Fact sheet: LDILgdCvtlGt2049

Fund information

Fund name
LDI Leveraged Conventional Gilt 2049 I Acc GBP
Fund company manager
State St Global Advisors (IRL)
Fund type
SIB
Fund objective
The investment objective of the Fund is to seek to provide a leveraged exposure to the UK Conventional Gilt 4.25% 2049 (the “Underlying Asset”).
Benchmark
Bloomberg Barclays SSgA LDI Leveraged Conventional Gilt 2049 Index
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

-22.16 %

1 Year rank in sector

9/12

Sector

FO Fixed Int - GBP Long Maturity

Yield
-
Fund size

£ 103.3 m

FE Risk score

305

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-8.6 %-2.72 %-22.16 %17.7 %0 %
Sector-4.36 %-5.44 %-9.48 %20.25 %30.97 %
Rank within sector13 / 134 / 139 / 1211 / 12 /
Quartile th4 th2 nd3 rd4 th th

Calendar performance

YTD-20172016201520142013
Fund-2.67 %21.97 %-28.11 %77.63 %0 %
Sector-6.64 %17 %-0.71 %22.38 %-3.84 %
Rank within sector4 / 133 / 1212 / 122 / 10 /
Quartile th2 nd1 st4 th1 st th

Risk statistics

Alpha-5.3
Beta2.16
Sharpe0.06
Volatility37.36
Tracking error28.45
Information ratio-0.07
R-Squared0.58

Price movement

52 week high21.3305
52 week low13.1211
Current bid price0
Current offer price0
Current mid price15.0834

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-