Fact sheet: Threadneedle Multi Asset Pn

Fund information
Fund name
Threadneedle Multi Asset Pn 3 WRA
Fund manager company
Threadneedle Pensions
Fund type
Pension Fund
Fund manager
  • Alex Lylesince 01/11/2007
No data available.
Fund objective
To invest the assets of the fund primarily in a portfolio of funds managed by Threadneedle. The portfolio will include exposure to equities, fixed income, commodities, property and absolute return funds. It aims to achieve total returns equivalent to cash plus 4% per annum, gross of fees, over the economic cycle (expected to be 5-7 years).
Benchmark
  • BoE Base Rate
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
19.4%
1 Year rank in sector
696/869
Sector
PN Mixed Investment 40%-85% Shares
Yield
-
Fund size
£766m (£605m 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.
48
Top in this sector
Fund name1 Year
BlackRock LGIM Oseas Consn Idx Pn42.4%
Scot Eq Caerus Pfl DRP 4 Pn41.7%
Scot Eq Ext Bal Coll (ex MLC) Pn41.5%
Scot Eq Sequel Adventurous Pn39.4%
Scot Eq Sequel Adven Jrny Pn39.4%
...more in PN Mixed Investment 40%-85% Shares

Performance snapshot

Holdings snapshot

  • UK25.8%
    North America19.3%
    International15.4%
    Not Specified12.8%
    Money Market7.9%
  • No data available.
  • North American Equities19.3%
    UK Fixed Interest15.7%
    UK Equities10.1%
    Global Fixed Interest8.2%
    Money Market7.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.6%5.2%5.2%19.4%28.5%-
Sector0.2%5.2%3.4%22.7%26.7%48.5%
Rank within sector169 / 922603 / 910232 / 910696 / 869291 / 705-
Quartile1st3rd2nd4th2nd
Calendar performance
 YTD - 20172016201520142013
Fund2.6%11.9%4.6%6.6%10.8%
Sector2%14.3%2.2%5.7%13.1%
Rank within sector216 / 911636 / 800102 / 753163 / 694568 / 663
Quartile1st4th1st1st4th
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.
3.13
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.
0.67
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.
1.02
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%.
5.02
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.
2.82
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.
0.2
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.
0.89
Price movement
52 week high150.78
52 week low127.01
Current bid price-
Current offer price-
Current mid price150.78
Region
1UK25.8%
2North America19.3%
3International15.4%
4Not Specified12.8%
5Money Market7.9%
6Europe ex UK6.7%
7Japan5.2%
8Far East ex Japan4%
9Others2.9%
Industry sector
No data available.
Asset type
1North American Equities19.3%
2UK Fixed Interest15.7%
3UK Equities10.1%
4Global Fixed Interest8.2%
5Money Market7.9%
6International Equities7.2%
7Property7.1%
8Europe ex UK Equities6.7%
9Commodity & Energy5.5%
Individual holdings
1THREADNEEDLE AMERICAN FUND12.8%
2THREADNEEDLE STERLING FUND7.3%
3TPEN PROPERTY FUND7.1%
4THREADNEEDLE HIGH YIELD BOND FUND5.8%
5THREADNEEDLE UK ABSOLUTE ALPHA FUND5.7%
6THREADNEEDLE EUROPEAN FUND5.6%
7THREADNEEDLE (LUX) ENHANCED COMMODITIES FUND5.5%
8THREADNEEDLE JAPAN FUND5.3%
9THREADNEEDLE UK SHORT-DATED CORPORATE BOND FUND 5.1%
Management
Fund manager group
Threadneedle
Fund manager company
Threadneedle Pensions
Fund type
Pension Fund
Fund objective
To invest the assets of the fund primarily in a portfolio of funds managed by Threadneedle. The portfolio will include exposure to equities, fixed income, commodities, property and absolute return funds. It aims to achieve total returns equivalent to cash plus 4% per annum, gross of fees, over the economic cycle (expected to be 5-7 years).
Benchmark
  • BoE Base Rate
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Alex Lyle01/11/2007Alex Lyle is Head of Managed Funds, EMEA. In this role he takes responsibility for a large number of the company’s managed funds, is a member of the Asset Allocation Committee and is a key investment contact between the company and a number of its major clients.He joined the company in 1994 and was appointed Joint Head of UK / European Equity teams in 1999 and became Head of Managed Funds in 2003.Alex started his career at Hambros Bank’s¹ Unit Trust Division, which was acquired by Allied Dunbar² in 1981 and subsequently became part of Threadneedle Asset Management Limited in 1994. He managed UK equity portfolios for more than 20 years. He has a degree in Geography from Oxford University.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Threadneedle Multi Asset Pn 3 WRA
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 price150.78
CurrencyGBX
Price updated16/02/2017
Type-
Institutional or retail classRetail
Domicile-
Citi codeG55J
Threadneedle Multi Asset Pn FOF
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 price145.1
CurrencyGBX
Price updated13/12/2013
Type-
Institutional or retail classRetail
Domicile-
Citi codeEXH5
Data provided by

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