Unit-Linked Life Insurance

Diversified Multi-Factor Equity Fund

Fund code

Fund facts

Fund size
Base currency
Launch date
Jul 2017
United Kingdom


As at 31 Mar 2020

Fund aim


Fund characteristics

Fund updates


Source: LGIM

Performance (%)
Select period:

    Performance summary (%)

    As at 31 Mar 2020

    6 months-19.52-15.31
    Year to date-21.01-18.51
    1 year-14.38-9.78
    3 years--
    5 years--
    Since launch-2.35-0.48
    Rolling 12-month performance
    Calendar year performance
    Monthly performance
    Annualised performance

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

    12 months to 31 March 2016 2017 2018 2019 2020

    Calendar year performance (%)

    2015 2016 2017 2018 2019

    Monthly performance (%)

    Annualised performance (%)

    Annualised1 year3 years5 yearsSince launch

    Performance is reported in GBP based on weekly mid-market prices before the deduction of fees.

    Past performance is not a guide to future performance and the value of investments can go down as well as up.


    As at 31 Mar 2020. All data source LGIM unless otherwise stated. Totals may not sum due to rounding.

    Asset allocation (%)

    Europe ex UK24.2
    North America32.9
    Asia Pacific ex Japan8.0
    Emerging Markets16.0

    Equities (%)

    Developed corporate bonds (%)

    Government bonds (%)

    Developed government bonds (%)

    Credit and emerging market debt (%)

    Alternatives (%)

    UK (%)

    UK Multi-Factor Equity10.0

    Europe ex UK (%)

    Europe ex UK Multi-Factor Equity (GBP hedged)12.2
    Europe ex UK Multi-Factor Equity12.0

    North America (%)

    North America Multi-Factor Equity (GBP hedged)16.5
    North America Multi-Factor Equity16.4

    Japan (%)

    Japan Multi-Factor Equity4.5
    Japan Multi-Factor Equity (GBP hedged)4.3

    Asia Pacific ex Japan (%)

    Asia Pacific ex Japan Multi-Factor Equity (GBP hedged)4.0
    Asia Pacific ex Japan Multi-Factor Equity4.0

    Emerging markets (%)

    Emerging Market Multi-Factor Equity16.0

    Energy (%)

    Grains (%)

    Industrial Metals (%)

    Precious Metals (%)

    Softs (%)

    Livestock (%)

    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.


    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.

    Weekly close

    Bid price
    Mid price
    Offer price
    Absolute change
    As at
    23 Jun 2020

    Weekly dealt funds are valued at the local market close on the day preceding the dealing day.

    Daily close

    Mid price
    Dealing price
    Absolute change
    As at
    30 Jun 2020

    Daily close dealt funds are valued at the local market close on the dealing day.

    Daily midday

    Mid price
    Dealing price
    Absolute change
    As at
    1 Jul 2020

    Daily midday dealt funds are valued at the 12:00 (UK time) on the dealing day.

    Key risks

    The value of an investment and any income taken from it is not guaranteed and can go down as well as up, you may not get back the amount you originally invested.

    Past performance is no guarantee of future results.

    Important information

    All performance periods over a year will be annualised.

    This information is intended for investment professionals only and is for information purposes only. It should not be distributed without our permission.

    No investment decisions should be made without first reviewing the Key Information Document, the Key Features Document and Description of Funds of the relevant product which includes information on certain risks associated with an investment.

    Unless otherwise agreed in writing, the Information on this website (a) is for information purposes only and we are not soliciting any action based on it, and (b) is not a recommendation to buy or sell securities or pursue a particular investment strategy; and (c) is not investment, legal, regulatory or tax advice. Any trading or investment decisions taken by you should be based on your own analysis and judgment (and/or that of your professional advisers) and not in reliance on us or the Information.

    All information detailed on this website is current at the time of publication and may be changed in the future.

    Source and third party data

    Source: Unless otherwise indicated all data contained on this website is sourced from Legal and General Assurance (Pensions Management) Limited.

    Where this document contains third party data ('Third Party Data’), we cannot guarantee the accuracy, completeness or reliability of such Third Party Data and accept no responsibility or liability whatsoever in respect of such Third Party Data.


    Information for all Pension and Life Funds is issued by Legal and General Assurance (Pensions Management) Limited (‘PMC’). It is a life insurance company which carries on linked insurance business. As part of that business, it holds investments divided into separate sub-funds known as PF Sections. The value of each Policy that it issues is determined by reference to the value of one or more of the PF Sections. Legal & General Investment Management Limited, has been appointed as the investment manager of these PF Sections and is authorised and regulated by the Financial Conduct Authority. LGIM also provides investment and marketing services to PMC.

    Legal and General Assurance (Pensions Management) Limited is Registered in England and Wales No. 01006112.  Registered Office: One Coleman Street, London, EC2R 5AA, United Kingdom. Authorised by the Prudential Regulation Authority and regulated by the Financial Conduct Authority and the Prudential Regulation Authority, No. 202202.

    Index disclaimer

    Source: London Stock Exchange Group plc and its group undertakings (collectively, the “LSE Group”). ©LSE Group 2019. FTSE Russell is a trading name of certain of the LSE Group companies. FTSE® is a trade mark of the relevant LSE Group companies and is used by any other LSE Group company under license. All rights in the FTSE Russell indexes or data vest in the relevant LSE Group company which owns the index or the data. Neither LSE Group nor its licensors accept any liability for any errors or omissions in the indexes or data and no party may rely on any indexes or data contained in this communication. No further distribution of data from the LSE Group is permitted without the relevant LSE Group company’s express written consent. The LSE Group does not promote, sponsor or endorse the content of this communication.