Fact sheet: RLP US Specialist (JPMorgan US) Pn

Fund information
Fund name
RLP US Specialist (JPMorgan US) Pn
Fund manager company
Royal London
Fund type
Pension Fund
Fund managers
  • Robert Wellersince 31/03/2006
  • Silvio Tarcasince 31/03/2006
Underlying fund
JPM US
Fund objective
The fund aims to produce attractive investment returns by taking active positions against the S&P 500 index.
Benchmark
  • S&P 500
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
29.5%
1 Year rank in sector
240/310
Sector
PN North America
Yield
-
Fund size
£20m (£16m 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.
125
Bid price
240.2
Offer price
252.9
Top in this sector
Fund name1 Year
FL Baill GiffNthAmEq XE/IEPn41.6%
FL Baill Giff North Am Eq Pn41.6%
Baillie Gifford North American Pn41.4%
FL Baillie Giff Amr AP41.4%
Scot Eq UBS US Equity Pn40.5%
...more in PN North America

Performance snapshot

Holdings snapshot

  • USA98.1%
    Money Market1.9%
  • Information Technology22.7%
    Financials14.6%
    Health Care13.3%
    Consumer Discretionary10.6%
    Industrials10.1%
  • US Equities98.1%
    Money Market1.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.4%-2.4%2.8%29.5%59.6%116.2%
Sector0.5%-1.7%4.6%31.5%64.7%121.1%
Rank within sector164 / 317230 / 315249 / 313240 / 310214 / 286184 / 266
Quartile3rd3rd4th4th3rd3rd
Calendar performance
 YTD - 20172016201520142013
Fund0.2%27.8%3.2%20.9%31.5%
Sector1.6%30.9%4.4%18.7%29.2%
Rank within sector231 / 314236 / 299198 / 29474 / 28665 / 274
Quartile3rd4th3rd2nd1st
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.
-2.55
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.
1.11
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.
1.07
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%.
13.04
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.
2.97
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.
-0.3
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.
0.96
Price movement
52 week high254.9
52 week low182.4
Current bid price240.2
Current offer price252.9
Current mid price-
Region
1USA98.1%
2Money Market1.9%
Industry sector
1Information Technology22.7%
2Financials14.6%
3Health Care13.3%
4Consumer Discretionary10.6%
5Industrials10.1%
6Consumer Staples9.3%
7Energy6%
8Utilities3.4%
9Money Market3.1%
Asset type
1US Equities98.1%
2Money Market1.9%
Individual holdings
1MICROSOFT CORP3.6%
2APPLE INC2.7%
3BANK OF AMERICA CORP2.7%
4BOEING CO2.5%
5APPLIED MATERIALS INC2.3%
6WAL-MART STORES INC2.2%
7CITIGROUP INC2.1%
8HEWLETT-PACKARD CO2.1%
9ROSS STORES INC1.9%
Management
Fund manager group
Scottish Life
Fund manager company
Royal London
Fund type
Pension Fund
Fund objective
The fund aims to produce attractive investment returns by taking active positions against the S&P 500 index.
Benchmark
  • S&P 500
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
Robert Weller31/03/2006Robert Weller, vice president, is a member of the portfolio management team that manages the US equity behavioural finance funds (JPMorgan Intrepid series, JPMF US Dynamic Fund). An employee since 1997, Robert was previously a portfolio assistant in the JPMorgan Private Bank Target Portfolio Manager group, where he assisted in managing Private Banking accounts and analyzing the Target Portfolios, and a client service specialist. Prior to that, Robert was employed as a junior stock broker at Legg Mason Wood Walker. Robert holds a B.B.A in finance from Loyola College in Maryland, is Series 7 and 63 licensed, and a CFA charterholder.
Silvio Tarca31/03/2006Silvio Tarca, vice president, heads the portfolio management team for US equity behavioural finance funds (JPMorgan Intrepid series, JPMF US Dynamic Fund) and oversees research in this area. An employee since 2000, Silvio previously worked as a quantitative analyst in the Global Emerging Markets Group based in New York, where he was responsible for developing and maintaining quantitative models supporting asset allocation, stock selection and portfolio construction. Prior to joining the firm, he worked for Accenture providing information technology consulting services. Silvio has worked in Australia, New Zealand, France, Argentina, and the United States of America. He holds a B.S. in engineering from the University of Adelaide and an M.S. in finance from the Illinois Institute of Technology, and is a CFA charterholder.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
RLP US Specialist (JPMorgan US) Pn
Initial charge-
Annual charge1.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.88%
Bid price240.2
Offer price252.9
Mid price-
CurrencyGBX
Price updated24/05/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKY63
Data provided by

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