Fact sheet: ReAssure HL JPM US EqPn

Fund information
Fund name
ReAssure HL JP Morgan US Equity Pn 1
Fund manager company
ReAssure Limited
Fund type
Pension Fund
Fund manager
  • Jason Alonzosince 31/12/2011
Underlying fund
JPM US Eq
Fund objective
The JPMorgan Life US Equity Fund (the ‘Fund’) is a pooled life fund for pension schemes investing primarily in US equities, either directly or through other funds. The Fund seeks to achieve excess return through stock selection. Normally the Fund only invests in equities issued by companies that are listed, and primarily traded, in the USA. The Fund is well diversified and under normal circumstances, is fully invested, with cash holdings kept to a minimum.Target excess return over a full market cycle: 35 years: 2% per.
Benchmark
  • S&P 500 Index
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
27.8%
1 Year rank in sector
251/315
Sector
PN North America
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.
119
Bid price
267.17
Offer price
267.17
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

  • USA98.3%
    Money Market1.7%
  • Information Technology23.1%
    Financials15.2%
    Health Care12.9%
    Consumer Discretionary10.9%
    Industrials9.4%
  • US Equities98.3%
    Money Market1.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.1%1.7%7.1%27.8%67.5%125%
Sector-0.1%1.6%7.1%30.1%65.4%114.2%
Rank within sector294 / 321151 / 320117 / 317251 / 315144 / 29192 / 270
Quartile4th2nd2nd4th2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund0.6%29%5.2%21.8%33.4%
Sector2%30.9%4.4%18.7%29.2%
Rank within sector262 / 319212 / 304105 / 29950 / 29134 / 279
Quartile4th3rd2nd1st1st
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.
-1.49
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.
1.21
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%.
13.26
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.
3.23
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.
0.19
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.
0.95
Price movement
52 week high281.81
52 week low199.64
Current bid price267.17
Current offer price267.17
Current mid price-
Region
1USA98.3%
2Money Market1.7%
Industry sector
1Information Technology23.1%
2Financials15.2%
3Health Care12.9%
4Consumer Discretionary10.9%
5Industrials9.4%
6Consumer Staples9.3%
7Energy6.3%
8Utilities3.4%
9Money Market2.7%
Asset type
1US Equities98.3%
2Money Market1.7%
Individual holdings
1MICROSOFT CORP3.5%
2APPLE INC2.8%
3BANK OF AMERICA CORP2.6%
4APPLIED MATERIALS INC2.2%
5CITIGROUP INC2.2%
6HEWLETT-PACKARD CO2.2%
7WAL-MART STORES INC2.2%
8ROSS STORES INC2%
9EBAY INC1.9%
Management
Fund manager group
ReAssure Limited
Fund manager company
ReAssure Limited
Fund type
Pension Fund
Fund objective
The JPMorgan Life US Equity Fund (the ‘Fund’) is a pooled life fund for pension schemes investing primarily in US equities, either directly or through other funds. The Fund seeks to achieve excess return through stock selection. Normally the Fund only invests in equities issued by companies that are listed, and primarily traded, in the USA. The Fund is well diversified and under normal circumstances, is fully invested, with cash holdings kept to a minimum.Target excess return over a full market cycle: 35 years: 2% per.
Benchmark
  • S&P 500 Index
Investment style
Growth
Investment method
Shares
Fund manager
NameSinceBiography
Jason Alonzo31/12/2011Jason Alonzo, executive director, is a senior portfolio manager of the US Behavioral Finance Equity group that is responsible for the Intrepid strategies. Jason was part of the initial research and implementation in launching the large cap strategies, and has been part of the large cap team since inception in 2003. Jason previously worked as an Investment Assistant in the US Equity group, and prior to that as an analyst in the Internal Consulting Services program, completing assignments in Corporate Technology, LabMorgan, Credit Derivatives and ultimately the US Equity group. Jason received a B.S. in Management and Technology from Rensselaer Polytechnic Institute in 1999. Education: B.S., Management/Technology, Rensselaer Polytechnic Institute
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
ReAssure HL JP Morgan US Equity Pn 1
Initial charge-
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price267.17
Offer price267.17
Mid price-
CurrencyGBX
Price updated26/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI9KC
ReAssure HL JP Morgan US Equity Pn 4
Initial charge-
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price267.17
Offer price267.17
Mid price-
CurrencyGBX
Price updated26/04/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeMSQG
ReAssure HL JP Morgan US Equity Pn 5
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price270.46
Offer price270.46
Mid price-
CurrencyGBX
Price updated26/04/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeMSQD
Data provided by

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