Fact sheet: SJP Index Linked Gilts

Fund information

Fund name
SJP Index Linked Gilts L Acc
Fund company manager
St. Jamess Place UT Group Ltd
Fund type
UKA
Fund manager(s)
Francis Rayner
since 10/04/2012
Fund objective
The investment objective of the fund is to provide a combination of growth and income. The fund aims to replicate the FTSE Custom UK Index-linked Gilts Composite (50% FTSE Actuaries UK Index-linked Gilts up to 5 Years Index and 50% FTSE Actuaries UK Index-linked Gilts 5-15 Years Index) Index (the “Index”). The performance of the fund before permitted fees and charges, is intended to correspond closely to that of the Index. The fund will adopt a full replication strategy by investing substantially all of its assets in the same constituent securities of the Index with substantially the same weighting. The fund may also invest in other, non-UK, highly rated government backed index linked securities, and is also permitted to invest in other types of transferable securities, units and/or shares in collective investment schemes, money market instruments, cash and near cash, and deposits. The Scheme is permitted to invest in derivatives and forward transactions for the purposes of efficient portfolio management and hedging.
Benchmark
No Specified Index
Investment style
Passive/Tracking
Investment method
Physical - Full,Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-0.48 %

1 Year rank in sector

1/18

Sector

UT UK Index Linked Gilts

Yield

1.01

Fund size

£ 122.6 m

FE Risk score

29

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    100%
  • Short Dated Bonds
    33.6%
  • Medium Dated Bonds
    28.3%
  • Long Dated Bonds
    21.5%
  • Very Short Dated Bonds
    16.5%
  • Money Market
    0.1%
  • Global Government Fixed Interest
    99.9%
  • Money Market
    0.1%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.19 %-1.34 %-0.48 %5.16 %6.64 %
Sector2.05 %-3.67 %-1.43 %29.14 %51.47 %
Rank within sector18 / 181 / 181 / 1816 / 1615 / 15
Quartile th4 th1 st1 st4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-0.19 %7.82 %-3.34 %3.85 %-2.6 %
Sector0.5 %23.9 %-1.17 %17.97 %-0.32 %
Rank within sector17 / 1817 / 1717 / 1716 / 1616 / 16
Quartile th4 th4 th4 th4 th4 th

Risk statistics

Alpha0.44
Beta0.2
Sharpe-0
Volatility3.4
Tracking error5.72
Information ratio-0.9
R-Squared0.12

Price movement

52 week high104.9
52 week low101.7
Current bid price102.8
Current offer price107.9
Current mid price0

Holdings by region

  • 100% UK

Holdings by sector

  • 33.6% Short Dated Bonds
  • 28.3% Medium Dated Bonds
  • 21.5% Long Dated Bonds
  • 16.5% Very Short Dated Bonds
  • 0.1% Money Market

Holdings by asset type

  • 99.9% Global Government Fixed Interest
  • 0.1% Money Market

Individual holdings

  • 24% UK TRSY 2.5% IL 16/04/20
  • 16.7% UK TREASURY 1.25% 22/11/17 INDX LKD 3MO GBP
  • 9.5% UK(GOVT 0.125 IDX 22NOV19
  • 8.9% UK TREASURY 1.25% 22/11/27 INDX LKD 3MO GBP
  • 8.6% UK TREASURY 1.875% IL 22
  • 8.4% UK TRSY 2.5% IL 17/07/24
  • 6.7% UK TREASURY 0% 2029
  • 6.6% UK TSY 0.125% 2024 I/L GILT 0.13% 22/03/2024
  • 5.9% UK TRSY 4.125% IL 22/7/30
  • 4.6% HM TREASURY UNITED KINGDOM DMO 0.125% IDX LKD GILT 22/03/26 GBP0.01