Fact sheet: Northern Trust Idx Lnkd Bd Idx

Fund information

Fund name
Northern Trust Index Linked Bond Index B
Fund company manager
Northern Trust Global Investme
Fund type
SIB
Fund manager(s)
David Blake
since 01/01/2003
Fund objective
The objective of The NT Index Linked Bond Index Fund is to closely match the risk and return characteristics of the Barclays Capital UK Govt Inflation-Linked 5+ Years Index. The fund will invest in freely transferable inflation linked debt and debt related securities issued by the UK Government making up the Index.
Benchmark
Barclays Capital UK Govt Inflation-Linked 5+ Years Index
Investment style
Passive/Tracking
Investment method
Fixed Interest,Physical - Full

Quick stats

1 Year return

-3.12 %

1 Year rank in sector

3/9

Sector

FO Fixed Int - GBP Index Linked

Yield
-
Fund size

£ 61.5 m

FE Risk score

129

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    99.7%
  • Money Market
    0.3%
  • AA
    99.7%
  • Money Market
    0.3%
  • UK Fixed Interest
    99.7%
  • Money Market
    0.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.49 %-3.5 %-3.12 %33.47 %62.4 %
Sector4.28 %-6.85 %-3.34 %32.04 %57.64 %
Rank within sector6 / 102 / 103 / 92 / 91 / 3
Quartile th3 rd1 st2 nd1 st th

Calendar performance

YTD-20172016201520142013
Fund0.9 %28.02 %-1.41 %20.41 %0.4 %
Sector0.74 %25.78 %-1.13 %20.88 %-0.67 %
Rank within sector4 / 103 / 91 / 95 / 61 / 3
Quartile th2 nd2 nd1 st4 th th

Risk statistics

Alpha2.08
Beta0.87
Sharpe0.53
Volatility13.49
Tracking error3.87
Information ratio0.25
R-Squared0.94

Price movement

52 week high323.6335
52 week low284.3081
Current bid price0
Current offer price0
Current mid price302.8383

Holdings by region

  • 99.7% UK
  • 0.3% Money Market

Holdings by sector

  • 99.7% AA
  • 0.3% Money Market

Holdings by asset type

  • 99.7% UK Fixed Interest
  • 0.3% Money Market

Individual holdings

-