Fact sheet: Stan Life Index Linked Pn

Fund information
Fund name
Stan Life Index Linked Pn S1 GBP
Fund manager company
Standard Life Assurance Co
Fund type
Pension Fund
Fund managers
  • Katy Forbessince 09/06/2010
No data available.
Fund objective
The fund aims to provide long term growth from a combination of income and capital growth by investing predominantly in index-linked stock issued by the UK government. The fund is actively managed by our investment team who may also invest in other securities, such as bonds, corporate index-linked bonds, corporate bonds and overseas bonds to try to take advantage of opportunities they have identified. The value of investments within the fund can fall as well as rise and is not guaranteed – you may get back less than you pay in. The fund may use derivatives for the purposes of efficient portfolio management, reduction of risk or to meet its investment objective if this is permitted and appropriate. The Sterling value of overseas assets held in the fund may rise and fall as a result of exchange rate fluctuations.
Benchmark
  • FTSE British Gov Idx Lkd Over 5 years
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
16.4%
1 Year rank in sector
13/147
Sector
PN UK Index - Linked Gilts
Yield
-
Fund size
£1,016m (£851m last year)
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.
101
Bid price
1562.1
Offer price
1644.4
Top in this sector
Fund name1 Year
SSgA Uk Idx Lkd Gilt Mar 2062 Pn22.9%
SSgA UK Idx Lkd Gilt Nov2055 Pn18.5%
FL TEAMS IL Glt Tckr EP18.2%
SSgA UK Idx Lkd Glt Mar 2050 Pn17.5%
SSgA MPF Ovr 15Y IL Gilt Pn17.4%
...more in PN UK Index - Linked Gilts

Performance snapshot

Holdings snapshot

  • UK99.9%
    Money Market0.1%
  • Government Bonds95.4%
    Corporate Bonds4.5%
    Money Market0.1%
  • Global Government Fixed Interest95.4%
    Global Corporate Fixed Interest4.5%
    Money Market0.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-6.5%-7%14.5%16.4%42.6%52.5%
Sector-6%-7.6%12.4%13.7%36.2%43.8%
Rank within sector87 / 15233 / 15115 / 15113 / 14723 / 13716 / 120
Quartile3rd1st1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund21.8%-1.6%21.1%0.6%-0.6%
Sector18.5%-1.5%18.7%0.1%-0.1%
Rank within sector16 / 14874 / 14122 / 13736 / 12981 / 120
Quartile1st3rd1st2nd3rd
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.
-0.12
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.
1.15
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.
0.72
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%.
13.3
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.
2.48
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.
0.57
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.
0.98
Price movement
52 week high1749.8
52 week low1277.1
Current bid price1562.1
Current offer price1644.4
Current mid price-
Region
1UK99.9%
2Money Market0.1%
Industry sector
1Government Bonds95.4%
2Corporate Bonds4.5%
3Money Market0.1%
Asset type
1Global Government Fixed Interest95.4%
2Global Corporate Fixed Interest4.5%
3Money Market0.1%
Individual holdings
1UK(GOVT OF) 1.25% I/L STK 22/11/20556.5%
2TREASURY 0.125% GILT 22/03/68 GBP0.016.4%
3UK (GOVT OF) 0.375% IL 2062 6.3%
4TREASURY 0.125% GILT 22/03/44 GBP0.015.3%
5TREASURY 0.625% IDX-LKD GILT 22/11/42 GBP5.3%
6TREASURY 0.625% IDX-LKD GILT 22/3/40 GBP0.015.1%
7TREASURY 0.5% IDX LKD GILT 22/3/50 GBP0.015%
8UK TREASURY 2% IL 26/01/20355%
9TREASURY 0.75% IDX-LKD GILT 22/03/34 GBP0.014.9%
Management
Fund manager group
Standard Life Investments
Fund manager company
Standard Life Assurance Co
Fund type
Pension Fund
Fund objective
The fund aims to provide long term growth from a combination of income and capital growth by investing predominantly in index-linked stock issued by the UK government. The fund is actively managed by our investment team who may also invest in other securities, such as bonds, corporate index-linked bonds, corporate bonds and overseas bonds to try to take advantage of opportunities they have identified. The value of investments within the fund can fall as well as rise and is not guaranteed – you may get back less than you pay in. The fund may use derivatives for the purposes of efficient portfolio management, reduction of risk or to meet its investment objective if this is permitted and appropriate. The Sterling value of overseas assets held in the fund may rise and fall as a result of exchange rate fluctuations.
Benchmark
  • FTSE British Gov Idx Lkd Over 5 years
Investment style
None
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Katy Forbes09/06/2010Katy Forbes, Investment Director, joined the Real Returns team in 2008 and has been a secondary manager on Global Index Linked Bond portfolios since then. Katy has been a manager on our Absolute Return Global Bond Strategies fund since 2012 and also has responsibility for some UK index linked bond portfolios. As part of her absolute return role Katy sits on the Strategic Investment Group. Katy joined the Fixed Income team in 2008 with previous experience in derivatives execution, capital markets and risk. Katy holds the Chartered Financial Analyst designation.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Stan Life Index Linked Pn S1 GBP
Initial charge-
Annual charge0.63%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.63%
Bid price1562.1
Offer price1644.4
Mid price-
CurrencyGBX
Price updated02/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeST15
Stan Life Index Linked Pn S2 GBP
Initial charge-
Annual charge0.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.31%
Bid price-
Offer price-
Mid price1778.8247
CurrencyGBX
Price updated02/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codePZ40
Stan Life Index Linked Pn S3 GBP
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.01%
Bid price-
Offer price-
Mid price326.2
CurrencyGBX
Price updated02/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeST41
Stan Life Index Linked Pn S4 GBP
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.01%
Bid price-
Offer price-
Mid price300
CurrencyGBX
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBV75
Stan Life Index Linked Pn S5 GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.01%
Bid price-
Offer price-
Mid price349.9845
CurrencyGBX
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE616
Stan Life Index Linked Pn S6 GBP
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price300.9775
CurrencyGBX
Price updated02/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeAX85
Stan Life Index Linked Pn S7 GBP
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price288.6886
CurrencyGBX
Price updated02/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeZQ12
Stan Life Index Linked Pn S8 GBP
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.61%
Bid price-
Offer price-
Mid price318.9256
CurrencyGBX
Price updated02/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeBU78
Data provided by

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