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
11.8%
1 Year rank in sector
266/537
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.
50
Bid price
127.34
Offer price
127.34
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Performance snapshot

Holdings snapshot

  • Not Specified51.9%
    USA27.9%
    Global Emerging Markets6.7%
    Europe ex UK6.2%
    UK2.4%
  • Equities50%
    High Yield Bond15.8%
    Hedge8.8%
    Government Bonds7.6%
    Private Equity6.9%
  • International Equities50%
    Global High Yield Fixed Interest15.8%
    Hedge8.8%
    Global Government Fixed Interest7.6%
    Private Equity6.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.2%1.5%4.1%11.8%22.4%35.7%
Sector-0.3%2.1%2.2%11.8%24.1%44.2%
Rank within sector183 / 560360 / 56083 / 552266 / 537206 / 398185 / 337
Quartile2nd3rd1st2nd3rd3rd
Calendar performance
 YTD - 20172016201520142013
Fund2.7%9.4%2.4%7.5%13.2%
Sector2.2%11.6%2%7.2%11%
Rank within sector175 / 556274 / 520152 / 455133 / 393120 / 365
Quartile2nd3rd2nd2nd2nd
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.
-1.05
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.
1.06
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.
0.52
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%.
6.86
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.
2.76
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.
-0.23
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.
0.84
Price movement
52 week high128.3
52 week low111.32
Current bid price127.34
Current offer price127.34
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
1Equities50%
2High Yield Bond15.8%
3Hedge8.8%
4Government Bonds7.6%
5Private Equity6.9%
6Property Shares4.5%
7Investment Grade Corporate Bonds3.9%
8Convertibles2.1%
9Money Market0.4%
Asset type
1International Equities50%
2Global High Yield Fixed Interest15.8%
3Hedge8.8%
4Global Government Fixed Interest7.6%
5Private Equity6.9%
6Property Shares4.5%
7Global Investment Grade Fixed Interest3.9%
8Convertibles2.1%
9Money Market0.4%
Individual holdings
1JPM GLOBAL RESEARCH ENHANCED INDEX EQUITY FUND39.5%
2JPM GLOBAL HIGH YIELD BOND FUND 14%
3JPM GLOBAL GOVERNMENT BOND FUND9.2%
4JPM SYSTEMATIC ALPHA FUND8.8%
5ISHARES DEVELOPED MARKETS PROPERTY YIELD UCITS ETF GBP4.4%
6ISHARES DEVELOPED MARKETS PROPERTY YIELD UCITS ETF GBP4.4%
7JPM GLOBAL CORPORATE BOND FUND3.9%
8JPM LIFE ALLEMERGING MARKETS EQUITY FUND3.5%
9ICG ENTERPRISE TRUST PLC ORD 10P2.8%
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 price127.34
Offer price127.34
Mid price-
CurrencyGBX
Price updated24/04/2017
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 price127.34
Offer price127.34
Mid price-
CurrencyGBX
Price updated24/04/2017
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 price129.16
Offer price129.16
Mid price-
CurrencyGBX
Price updated24/04/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeMSUV
Data provided by

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