Fund facts

Fund size
€105.0m
Base currency
EUR
Launch date
12 Dec 2018
Domicile
Luxembourg
Share class launch

12 Dec 2018

25 Apr 2019

30 Sep 2019

10 May 2019

4 Feb 2022

25 Apr 2019

N/A

N/A

N/A

12 Dec 2018

Statistics

As at 31 Dec 2022

Fund aim

The objective of this Fund is to provide a combination of income and growth of ICE BofA EUR 3-Month Deposit Offered Rate Constant Maturity Index + 5% per annum, the “Benchmark”. This objective is before the deduction of any charges and measured over rolling three year periods. There is no guarantee that the manager will achieve the above objective in any period and capital invested in the Fund is at risk.

Benchmark

ICE BofA EUR 3-Month Deposit Offered Rate Constant Maturity Index + 5%

What does it invest in? Invests in a wide range of different types of investment, including funds, company shares, bonds, currencies and derivatives. May invest anywhere in the world, including in developing countries.
How does it invest? Actively managed, and seeks to achieve its return objective while managing overall volatility of the fund, reducing average sensitivity to global share prices and limiting losses in the event of a large fall in global shares.

Performance

Source: Lipper

Performance for the I EUR Acc unit class in EUR, launched on 12 December 2018. Source: Lipper.

Past performance is not a reliable indicator of future performance. Markets could develop very differently in the future. It can help you to assess how the fund has been managed in the past. The tables and charts above shows the fund's performance as the percentage loss or gain per year over the last 10 years.

Performance for the I GBP (Hedged) Acc unit class in GBP, launched on 25 April 2019. Source: Lipper.

Performance for the I GBP (Hedged) Inc unit class in GBP, launched on 30 September 2019. Source: Lipper.

Performance for the I JPY (Hedged) Acc unit class in JPY, launched on 10 May 2019. Source: Lipper.

Performance for the I USD (Unhedged) Acc unit class in USD, launched on 04 February 2022. Source: Lipper.

Performance for the I USD (Hedged) Acc unit class in USD, launched on 25 April 2019. Source: Lipper.

Performance for the P EUR Acc unit class in EUR, launched on . Source: Lipper.

Performance for the R EUR Acc unit class in EUR, launched on . Source: Lipper.

Performance for the X EUR Acc unit class in EUR, launched on . Source: Lipper.

Performance for the Z EUR Acc unit class in EUR, launched on 12 December 2018. Source: Lipper.

Performance (%)

Change

Performance summary (%)

To month-end
To quarter-end

As at 31 Dec 2022

Cumulative	Fund	Benchmark
1 month	1.62	0.73
6 months	3.09	3.34
Year to date	-5.95	6.25
3 years	0.76	15.45
5 years	-	-
Since launch	-0.04	17.23

Annualised	Fund	Benchmark
1 year	-5.95	6.25
3 years	0.25	4.90
5 years	-	-
Since launch	-0.01	4.41

Benchmark: Eonia +5%/ICE BofA EUR 3M DepOff Const Mat Index +5% - Chainlinked

Share class launch date: 12 Dec 2018

Benchmark: Eonia +5%/ICE BofA EUR 3M DepOff Const Mat Index (GBP Hgd) +5% - Chainlinked

Share class launch date: 25 Apr 2019

Benchmark: Eonia +5%/ICE BofA EUR 3M DepOff Const Mat Index (GBP Hgd) +5% - Chainlinked

Share class launch date: 30 Sep 2019

Benchmark: Eonia +5%/ICE BofA EUR 3M DepOff Const Mat Index (JPY Hgd) +5% - Chainlinked

Share class launch date: 10 May 2019

Benchmark: Eonia +5%/ICE BofA EUR 3M DepOff Const Mat Index +5% - Chainlinked

Share class launch date: 04 Feb 2022

Benchmark: Eonia +5%/ICE BofA EUR 3M DepOff Const Mat Index (USD Hgd) +5% - Chainlinked

