Fact sheet: Threadneedle Idx Lnkd Bd Pn

Fund information
Fund name
Threadneedle Index Linked Bond Pn
Fund manager company
Threadneedle Pensions
Fund type
Pension Fund
Fund managers
  • Dave Chappellsince 01/12/2015
No data available.
Fund objective
To invest primarily in UK index-linked bonds, indirectly through a fund managed by Columbia Threadneedle Investments. It aims to achieve total returns that are in excess of its benchmark, gross of fees, over rolling 3 year periods.
Benchmark
  • BofA Merrill Lynch UK Gilts - Inflation Linked
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
17.4%
1 Year rank in sector
95/147
Sector
PN UK Index - Linked Gilts
Yield
-
Fund size
£13m (£5m 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.
90
Top in this sector
Fund name1 Year
SSgA Uk Idx Lkd Gilt Mar 2062 Pn34%
SSgA UK Idx Lkd Gilt Nov2055 Pn26.9%
SSgA UK Idx Lkd Glt Mar 2050 Pn26.1%
L&G Ovr 15Yr IdxLkd GltsIdx Pn25.1%
SSgA MPF Ovr 15Y IL Gilt Pn25.1%
...more in PN UK Index - Linked Gilts

Performance snapshot

Holdings snapshot

  • UK99.5%
    Money Market0.5%
  • Government Bonds98.3%
    Government Guaranteed1.2%
    Money Market0.5%
  • UK Index-Linked99.5%
    Money Market0.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-3.2%-4.9%14.2%17.4%40.8%49.3%
Sector-4.2%-5%13.9%17.6%39.9%48.3%
Rank within sector13 / 15226 / 15179 / 15195 / 14781 / 13764 / 120
Quartile1st1st3rd3rd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund21.8%-1.9%19.1%0.2%0.3%
Sector20.9%-1.5%18.7%0.1%-0.1%
Rank within sector75 / 14892 / 14169 / 13760 / 12930 / 120
Quartile3rd3rd3rd2nd1st
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.
0.05
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.
1.03
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.
0.71
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%.
11.84
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.
1.51
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.
0.21
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 high399.86
52 week low300.38
Current bid price-
Current offer price-
Current mid price365.85
Region
1UK99.5%
2Money Market0.5%
Industry sector
1Government Bonds98.3%
2Government Guaranteed1.2%
3Money Market0.5%
Asset type
1UK Index-Linked99.5%
2Money Market0.5%
Individual holdings
No data available.
Management
Fund manager group
Threadneedle
Fund manager company
Threadneedle Pensions
Fund type
Pension Fund
Fund objective
To invest primarily in UK index-linked bonds, indirectly through a fund managed by Columbia Threadneedle Investments. It aims to achieve total returns that are in excess of its benchmark, gross of fees, over rolling 3 year periods.
Benchmark
  • BofA Merrill Lynch UK Gilts - Inflation Linked
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
Dave Chappell01/12/2015Dave Chappell is a Senior Portfolio Manager in the interest rate and currency team within Fixed Income and is at the core of US and UK rate and economic forecasting for the company. Dave manages a broad range of US and UK fixed income mandates for numerous insurance companies. He also manages a number of global government portfolios. Dave joined the company in 1997 when Scudder Investments became part of Threadneedle Asset Management Limited. He joined Scudder Investments as a fixed income dealer, and in 1997 became an Insurance Asset Portfolio Manager. He started his career in 1987 at Royal Bank of Scotland as an Operations Supervisor before moving to Irving Trust company as an Operations Manager.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Threadneedle Index Linked Bond Pn
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 price365.85
CurrencyGBX
Price updated06/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeSH83
Threadneedle Index Linked Bond Pn UND
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 price265.74
CurrencyGBX
Price updated16/12/2013
Type-
Institutional or retail classRetail
Domicile-
Citi codeEXS7
Data provided by

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