Fact sheet: Threadneedle Dynmic RealRtn

Fund information
Fund name
Threadneedle Dynamic Real Return Ret Z Acc
Fund manager company
Threadneedle Inv Services Ltd
Fund type
OEIC
Fund manager
  • Toby Nanglesince 17/06/2013
Fund objective
The aim of the Fund is to provide a positive real rate of return above inflation (defined as the Consumer Price Index) over the medium to long term and to provide a positive return over a three year time period, notwithstanding market conditions. Positive returns are not guaranteed and no form of capital protection applies.
Benchmark
  • CPI Actual
Investment style
Flexible,Total Return
Investment method
None
Quick stats
1 Year return
6.6%
1 Year rank in sector
11/72
Sector
UT Targeted Absolute Return
Yield
1%
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.
0.94%
Fund size
£469m (£205m 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.
43
Mid price
118.72
Top in this sector
Fund name1 Year
Majedie Tortoise24.7%
Jupiter Absolute Return12.2%
CF Ruffer Absolute Return9.7%
Threadneedle Tgt Rtn9.2%
7IM Unconstrained8.6%
...more in UT Targeted Absolute Return

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • Global Investment Grade Fixed Interest22%
    Money Market13.1%
    Global High Yield Fixed Interest11.7%
    Japanese Equities10.4%
    Global Emerging Market Fixed Interest9.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.1%-0.7%4.7%6.6%17.8%-
Sector-0.6%-0.5%0.9%-0.1%5.5%14.8%
Rank within sector58 / 7451 / 7415 / 7211 / 729 / 58-
Quartile4th3rd1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund6.6%2.7%5.8%--
Sector-0.1%2.2%2.5%6.5%3.3%
Rank within sector10 / 7224 / 6715 / 58--
Quartile1st2nd2nd
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.
1.67
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.
1.74
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.
0.41
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%.
4.37
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.
3.3
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.
0.95
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.
0.52
Price movement
52 week high122.18
52 week low106.14
Current bid price-
Current offer price-
Current mid price118.72
Region
No data available.
Industry sector
No data available.
Asset type
1Global Investment Grade Fixed Interest22%
2Money Market13.1%
3Global High Yield Fixed Interest11.7%
4Japanese Equities10.4%
5Global Emerging Market Fixed Interest9.4%
6Europe ex UK Equities8.8%
7UK Equities7.2%
8Commodity & Energy6.3%
9Global Emerging Market Equities5.2%
Individual holdings
1THREADNEEDLE UK SHORT-DATED CORPORATE BOND FUND 21.8%
2THREADNEEDLE EUROPEAN HIGH YIELD BOND FUND11.7%
3THREADNEEDLE JAPAN FUND10.4%
4THREADNEEDLE EUROPEAN SELECT FUND8.8%
5THREADNEEDLE UK FUND7.2%
6THREADNEEDLE (LUX) ENHANCED COMMODITIES PORTFOLIO AEH EUR6.3%
7THREADNEEDLE UK PROPERTY AUTHORISED INVESTMENT FUND4.6%
8SGX NIFTY 50 OCT163.5%
9MEXICO(UNITED MEXICAN STATES) 7.5% BDS 03/06/27 MXN1003.4%
Management
Fund manager group
Threadneedle
Fund manager company
Threadneedle Inv Services Ltd
Fund type
OEIC
Fund objective
The aim of the Fund is to provide a positive real rate of return above inflation (defined as the Consumer Price Index) over the medium to long term and to provide a positive return over a three year time period, notwithstanding market conditions. Positive returns are not guaranteed and no form of capital protection applies.
Benchmark
  • CPI Actual
Investment style
Flexible,Total Return
Investment method
None
Fund manager
NameSinceBiography
Toby Nangle17/06/2013Toby 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
IA Recognised, Non UCITS Retail Scheme, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Sweden
Threadneedle Dynamic Real Return Inst Acc
Initial charge-
Annual charge0.65%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.76%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price119.3
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJ9ME
Threadneedle Dynamic Real Return Inst Inc
Initial charge-
Annual charge0.65%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.76%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price114.4
CurrencyGBX
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJ9MF
Threadneedle Dynamic Real Return Ret Acc
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-
CurrencyGBX
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJ9MC
Threadneedle Dynamic Real Return Ret Inc
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-
CurrencyGBX
Price updated01/01/1900
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeJ9MD
Threadneedle Dynamic Real Return Ret Z Acc
Initial charge-
Annual charge0.75%
Min single investment£1,000,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.94%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price118.72
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJ9MG
Threadneedle Dynamic Real Return Ret Z Inc
Initial charge-
Annual charge0.75%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.91%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price114.35
CurrencyGBX
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJ9MH
Threadneedle Dynamic Real Return S
Initial charge-
Annual charge0.4%
Min single investment£100,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.48%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price105.92
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeM9QY
Threadneedle Dynamic Real Return XNA Acc
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.11%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyGBX
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJ9MI
Threadneedle Dynamic Real Return XNA Inc
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyGBX
Price updated01/01/1900
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJ9MJ
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.