Diversified Multi-Factor Equity Fund
Unit-Linked Life Insurance
Diversified Multi-Factor Equity Fund
Fund codeMPAD
Fund codeMPAD
Fund aim
Fund characteristics
Fund facts
Fund size | £4,473.4m |
Base currency | GBP |
Domicile | United Kingdom |
Share class launch | 11/07/17 |
Comparator
33% FTSE North America Index (50% GBP hedged), 52% FTSE Developed ex North America Index (50% GBP hedged), 15% FTSE Emerging Index
We show the fund’s performance against a comparator of 33% FTSE North America Index (50% GBP hedged), 52% FTSE Developed ex North America Index (50% GBP hedged) and 15% FTSE Emerging Index, which broadly reflects the regional allocation and hedging of the fund as the fund targets multiple factors with the aim of improving returns versus similar regionally-weighted market-capitalisation indices while reducing stock-level concentration.
Performance
Portfolio breakdown
As at 31 Dec 2023
Asset allocation (%)
UK | 9.9 |
Europe ex UK | 21.4 |
North America | 34.0 |
Japan | 8.5 |
Asia Pacific ex Japan | 8.5 |
Emerging Markets | 17.7 |
UK (%)
Multi Factor UK ESG Exclusions Equity Fund | 9.9 |
Europe ex UK (%)
Multi Factor Developed Europe (ex UK) ESG Exclusions Equity Fund | 10.7 |
Multi Factor Developed Europe (ex UK) ESG Exclusions Equity Fund (GBP hedged) | 10.7 |
North America (%)
Multi Factor North America ESG Exclusions Equity Fund (GBP hedged) | 17.1 |
Multi Factor North America ESG Exclusions Equity Fund | 17.0 |
Japan (%)
Multi Factor Japan ESG Exclusions Equity Fund | 4.2 |
Multi Factor Japan ESG Exclusions Equity Fund (GBP hedged) | 4.2 |
Asia Pacific ex Japan (%)
Multi Factor Developed Asia Pacific (ex Japan) ESG Exclusions Equity Fund | 4.3 |
Multi Factor Developed Asia Pacific (ex Japan) ESG Exclusions Equity Fund (GBP hedged) | 4.3 |
Emerging markets (%)
Multi Factor Emerging Market ESG Exclusions Equity Fund | 17.4 |
Asset allocation (%)
UK | 9.9 |
Europe ex UK | 21.4 |
North America | 34.0 |
Japan | 8.5 |
Asia Pacific ex Japan | 8.5 |
Emerging Markets | 17.7 |
UK (%)
Multi Factor UK ESG Exclusions Equity Fund | 9.9 |
Europe ex UK (%)
Multi Factor Developed Europe (ex UK) ESG Exclusions Equity Fund | 10.7 |
Multi Factor Developed Europe (ex UK) ESG Exclusions Equity Fund (GBP hedged) | 10.7 |
North America (%)
Multi Factor North America ESG Exclusions Equity Fund (GBP hedged) | 17.1 |
Multi Factor North America ESG Exclusions Equity Fund | 17.0 |
Japan (%)
Multi Factor Japan ESG Exclusions Equity Fund | 4.2 |
Multi Factor Japan ESG Exclusions Equity Fund (GBP hedged) | 4.2 |
Asia Pacific ex Japan (%)
Multi Factor Developed Asia Pacific (ex Japan) ESG Exclusions Equity Fund | 4.3 |
Multi Factor Developed Asia Pacific (ex Japan) ESG Exclusions Equity Fund (GBP hedged) | 4.3 |
Emerging markets (%)
Multi Factor Emerging Market ESG Exclusions Equity Fund | 17.4 |
All data source LGIM unless otherwise stated. Totals may not sum due to rounding.
Fund managers
LGIM Asset Allocation Team
The Fund is managed by LGIM's Asset Allocation team. The team has a wealth of experience in fund management, investment strategy and economics. They are responsible for a wide range of multi-asset funds and investment strategies across LGIM's client base. The Fund allows a broad range of pension fund investors to access this expertise.
LGIM Allocation Strategy Management Team (ASM)
The day-to-day implementation of the allocation of the fund is managed by the Allocation Strategy Management team.
Literature
Document type
Prices
Units can be purchased, sold or switched on a designated dealing day. This fund is offered on a weekly close, daily close, or daily midday basis. Further information is available in the relevant operational procedures sheet and the Description of Funds.
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