Share class launch date: 25 Apr 2019

Benchmark: Eonia +5%/ICE BofA EUR 3M DepOff Const Mat Index +5% - Chainlinked

Share class launch date: N/A

Benchmark: Eonia +5%/ICE BofA EUR 3M DepOff Const Mat Index +5% - Chainlinked

Share class launch date: N/A

Benchmark: Eonia +5%/ICE BofA EUR 3M DepOff Const Mat Index +5% - Chainlinked

Share class launch date: N/A

Benchmark: Eonia +5%/ICE BofA EUR 3M DepOff Const Mat Index +5% - Chainlinked

Share class launch date: 12 Dec 2018

As at 31 Dec 2022

Cumulative	Fund	Benchmark
Quarterly	4.41	1.98
Year to date	-5.95	6.25
3 years	0.76	15.45
5 years	-	-
Since launch	-0.04	17.23

Annualised	Fund	Benchmark
1 year	-5.95	6.25
3 years	0.25	4.90
5 years	-	-
Since launch	-0.01	4.41

Benchmark: Eonia +5%/ICE BofA EUR 3M DepOff Const Mat Index +5% - Chainlinked

Share class launch date: 12 Dec 2018

Benchmark: Eonia +5%/ICE BofA EUR 3M DepOff Const Mat Index (GBP Hgd) +5% - Chainlinked

Share class launch date: 25 Apr 2019

Benchmark: Eonia +5%/ICE BofA EUR 3M DepOff Const Mat Index (GBP Hgd) +5% - Chainlinked

Share class launch date: 30 Sep 2019

Benchmark: Eonia +5%/ICE BofA EUR 3M DepOff Const Mat Index (JPY Hgd) +5% - Chainlinked

Share class launch date: 10 May 2019

Benchmark: Eonia +5%/ICE BofA EUR 3M DepOff Const Mat Index +5% - Chainlinked

Share class launch date: 04 Feb 2022

Benchmark: Eonia +5%/ICE BofA EUR 3M DepOff Const Mat Index (USD Hgd) +5% - Chainlinked

Share class launch date: 25 Apr 2019

Benchmark: Eonia +5%/ICE BofA EUR 3M DepOff Const Mat Index +5% - Chainlinked

Share class launch date: N/A

Benchmark: Eonia +5%/ICE BofA EUR 3M DepOff Const Mat Index +5% - Chainlinked

Share class launch date: N/A

Benchmark: Eonia +5%/ICE BofA EUR 3M DepOff Const Mat Index +5% - Chainlinked

Share class launch date: N/A

Benchmark: Eonia +5%/ICE BofA EUR 3M DepOff Const Mat Index +5% - Chainlinked

Share class launch date: 12 Dec 2018

Rolling 12-month performance

Calendar year performance

Monthly performance

Annualised performance

Rolling 12-month performance to last quarter end (%)

	Fund	Benchmark
2013	-	-
2014	-	-
2015	-	-
2016	-	-
2017	-	-
2018	-	-
2019	-	-
2020	2.73	10.42
2021	4.28	-1.60
2022	-5.95	6.25

12 months to 31 December	2013	2014	2015	2016	2017	2018	2019	2020	2021	2022
Fund	-	-	-	-	-	-	-	2.73	4.28	-5.95
Benchmark	-	-	-	-	-	-	-	10.42	-1.60	6.25

Calendar year performance (%)

	Fund	Benchmark
2013	-	-
2014	-	-
2015	-	-
2016	-	-
2017	-	-
2018	-	-
2019	-	-
2020	2.73	10.42
2021	4.28	-1.60
2022	-5.95	6.25

	2013	2014	2015	2016	2017	2018	2019	2020	2021	2022
Fund	-	-	-	-	-	-	-	2.73	4.28	-5.95
Benchmark	-	-	-	-	-	-	-	10.42	-1.60	6.25

Monthly performance (%)

To month-end
To quarter-end

Annualised performance (%)

	1 year	3 years	5 years	Since launch
Fund	-5.95	0.25	-	-0.01
Benchmark	6.25	4.90	-	4.41

Annualised performance (%)

	1 year	3 years	5 years	Since launch
Fund	-5.95	0.25	-	-0.01
Benchmark	6.25	4.90	-	4.41

Performance scenario

The figures shown include all the costs of the product itself, but may not include all the costs that you pay to your advisor or distributor. The figures do not take into account your personal tax situation, which may also affect how much you get back.

What you will get from this product depends on future market performance. Market developments in the future are uncertain and cannot be accurately predicted.

