PERFORMANCE

Resource centre for composite reports

Global Investment Performance Standards for Fiduciary Managers (GIPS)

Under the requirements to ensure compliance with the Global Investment Performance Standards for Fiduciary Managers (GIPS), we are required to provide relevant Composite Reports that set out the performance of our Fiduciary Management clients in a prescribed manner. Furthermore, we are required to provide this information to prospects on an annual (calendar year) basis. Requirements are set out in the GIPS Standards for FM Providers.

The purpose of this site is to enable our clients and prospective clients to ‘self-serve’ such that they can see all our Composite Reports and then select the reports of relevance.

The table below provides links to each composite for which Russell Investments has a Fiduciary Management client. The data is provided for the most recent calendar year end for which performance data has been released.

GIPS composite reports

Liability hedge ratio
AS A % OF ASSETS (LHR)

0% ≤ LHR ≤ 40%

40% < LHR ≤ 60%

60% < LHR ≤ 80%

80% < LHR < 100%

LHR = 100%
(Unconstrained)

100% < LHR

Target return (TR)
over liabilities

 

 

 

 

 

 

Liabilities + 0.0% < TR ≤ 0.5% p.a.

Liabilities + 0.5% < TR ≤ 1.5% p.a.

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Liabilities + 1.5% < TR ≤ 2.5% p.a.

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Liabilities + 2.5% < TR ≤ 3.5% p.a.

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Liabilities + 3.5% < TR p.a.

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All Clients Report

The value of investments and the income from them can fall as well as rise and is not guaranteed. You may not get back the amount originally invested.

Any past performance is not necessarily a guide to future performance.

Questions? Get in touch.

Paul Wharton 
DIRECTOR, HEAD OF
RELATIONSHIP
MANAGEMENT

Email Paul

020 7024 6369

Contact us
Please connect with your Russell Investments contact or reach out to Paul or Sasha.

Meet the team

Sasha Mandich 
DIRECTOR, HEAD OF
BUSINESS
DEVELOPMENT

Email Sasha

020 7024 6295