Fact sheet: Threadneedle (L)GblAstAlloc

Fund information
Fund name
Threadneedle (Lux) Global Asset Allocation AU USD
Fund manager company
Threadneedle (Lux)
Fund type
Offshore Fund
Fund managers
  • Toby Nanglesince 20/08/2012
Fund objective
The aim of the Fund is to provide income and grow the amount you invested. Positive returns are not guaranteed and no form of capital protection applies.The Fund invests at least two-thirds of its assets in shares of companies and bonds (which are similar to a loan and pay a fixed or variableinterest rate) issued by companies and governments worldwide.The Fund invests directly in these assets or by using derivatives. Derivatives are sophisticated investment instruments linked to the rise and fallof the price of other assets.The Fund may invest in commodities through other funds or derivatives. Commodities are physical materials such as oil, agricultural products,and metals.The Fund has the flexibility to vary its exposure between asset classes in order to achieve the investment objective.
Benchmark
No data available.
Investment style
Balanced,Total Return
Investment method
Mixed
Quick stats
1 Year return
-1.2%
1 Year rank in sector
120/134
Sector
FO Mixed Asset - Balanced
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
1.7%
Fund size
£81m (£90m 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.
40
Top in this sector
Fund name1 Year
Templeton Emg Mkts Bal35.1%
Capital Group EMTOpL27.8%
HSBC Pfl World Seltn 325.2%
Oasis Crs Gbl Low EqBal21.1%
Dimensional Wrld Alloc 60/4020%
...more in FO Mixed Asset - Balanced

