Fact sheet: ReAssure Delaware US LrgCapValPPBPn

Fund information
Fund name
ReAssure Delaware US Large Cap Value PPB Pn
Fund manager company
ReAssure Limited
Fund type
Pension Fund
Fund manager
  • Nikhil G. Lalvanisince 15/04/2016
Underlying fund
Delaware Inv US LgeCapVal
Fund objective
The investment objective of this fund is to aim to achieve long-term capital appreciation. The fund will invest at least 80%of its net asset value in a well diversified portfolio of U.S equity and equity-related securities of large sized issuers that, at the time of investment, have a market capitalization within the range of market capitalization of companies in the Russell 1000 value index.
Benchmark
  • Russell 1000
Investment style
Value
Investment method
Shares
Quick stats
1 Year return
25.2%
1 Year rank in sector
297/315
Sector
PN North America
Yield
-
Fund size
£0m
Bid price
1.243
Offer price
1.309
Top in this sector
Fund name1 Year
FL Investec American AP38.3%
L&G Invtc Am G17 Pn38.2%
L&G Investec American Pn38%
OMW Threadneedle Am Sm Cos37.8%
FL Schroder US Sm Cos AP37.7%
...more in PN North America

Performance snapshot

Holdings snapshot

  • USA99.1%
    Money Market0.9%
  • Health Care21.5%
    Energy13.6%
    Consumer Staples12.4%
    Financials12.2%
    Information Technology12%
  • US Equities99.1%
    Money Market0.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-2.2%0.6%2.3%25.2%--
Sector-0.1%1.6%7.1%30.1%65.4%114.2%
Rank within sector319 / 321261 / 320313 / 317297 / 315--
Quartile4th4th4th4th
Calendar performance
 YTD - 20172016201520142013
Fund-2.4%----
Sector2%30.9%4.4%18.7%29.2%
Rank within sector316 / 319----
Quartile4th
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 high1.33
52 week low0.98
Current bid price1.24
Current offer price1.31
Current mid price-
Region
1USA99.1%
2Money Market0.9%
Industry sector
1Health Care21.5%
2Energy13.6%
3Consumer Staples12.4%
4Financials12.2%
5Information Technology12%
6Industrials9.1%
7Telecommunications Utilities6.1%
8Materials3.1%
9Real Estate3.1%
Asset type
1US Equities99.1%
2Money Market0.9%
Individual holdings
1ARCHER DANIELS MIDLAND CO3.23%
2EXPRESS SCRIPTS INC3.17%
3EDISON INTERNATIONAL3.12%
4PFIZER INC3.11%
5BB&T CORP3.08%
6CVS HEALTH CORP3.08%
7JOHNSON & JOHNSON3.08%
8EQUITY RESIDENTIAL PROPERTIES TRUST SHS OF BENEFICIAL INTEREST USD0.013.07%
9KRAFT HEINZ CO(THE)3.07%
Management
Fund manager group
ReAssure Limited
Fund manager company
ReAssure Limited
Fund type
Pension Fund
Fund objective
The investment objective of this fund is to aim to achieve long-term capital appreciation. The fund will invest at least 80%of its net asset value in a well diversified portfolio of U.S equity and equity-related securities of large sized issuers that, at the time of investment, have a market capitalization within the range of market capitalization of companies in the Russell 1000 value index.
Benchmark
  • Russell 1000
Investment style
Value
Investment method
Shares
Fund manager
NameSinceBiography
Nikhil G. Lalvani15/04/2016Nikhil G. Lalvani is a senior portfolio manager for the firm’s Large-Cap Value team. At Delaware Investments, Lalvani has worked as both a fundamental and quantitative analyst. Prior to joining the firm in 1997 as an account analyst, he was a research associate with Bloomberg. Lalvani holds a bachelor’s degree in finance from The Pennsylvania State University. He is a member of the CFA Institute and the CFA Society of Philadelphia.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
ReAssure Delaware US Large Cap Value PPB Pn
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price1.243
Offer price1.309
Mid price-
CurrencyGBP
Price updated27/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN6KO
Data provided by

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