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.
Benchmark
  • S&P 500 Index
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
40.9%
1 Year rank in sector
130/307
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.
116
Bid price
275.38
Offer price
275.38
Top in this sector
Fund name1 Year
FL Schroder US Sm Cos AP52.4%
OMW Threadneedle Am Sm Cos52%
SIP Sch US Sm Cos Pn51.7%
L&G Legg Mason IFRoyUSSmCompPn51%
OMW UBS US Equity51%
...more in PN North America

Performance snapshot

Holdings snapshot

  • USA97.4%
    Money Market2.6%
  • Information Technology22.6%
    Financials15%
    Health Care13.2%
    Consumer Discretionary10.9%
    Consumer Staples9.3%
  • US Equities97.4%
    Money Market2.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.7%7.8%16.6%40.9%77.1%131.7%
Sector3.5%7.2%15.1%39.9%69.1%116.9%
Rank within sector167 / 32080 / 32086 / 317130 / 30781 / 29363 / 270
Quartile3rd1st2nd2nd2nd1st
Calendar performance
 YTD - 20172016201520142013
Fund3.7%29%5.2%21.8%33.4%
Sector4%30.9%4.4%18.7%29.2%
Rank within sector169 / 319213 / 306106 / 30150 / 29335 / 281
Quartile3rd3rd2nd1st1st
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.
-0.91
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.
1.11
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.
1.23
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%.
13.11
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.
3.5
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.
0.25
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 high274.07
52 week low195.44
Current bid price275.38
Current offer price275.38
Current mid price-
Region
1USA97.4%
2Money Market2.6%
Industry sector
1Information Technology22.6%
2Financials15%
3Health Care13.2%
4Consumer Discretionary10.9%
5Consumer Staples9.3%
6Industrials8.9%
7Energy7.4%
8Telecommunications Utilities3.4%
9Utilities3.3%
Asset type
1US Equities97.4%
2Money Market2.6%
Individual holdings
1MICROSOFT CORP3.6%
2BANK OF AMERICA CORP2.7%
3CITIGROUP INC2.2%
4HALLIBURTON CO2.1%
5UNITEDHEALTH GROUP INC2.1%
6VMWARE INC2.1%
7WAL-MART STORES INC2.1%
8APPLIED MATERIALS INC2%
9EBAY INC2%
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.
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 price275.38
Offer price275.38
Mid price-
CurrencyGBX
Price updated23/02/2017
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 price275.38
Offer price275.38
Mid price-
CurrencyGBX
Price updated23/02/2017
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 price278.65
Offer price278.65
Mid price-
CurrencyGBX
Price updated23/02/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeMSQD
Data provided by

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