Fact sheet: ReAssure HL JPM Gbl Dyn Pn

Fund information
Fund name
ReAssure HL JP Morgan Global Dynamic Pn 1
Fund manager company
ReAssure Limited
Fund type
Pension Fund
Fund manager
  • Zenah Shuhaibersince 31/01/2010
Underlying fund
JPM Gbl Dynamc
Fund objective
The JPMorgan Life Global Dynamic Fund (the ‘Fund’) is a pooled life fund for pension schemes investing primarily in global equities. The Fund seeks to achieve excess return through style analysis and stock selection. The Fund is well diversified, typically holding 200300 stock positions and under normal circumstances, is fully invested. Target excess return over 3 years: 3% per annum (gross of fees).Target tracking error: Long-term average of 4%-7%.
Benchmark
  • MSCI World
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
25%
1 Year rank in sector
269/999
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
193.29
Offer price
193.29
Top in this sector
Fund name1 Year
Aegon Hend GlblTecPn39.9%
Baillie Gifford Lng Tm Gbl Gth Pn36.6%
Zurich BailGfrd LgTrmGblGth36.2%
Stan Life BGiff LgTmGlGtOEICPn35.5%
FL Baillie Giff LT Gbl Gth Pn34.7%
...more in PN Global Equities

Performance snapshot

Holdings snapshot

  • North America61.2%
    Europe & Middle East15.4%
    Japan9.2%
    UK7.8%
    Pacific ex-Japan3.1%
  • Financials19.1%
    Information Technology16.8%
    Industrials12.9%
    Consumer Discretionary12.5%
    Health Care12.3%
  • North American Equities61.2%
    International Equities15.4%
    Japanese Equities9.2%
    UK Equities7.8%
    Asia Pacific ex Japan Equities3.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.4%1.2%4.9%25%46.7%91.3%
Sector-1.1%2.5%4.4%21.7%41%81.4%
Rank within sector542 / 1050923 / 1049361 / 1029269 / 999292 / 863288 / 773
Quartile3rd4th2nd2nd2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund1.2%25.8%3.9%10.7%24.6%
Sector3.1%22.4%3.7%7.8%21.4%
Rank within sector929 / 1034344 / 955466 / 913193 / 844242 / 818
Quartile4th2nd3rd1st2nd
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.
0.01
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.
0.96
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%.
11.56
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.
3.15
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.
0.48
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.
0.94
Price movement
52 week high204.14
52 week low145.52
Current bid price193.29
Current offer price193.29
Current mid price-
Region
1North America61.2%
2Europe & Middle East15.4%
3Japan9.2%
4UK7.8%
5Pacific ex-Japan3.1%
6Global Emerging Markets2.5%
7Money Market0.8%
Industry sector
1Financials19.1%
2Information Technology16.8%
3Industrials12.9%
4Consumer Discretionary12.5%
5Health Care12.3%
6Consumer Staples7.5%
7Energy6.1%
8Materials5.4%
9Telecommunications Utilities3.1%
Asset type
1North American Equities61.2%
2International Equities15.4%
3Japanese Equities9.2%
4UK Equities7.8%
5Asia Pacific ex Japan Equities3.1%
6Global Emerging Market Equities2.5%
7Money Market0.8%
Individual holdings
1APPLE INC2.6%
2ALPHABET INC2.1%
3BANK OF AMERICA CORP1.2%
4FACEBOOK INC1.2%
5MICROSOFT CORP1.2%
6PFIZER INC1.2%
7JOHNSON & JOHNSON1.1%
8AMAZON.COM INC1%
9CHEVRON CORP0.9%
Management
Fund manager group
ReAssure Limited
Fund manager company
ReAssure Limited
Fund type
Pension Fund
Fund objective
The JPMorgan Life Global Dynamic Fund (the ‘Fund’) is a pooled life fund for pension schemes investing primarily in global equities. The Fund seeks to achieve excess return through style analysis and stock selection. The Fund is well diversified, typically holding 200300 stock positions and under normal circumstances, is fully invested. Target excess return over 3 years: 3% per annum (gross of fees).Target tracking error: Long-term average of 4%-7%.
Benchmark
  • MSCI World
Investment style
Growth
Investment method
Shares
Fund manager
NameSinceBiography
Zenah Shuhaiber31/01/2010Zenah Shuhaiber, associate, is a portfolio manager in the Global Equities Team based in London, with portfolio and research responsibilities for style-based strategies. An employee since 2005, she previously served an internship at JPMorgan Private Bank in 2004. She obtained a MA in Economics and Management at Oxford University. Zenah is a CFA charterholder.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
ReAssure HL JP Morgan Global Dynamic Pn 1
Initial charge-
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price193.29
Offer price193.29
Mid price-
CurrencyGBX
Price updated24/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI9KA
ReAssure HL JP Morgan Global Dynamic Pn 4
Initial charge-
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price193.29
Offer price193.29
Mid price-
CurrencyGBX
Price updated24/04/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeMSPU
ReAssure HL JP Morgan Global Dynamic Pn 5
Initial charge-
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price196.76
Offer price196.76
Mid price-
CurrencyGBX
Price updated24/04/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeMSQE
Data provided by

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