Fact sheet: Liontrust FTSE 100 Tracker

Fund information
Fund name
Liontrust FTSE 100 Tracker R Inc
Fund manager company
Liontrust Fund Partners LLP
Fund type
Unit Trust
Fund managers
  • State Street Global Advisorssince 01/08/2004
Fund objective
The investment objective of Liontrust FTSE 100 Tracker Fund is to match the capital performance of the FTSE 100 Index, which comprises the UK’s one hundred largest companies.
Benchmark
  • FTSE 100
Investment style
Passive/Tracking
Investment method
Physical - Full, Shares
Quick stats
1 Year return
6.4%
1 Year rank in sector
148/274
Sector
UT UK All Companies
Yield
3.4%
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
0.42%
Fund size
£45m (£50m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
95
Bid price
217.98
Offer price
219.21
Top in this sector
Fund name1 Year
MI Chelverton UK Equ Grth22.5%
MFM Bowland20.6%
Stan Life Inv UKEqUncns20.3%
CFP SDLUKBftolgy19.2%
CFP SDL Free Spirit19.1%
...more in UT UK All Companies

Performance snapshot

Holdings snapshot

  • UK96.5%
    Money Market3.5%
  • Financials22.3%
    Consumer Goods16.5%
    Oil & Gas14.9%
    Consumer Services9.7%
    Health Care9.4%
  • UK Equities96.5%
    Money Market3.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund4%-3.8%-0.7%6.4%16.2%37.3%
Sector3.1%-2.8%0%7%18.9%50.1%
Rank within sector78 / 280221 / 278191 / 277148 / 274174 / 259203 / 244
Quartile2nd4th3rd3rd3rd4th
Calendar performance
 YTD - 20182017201620152014
Fund-2.8%11.3%17.6%-1.5%-0%
Sector-1.9%13.8%11.2%3.7%0.6%
Rank within sector201 / 277191 / 27236 / 262231 / 256165 / 249
Quartile3rd3rd1st4th3rd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
-0.53
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.95
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
0.13
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
9.83
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
4.69
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-0.19
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.78
Price movement
52 week high228.31
52 week low205.28
Current bid price217.98
Current offer price219.21
Current mid price-
Region
1UK96.52%
2Money Market3.48%
Industry sector
1Financials22.31%
2Consumer Goods16.55%
3Oil & Gas14.88%
4Consumer Services9.68%
5Health Care9.42%
6Basic Materials8.55%
7Industrials7.68%
8Telecommunications3.82%
9Money Market3.48%
Asset type
1UK Equities96.52%
2Money Market3.48%
Individual holdings
1HSBC HLDGS7.05%
2ROYAL DUTCH SHELL5.49%
3BRITISH AMERICAN TOBACCO4.97%
4BP4.87%
5ROYAL DUTCH SHELL4.53%
6GLAXOSMITHKLINE3.59%
7ASTRAZENECA PLC3.31%
8DIAGEO3.1%
9VODAFONE GROUP PLC2.77%
Management
Fund manager group
Liontrust
Fund manager company
Liontrust Fund Partners LLP
Fund type
Unit Trust
Fund objective
The investment objective of Liontrust FTSE 100 Tracker Fund is to match the capital performance of the FTSE 100 Index, which comprises the UK’s one hundred largest companies.
Benchmark
  • FTSE 100
Investment style
Passive/Tracking
Investment method
Physical - Full, Shares
Fund managers
NameSinceBiography
State Street Global Advisors01/08/2004For nearly four decades, State Street Global Advisors has been committed to helping their clients, and those who rely on them, achieve financial security. They partner with many of the world’s largest, sophisticated investors and financial intermediaries to help them reach their goals through a rigorous, research-driven investment process spanning both indexing and active disciplines. With trillions in assets, their scale and global reach offer clients access to markets, geographies and asset classes, and allow them to deliver thoughtful insights and innovative solutions. State Street Global Advisors also attained ETF industry leadership with SPDR.SPDR created the world’s first ETF in 1993 and has been helping investors target opportunities with greater precision ever since, including first-to-market launches with gold, international real estate and fixed income and sector ETFs. Today, SPDR is the provider of some of the largest and most actively traded ETFs globally. State Street Global Advisors is the investment management arm of State Street Corporation.
Compliance
FE Passive Rateable, IA Recognised, UCITS V Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
Liontrust FTSE 100 Tracker R Inc
Initial charge-
Annual charge0.3%
Min single investment£1,000
Min regular saving£1,000
Available in ISAYes
Ongoing charge (OCF)0.42%
Total expense ratio (TER)-
Bid price217.98
Offer price219.21
Mid price-
CurrencyGBX
Price updated19/04/2018
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeR140
Data provided by

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