1 Year rank in sector
1/961
Sector
PN Global Equities
Yield
-
Fund size
£0m
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.
110
Bid price
120.1
Offer price
126.4
Top in this sector
Fund name1 Year
RLP Dimensional Gbl Targeted Val Pn32.3%
Aviva M&G Global Div Pn32.1%
LV= M&G Global Div Pn31.9%
OMW IPL M&G Global Dividend Pn31.8%
Stan Life M&G Global Dividend Pn31.8%
...more in PN Global Equities

Performance snapshot

Holdings snapshot

  • USA54%
    Japan10.8%
    UK6.5%
    Canada4.2%
    Australia3.3%
  • No data available.
  • US Equities53.8%
    Japanese Equities10.7%
    UK Equities6.8%
    Canadian Equities4.2%
    Australian Equities3.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund7.4%10.9%25.9%32.3%--
Sector0%1.4%13.3%17.3%33.2%74%
Rank within sector1 / 10391 / 10351 / 10251 / 961--
Quartile1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund32.7%----
Sector16.4%3.7%7.8%21.4%11.2%
Rank within sector5 / 963----
Quartile1st
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high121.2
52 week low79.2
Current bid price120.1
Current offer price126.4
Current mid price-
Region
1USA53.99%
2Japan10.79%
3UK6.46%
4Canada4.21%
5Australia3.26%
6Switzerland2.66%
7Germany2.61%
8France2.21%
9Bermuda1.82%
Industry sector
No data available.
Asset type
1US Equities53.79%
2Japanese Equities10.73%
3UK Equities6.83%
4Canadian Equities4.18%
5Australian Equities3.18%
6Swiss Equities2.66%
7German Equities2.61%
8French Equities2.21%
9North American Equities1.82%
Individual holdings
1HUNTINGTON BANCSHARES INC0.31%
2XEROX CORP0.3%
3CINCINNATI FINANCIAL CORP0.26%
4ALLY FINANCIAL INC0.25%
5SWISS LIFE HLDG AG0.25%
6Mosaic Company Ltd. Foreign - Equity0.24%
7PHILLIPS VAN HEUSEN CORP0.24%
8ALLEGHANY CORP0.23%
9E TRADE FINANCIAL CORP0.23%
Management
Fund manager group
Scottish Life
Fund manager company
Royal London
Fund type
Pension Fund
Fund objective
The investment objective is to maximise long-term total return.
Benchmark
  • MSCI World SMID Value Index
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Dimensional Portfolio Management Team06/02/2008
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
RLP Dimensional Global Targeted Value Pn
Initial charge-
Annual charge1.45%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.57%
Bid price120.1
Offer price126.4
Mid price-
CurrencyGBX
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeM83R
Data provided by

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