Fact sheet: LDILgdUKIflnRateSp2055

Fund information

Fund name
LDI Leveraged UK Interest Rate Swap 2055 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 duration exposure similar to that of a fixed rate zero coupon swap maturing on the Target Date of the Fund.
Benchmark
Bloomberg Barclays SSgA LDI Leveraged UK Interest Rate Swap 2055 Index
Investment style
Target Maturity
Investment method
Derivatives

Quick stats

1 Year return

-25.16 %

1 Year rank in sector

11/12

Sector

FO Fixed Int - GBP Long Maturity

Yield
-
Fund size

£ 29.8 m

FE Risk score

269

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-9.15 %-7.97 %-25.16 %60.38 %0 %
Sector-5.41 %-5.15 %-10.07 %19.13 %29.94 %
Rank within sector11 / 1312 / 1311 / 122 / 12 /
Quartile th4 th4 th4 th1 st th

Calendar performance

YTD-20172016201520142013
Fund-10.52 %17.36 %9.23 %0 %0 %
Sector-6.77 %17 %-0.71 %22.38 %-3.84 %
Rank within sector12 / 135 / 122 / 12 / /
Quartile th4 th2 nd1 st th th

Risk statistics

Alpha3.51
Beta2.45
Sharpe0.36
Volatility39.06
Tracking error28.75
Information ratio0.32
R-Squared0.68

Price movement

52 week high28.7844
52 week low18.8656
Current bid price0
Current offer price0
Current mid price19.8507

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-