Fact sheet: Threadneedle (L)GblAstAlloc

Fund information

Fund name
Threadneedle (Lux) Global Asset Allocation AU USD
Fund company manager
Threadneedle (Lux)
Fund type
SIB
Fund manager
Toby Nangle
since 21/08/2012
Fund objective
The aim of the Fund is to provide income and grow the amount you invested. Positive returns are not guaranteed and no form of capital protection applies.The Fund invests at least two-thirds of its assets in shares of companies and bonds (which are similar to a loan and pay a fixed or variableinterest rate) issued by companies and governments worldwide.The Fund invests directly in these assets or by using derivatives. Derivatives are sophisticated investment instruments linked to the rise and fallof the price of other assets.The Fund may invest in commodities through other funds or derivatives. Commodities are physical materials such as oil, agricultural products,and metals.The Fund has the flexibility to vary its exposure between asset classes in order to achieve the investment objective.
Benchmark
No Specified Index
Investment style
Balanced,Total Return
Investment method
Mixed

Performance snapshot

Quick stats

1 Year return

7.22 %

1 Year rank in sector

74/141

Sector

FO Mixed Asset - Balanced

Yield
-
Fund size

£ 76.1 m

FE Risk score

39

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    40.2%
  • Europe ex UK Equities
    12.7%
  • Japanese Equities
    10.8%
  • Global Emerging Market Equities
    9.2%
  • Commodity & Energy
    8.5%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.6 %6.24 %7.22 %7.12 %20.88 %
Sector0.62 %2.83 %7.75 %11.76 %26.54 %
Rank within sector44 / 14517 / 14474 / 14198 / 12168 / 89
Quartile th2 nd1 st3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund9.88 %-1.41 %-0.74 %1.69 %9.48 %
Sector6.03 %5.2 %-0.3 %4.7 %7.52 %
Rank within sector29 / 142129 / 13362 / 12492 / 11038 / 97
Quartile th1 st4 th2 nd4 th2 nd

Risk statistics

Alpha-1.23
Beta0.82
Sharpe-0
Volatility5.49
Tracking error3.27
Information ratio-0.57
R-Squared0.67

Price movement

52 week high36.26
52 week low32.72
Current bid price0
Current offer price0
Current mid price36.24

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 40.2% Money Market
  • 12.7% Europe ex UK Equities
  • 10.8% Japanese Equities
  • 9.2% Global Emerging Market Equities
  • 8.5% Commodity & Energy
  • 8.4% Global Emerging Market Fixed Interest
  • 6% Global Developed Markets Government Fixed Interest
  • 4.3% North American Equities
  • 2.5% UK Equities
  • 0.2% Global High Yield Fixed Interest

Individual holdings

  • 8.2% THREADNEEDLE (LUX) ENHANCED COMMODITIES PORTFOLIO AEH EUR
  • 7.7% TOPIX INDX FUTR SEP 17
  • 5.9% UNITED STATES OF AMER TREAS BILLS 0% TB 24/08/17 USD1000
  • 5.4% MEXICO(UNITED MEXICAN STATES) 8% BDS 07/12/2023 MXN`M20`
  • 4.3% EURO STOXX 50 SEP17
  • 3% GOV OF UNITED STATES 0.00% 05/10/2017
  • 3% MEXICO(UNITED MEXICAN STATES) 7.5% BDS 03/06/27 MXN100
  • 2.7% SGX Nifty 50 Aug17
  • 2.5% AUSTRALIAN GOVT LOANS(CMNWLTH OF) 2.75% LN STK 21/04/24 AUD100
  • 2.2% AUSTRALIAN GOVT LOANS(CMNWLTH OF) 3.25% LN STK 21/04/29 AUD100