Fact sheet: Northern Trust EurGovIfLkIx

Fund information

Fund name
Northern Trust Euro Government Inflation Linked Index B
Fund company manager
Northern Trust Global Investme
Fund type
SIB
Fund manager(s)
Shanil Shah
since 01/07/2009
Fund objective
The objective of The NT Euro Government Inflation Linked Index Fund is to closely match the risk and return characteristics of the Bloomberg Barclays France + Germany Govt EMU HICP Inflation-Linked All Maturities Index . The Fund will invest in freely transferable euro denominated inflation linked fixed income securities issued by countries within the Index.
Benchmark
Bloomberg Barclays France + Germany Govt EMU HICP Inflation Linked All Maturities
Investment style
Passive/Tracking
Investment method
Physical - Full,Fixed Interest

Quick stats

1 Year return

0.23 %

1 Year rank in sector

5/11

Sector

FO Fixed Int - EUR Index Linked

Yield
-
Fund size

£ 600.8 m

FE Risk score

90

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    68.65%
  • Germany
    30.96%
  • Money Market
    0.39%
  • AA
    68.65%
  • AAA
    30.96%
  • Money Market
    0.39%
  • French Fixed Interest
    68.65%
  • German Fixed Interest
    30.96%
  • Money Market
    0.39%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.08 %2.25 %0.23 %6.89 %9.77 %
Sector0.86 %2.16 %-0.01 %4.8 %7.71 %
Rank within sector3 / 117 / 115 / 115 / 114 / 9
Quartile th2 nd3 rd2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund-0.26 %5.65 %0.09 %5.91 %-4.13 %
Sector0.07 %3.47 %0.41 %5.09 %-3.2 %
Rank within sector7 / 112 / 118 / 114 / 98 / 9
Quartile th3 rd1 st3 rd2 nd4 th

Risk statistics

Alpha0.44
Beta1.19
Sharpe-0
Volatility5.07
Tracking error1.68
Information ratio0.34
R-Squared0.91

Price movement

52 week high1.3839
52 week low1.3307
Current bid price0
Current offer price0
Current mid price1.3742

Holdings by region

  • 68.65% France
  • 30.96% Germany
  • 0.39% Money Market

Holdings by sector

  • 68.65% AA
  • 30.96% AAA
  • 0.39% Money Market

Holdings by asset type

  • 68.65% French Fixed Interest
  • 30.96% German Fixed Interest
  • 0.39% Money Market

Individual holdings

-