Fact sheet: LDILgdUKRlRtSp2020

Fund information

Fund name
LDI Leveraged UK Real Rate Swap 2020 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 real rate zero coupon swap adjusted by the UK Retail Price Index (a measure of inflation published monthly by the Office for National Statistics, the recognized national statistical institute of the UK, which measures the change in the cost of a basket of retail goods and services (the “UK RPI”)) maturing on the Target Date of the Fund.
Benchmark
Bloomberg Barclays SSgA LDI Leveraged UK Real Rate Swap 2020 Index
Investment style
Target Maturity
Investment method
Derivatives

Quick stats

1 Year return

3.24 %

1 Year rank in sector

1/4

Sector

FO Fixed Int - GBP Short/ Medium Maturity

Yield
-
Fund size

£ 2.6 m

FE Risk score

81

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.08 %-0.32 %3.24 %37.31 %0 %
Sector-1.01 %0.05 %0.26 %6.91 %7.12 %
Rank within sector4 / 43 / 41 / 41 / 4 /
Quartile th4 th3 rd1 st1 st th

Calendar performance

YTD-20172016201520142013
Fund0.22 %30.38 %-9.35 %27.96 %0 %
Sector0.21 %5.41 %0.15 %1.89 %-0.89 %
Rank within sector3 / 41 / 44 / 41 / 4 /
Quartile th3 rd1 st4 th1 st th

Risk statistics

Alpha2.61
Beta3.32
Sharpe0.58
Volatility12.58
Tracking error11.5
Information ratio0.7
R-Squared0.3

Price movement

52 week high13.4617
52 week low12.3619
Current bid price0
Current offer price0
Current mid price12.7621

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-