Fact sheet: LDILgdUKRlRtSp2035

Fund information

Fund name
LDI Leveraged UK Real Rate Swap 2035 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 2035 Index
Investment style
Target Maturity
Investment method
Derivatives

Quick stats

1 Year return

-7.89 %

1 Year rank in sector

5/12

Sector

FO Fixed Int - GBP Long Maturity

Yield
-
Fund size

£ 9.7 m

FE Risk score

207

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-4.31 %-4.13 %-7.89 %25.24 %0 %
Sector-4.36 %-5.44 %-9.48 %20.25 %30.97 %
Rank within sector6 / 136 / 135 / 129 / 12 /
Quartile th2 nd2 nd2 nd3 rd th

Calendar performance

YTD-20172016201520142013
Fund-6.91 %17.71 %-12.25 %49.25 %0 %
Sector-6.64 %17 %-0.71 %22.38 %-3.84 %
Rank within sector7 / 134 / 1211 / 126 / 10 /
Quartile th3 rd2 nd4 th3 rd th

Risk statistics

Alpha-0.01
Beta1.39
Sharpe0.17
Volatility27.22
Tracking error20.41
Information ratio0.02
R-Squared0.45

Price movement

52 week high16.7917
52 week low13.2504
Current bid price0
Current offer price0
Current mid price14.0215

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-