The unfavourable, moderate, and favourable scenarios shown are illustrations using the worst, average, and best performance of the product with input from the over the last 10 years. Markets could develop very differently in the future.

Recommended holding period (RHP): 5 yearsExample Investment €10,000

What you will get from this product depends on future market performance. Market developments in the future are uncertain and cannot be accurately predicted.

Recommended holding period (RHP): 5 yearsExample Investment £10,000

What you will get from this product depends on future market performance. Market developments in the future are uncertain and cannot be accurately predicted.

Recommended holding period (RHP): 5 yearsExample Investment £10,000

What you will get from this product depends on future market performance. Market developments in the future are uncertain and cannot be accurately predicted.

Recommended holding period (RHP): 5 yearsExample Investment $10,000

What you will get from this product depends on future market performance. Market developments in the future are uncertain and cannot be accurately predicted.

Recommended holding period (RHP): 5 yearsExample Investment $10,000

What you will get from this product depends on future market performance. Market developments in the future are uncertain and cannot be accurately predicted.

Recommended holding period (RHP): 5 yearsExample Investment $10,000

What you will get from this product depends on future market performance. Market developments in the future are uncertain and cannot be accurately predicted.

The unfavourable, moderate, and favourable scenarios shown are illustrations using the worst, average, and best performance of the product over the last 10 years. Markets could develop very differently in the future.

Recommended holding period (RHP): Example Investment €10,000

What you will get from this product depends on future market performance. Market developments in the future are uncertain and cannot be accurately predicted.

Recommended holding period (RHP): Example Investment €10,000

What you will get from this product depends on future market performance. Market developments in the future are uncertain and cannot be accurately predicted.

Recommended holding period (RHP): Example Investment €10,000

What you will get from this product depends on future market performance. Market developments in the future are uncertain and cannot be accurately predicted.

Recommended holding period (RHP): 5 yearsExample Investment €10,000

Scenarios		If you exit after 1 year	If you exit after RHP
Minimum	There is no minimum guaranteed return. You could lose some or all of your investment.
Stress scenario	What you might get back after costs	6,988.31	4,975.72
Stress scenario	Average return each year (%)	-30.12	-4.87
Unfavourable scenario	What you might get back after costs	9,175.74	10,688.46
Unfavourable scenario	Average return each year (%)	-8.24	1.34
Moderate scenario	What you might get back after costs	10,556.37	13,128.99
Moderate scenario	Average return each year (%)	5.56	5.60
Favourable scenario	What you might get back after costs	11,243.79	13,187.79
Favourable scenario	Average return each year (%)	12.44	5.69

The stress scenario shows what you might get back in extreme market circumstances.

Unfavourable Scenario: This type of scenario occurred for an investment between 2012-2022.
Moderate Scenario: This type of scenario occurred for an investment between 2012-2022.
Favourable Scenario: This type of scenario occurred for an investment between 2012-2022.

The stress scenario shows what you might get back in extreme market circumstances.

There is no data currently available for this share class.

The stress scenario shows what you might get back in extreme market circumstances.

Fund Managers

Emiel joined LGIM in August 2013 as Head of Asset Allocation with responsibility for asset allocation strategy and macro research. Prior to joining LGIM, Emiel was CIO of the Multi-Asset Solutions Group at BNP Paribas Investment Partners, and responsible for managing a range of multi-asset strategies including absolute return, diversified growth funds, LDI and fiduciary, balanced mandates and multi-manager mandates

Willem is responsible for LGIM's tactical asset allocation strategies. Willem joined LGIM in 2014 from BNP Paribas Investment Partners where he held the title of Head of TAA Research and Strategies. In this role he took responsibility for the multi-asset investment process and active management of global multi-asset portfolios, leading a team of economists, strategists and analysts. Willem graduated from the University of Groningen and University of Amsterdam, and holds a master's degree in econometrics and actuarial sciences. Willem is also a CFA charterholder.

Chris is a fund manager in Multi-Asset Funds team with responsibilities in portfolio management and on-going development across the multi-asset product range. Chris joined LGIM in 2015 from HSBC Global Asset Management.

Emielvan den Heiligenberg

WillemKlijnstra

ChrisJeffery

ChristopherTeschmacher