Fact sheet: ReAssure HL JPM Div Gth Pn

Fund information
Fund name
ReAssure HL JP Morgan Diversified Growth Pn 1
Fund manager company
ReAssure Limited
Fund type
Pension Fund
Fund manager
  • Katy Thorneycroftsince 01/02/2013
Underlying fund
JPM Life Diversified Growth
Fund objective
The JPMorgan Life Diversified Growth Fund is a pooled life fund for pension schemes. The Fund aims to maximise long-term capital growth for clients by investing directly in a diversified mix of asset classes including global equities, property, absolute return funds, high yield bonds, private equity and commodities. The Fund may also hold derivatives. The Fund is well diversified and, under normal circumstances, is fully invested, with cash holdings kept to a minimum.
Benchmark
  • LIBOR GBP 1 Month
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
7%
1 Year rank in sector
260/510
Sector
PN Specialist
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.
52
Bid price
121.37
Offer price
121.37
Top in this sector
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L&G Nep Russia&Gtr Russia Pn38%
SIP Fidelity Gbl Technology Pn34.2%
OMW InvescoPerpetualEmgEurpn33.6%
...more in PN Specialist

Performance snapshot

Holdings snapshot

  • Not Specified51.9%
    USA27.9%
    Global Emerging Markets6.7%
    Europe ex UK6.2%
    UK2.4%
  • Equities41.3%
    High Yield Bond14.9%
    Government Bonds13.1%
    Hedge10.8%
    Private Equity6.3%
  • International Equities41.3%
    Global High Yield Fixed Interest14.9%
    Global Government Fixed Interest13.1%
    Hedge10.8%
    Private Equity6.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.2%-0%7.5%7%18.7%24.2%
Sector-1.8%-0.3%7.2%8.4%19.9%43%
Rank within sector107 / 546248 / 544224 / 531260 / 510194 / 386220 / 313
Quartile1st2nd2nd3rd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund7.1%2.4%7.5%13.2%-5.2%
Sector8.9%2%7.2%11%7.7%
Rank within sector263 / 514150 / 450135 / 388121 / 357318 / 318
Quartile3rd2nd2nd2nd4th
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.
-1.58
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.
1.13
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.
0.35
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%.
7.03
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.
2.45
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.
-0.31
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.
0.89
Price movement
52 week high122.88
52 week low103.54
Current bid price121.37
Current offer price121.37
Current mid price-
Region
1Not Specified51.9%
2USA27.94%
3Global Emerging Markets6.66%
4Europe ex UK6.24%
5UK2.38%
6Pacific ex-Japan2%
7Canada1.57%
8Japan0.81%
9Money Market0.5%
Industry sector
1Equities41.3%
2High Yield Bond14.9%
3Government Bonds13.1%
4Hedge10.8%
5Private Equity6.3%
6Property Shares4.7%
7Investment Grade Corporate Bonds3.3%
8Debt3%
9Convertibles2.1%
Asset type
1International Equities41.3%
2Global High Yield Fixed Interest14.9%
3Global Government Fixed Interest13.1%
4Hedge10.8%
5Private Equity6.3%
6Property Shares4.7%
7Global Investment Grade Fixed Interest3.3%
8Global Emerging Market Fixed Interest3%
9Convertibles2.1%
Individual holdings
1JPM GLOBAL RESEARCH ENHANCED INDEX EQUITY FUND38.3%
2JPM GLOBAL HIGH YIELD BOND FUND 13.1%
3JPM GLOBAL GOVERNMENT BOND FUND11.8%
4JPM SYSTEMATIC ALPHA FUND10.8%
5JPM GLOBAL PROPERTY SECURITIES FUND4.7%
6JPM LIFE ALL-EMERGING MARKETS EQUITY FUND3.6%
7JPM GLOBAL CORPORATE BOND FUND3.3%
8JPM EMERGING MARKETS DEBT FUND3%
9ICG ENTERPRISE TRUST PLC ORD 10P2.7%
Management
Fund manager group
ReAssure Limited
Fund manager company
ReAssure Limited
Fund type
Pension Fund
Fund objective
The JPMorgan Life Diversified Growth Fund is a pooled life fund for pension schemes. The Fund aims to maximise long-term capital growth for clients by investing directly in a diversified mix of asset classes including global equities, property, absolute return funds, high yield bonds, private equity and commodities. The Fund may also hold derivatives. The Fund is well diversified and, under normal circumstances, is fully invested, with cash holdings kept to a minimum.
Benchmark
  • LIBOR GBP 1 Month
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Katy Thorneycroft01/02/2013Katy Thorneycroft is a senior portfolio manager in the Global Multi-Asset Group (””GMAG””), based in London. Katy focuses on the UK pension, Diversified Growth and investment trust funds. An employee since 1999, Katy was previously a member of the GMAG in New York and prior to this was a portfolio manager in the European Equity Group in London focusing on small and mid-cap strategies. Katy obtained an MChem from the University of Oxford and is a CFA charterholder.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
ReAssure HL JP Morgan Diversified Growth Pn 1
Initial charge-
Annual charge0.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price121.37
Offer price121.37
Mid price-
CurrencyGBX
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI9JZ
ReAssure HL JP Morgan Diversified Growth Pn 4
Initial charge-
Annual charge0.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price121.37
Offer price121.37
Mid price-
CurrencyGBX
Price updated01/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeMSUW
ReAssure HL JP Morgan Diversified Growth Pn 5
Initial charge-
Annual charge0.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price123
Offer price123
Mid price-
CurrencyGBX
Price updated01/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeMSUV
Data provided by

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