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • Money Market31%
    Global Emerging Market Fixed Interest11.6%
    Global Emerging Market Equities10.1%
    Japanese Equities9.2%
    Global Developed Markets Government Fixed Interest8.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.2%-3.6%-2.6%-1.2%2%19.7%
Sector0.4%-0.6%3%3.6%9.9%25.8%
Rank within sector127 / 143134 / 143132 / 136120 / 134103 / 11473 / 89
Quartile4th4th4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-0.9%-0.7%1.7%9.5%8.9%
Sector4.2%-0.3%4.7%7.5%7.6%
Rank within sector122 / 13360 / 12496 / 11337 / 10241 / 88
Quartile4th2nd4th2nd2nd
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.
-2.03
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.
0.88
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
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%.
5.76
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.
3.11
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.
-0.76
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.
0.72
Price movement
52 week high34.39
52 week low31.52
Current bid price-
Current offer price-
Current mid price33.15
Region
No data available.
Industry sector
No data available.
Asset type
1Money Market31%
2Global Emerging Market Fixed Interest11.6%
3Global Emerging Market Equities10.1%
4Japanese Equities9.2%
5Global Developed Markets Government Fixed Interest8.2%
6Europe ex UK Equities7.8%
7Commodity & Energy6.1%
8North American Equities5.4%
9Global High Yield Fixed Interest4.5%
Individual holdings
1TOPIX INDX FUTR Dec166.7%
2UNITED STATES OF AMER TREAS BILLS 0% BDS 25/11/16 USD1006.2%
3THREADNEEDLE (LUX) ENHANCED COMMODITIES FUND5.4%
4MEXICO(UNITED MEXICAN STATES) 8% BDS 07/12/2023 MXN`M20`5.1%
5THREADNEEDLE EUROPEAN HIGH YIELD BOND FUND4.5%
6MEXICO(UNITED MEXICAN STATES) 6.5% BDS 09/06/22 MXN1003.8%
7SGX Nifty 50 Nov163.5%
8UNITED STATES OF AMER TREAS BILLS 0% TB 08/12/16 USD1003.4%
9AUSTRALIA(COMMONWEALTH OF) 2.75% BDS 21/04/24 AUD10002.2%
Management
Fund manager group
Threadneedle
Fund manager company
Threadneedle (Lux)
Fund type
Offshore Fund
Fund objective
The aim of the Fund is to provide income and grow the amount you invested. Positive returns are not guaranteed and no form of capital protection applies.The Fund invests at least two-thirds of its assets in shares of companies and bonds (which are similar to a loan and pay a fixed or variableinterest rate) issued by companies and governments worldwide.The Fund invests directly in these assets or by using derivatives. Derivatives are sophisticated investment instruments linked to the rise and fallof the price of other assets.The Fund may invest in commodities through other funds or derivatives. Commodities are physical materials such as oil, agricultural products,and metals.The Fund has the flexibility to vary its exposure between asset classes in order to achieve the investment objective.
Benchmark
No data available.
Investment style
Balanced,Total Return
Investment method
Mixed
Fund managers
NameSinceBiography
Toby Nangle20/08/2012Toby Nangle joined the company in 2012 and is currently Global Co-Head of Asset Allocation and Head of Multi-Asset, EMEA. In this role he is responsible for managing and co-managing a range of multi-asset portfolios, as well as providing strategic and tactical input to the company’s asset allocation process. Before joining the company, Toby worked at Baring Asset Management, initially in the fixed income team and subsequently as Director of the Multi-Asset Group. He holds degrees in History and International Relations from the University of Cambridge.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Reporting Fund Status, UCITS IV Compliant, MAS Unrestricted Scheme
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Spain, Finland, France, United Kingdom, Hong Kong, Ireland, Italy, Luxembourg, Macau, Netherlands, Offshore, Portugal, Singapore, Sweden, Taiwan - Province Of China
Threadneedle (Lux) Global Asset Allocation AEC EUR
Initial charge5%
Annual charge1.35%
Min single investment£2,500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.7%
Total expense ratio (TER)1.85%
Bid price-
Offer price-
Mid price12.71
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeEPM0
Threadneedle (Lux) Global Asset Allocation AEH EUR
Initial charge5%
Annual charge1.35%
Min single investment£2,500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.7%
Total expense ratio (TER)1.85%
Bid price-
Offer price-
Mid price24.41
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeYL08
Threadneedle (Lux) Global Asset Allocation AFH CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.85%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyCHF
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI1RK
Threadneedle (Lux) Global Asset Allocation AGH GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.85%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyGBP
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI1RL
Threadneedle (Lux) Global Asset Allocation AU EUR
Initial charge5%
Annual charge1.35%
Min single investment£2,500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.85%
Total expense ratio (TER)1.85%
Bid price-
Offer price-
Mid price30.79
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeYL09
Threadneedle (Lux) Global Asset Allocation AU USD
Initial charge5%
Annual charge1.35%
Min single investment£2,500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.7%
Total expense ratio (TER)1.85%
Bid price-
Offer price-
Mid price33.15
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeAX14
Threadneedle (Lux) Global Asset Allocation AUP USD
Initial charge5%
Annual charge1.35%
Min single investment£2,500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.7%
Total expense ratio (TER)1.85%
Bid price-
Offer price-
Mid price13.31
CurrencyUSD
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeV984
Threadneedle (Lux) Global Asset Allocation BU USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyUSD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE6IG
Threadneedle (Lux) Global Asset Allocation DEH EUR
Initial charge1%
Annual charge2.25%
Min single investment£2,500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.6%
Total expense ratio (TER)2.6%
Bid price-
Offer price-
Mid price18.18
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeYL10
Threadneedle (Lux) Global Asset Allocation DU EUR
Initial charge1%
Annual charge2.25%
Min single investment£2,500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.6%
Total expense ratio (TER)2.6%
Bid price-
Offer price-
Mid price20.81
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeYL11
Threadneedle (Lux) Global Asset Allocation DU USD
Initial charge1%
Annual charge2.25%
Min single investment£2,500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.6%
Total expense ratio (TER)2.6%
Bid price-
Offer price-
Mid price22.41
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeYL07
Threadneedle (Lux) Global Asset Allocation IEH EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyEUR
Price updated01/01/1900
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeI1RM
Threadneedle (Lux) Global Asset Allocation IFH CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyCHF
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeI1RN
Threadneedle (Lux) Global Asset Allocation IGH GBP
Initial charge-
Annual charge0.75%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price23.37
CurrencyGBP
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGORV
Threadneedle (Lux) Global Asset Allocation IU EUR
Initial charge-
Annual charge0.75%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1%
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price22.14
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0MXJ
Threadneedle (Lux) Global Asset Allocation IU USD
Initial charge-
Annual charge0.75%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price23.83
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNDY7
Threadneedle (Lux) Global Asset Allocation W EUR
Initial charge5%
Annual charge1.4%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.85%
Total expense ratio (TER)1.75%
Bid price-
Offer price-
Mid price50.89
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeYL12
Threadneedle (Lux) Global Asset Allocation W USD
Initial charge5%
Annual charge1.4%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.75%
Total expense ratio (TER)1.75%
Bid price-
Offer price-
Mid price54.79
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeYL13
Data provided by

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