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Morley plans launch of Efficient Frontier fund

Morley Fund Management is developing an Isable fund giving investors a target return of 7-8%pa via exposure to direct property, cash and fixed interest. Provisionally called Morley Efficient Frontier, the fund will take advantage of new Coll

Investment Week Magazine

By Investment Week Magazine
Tuesday April 26, 2005

Morley Fund Management is developing an Isable fund giving investors a target return of 7-8%pa via exposure to direct property, cash and fixed interest.

Provisionally called Morley Efficient Frontier, the fund will take advantage of new Coll rules introduced by the FSA in April last year and aims to minimise risk by holding internally-managed funds with low correlation to each other.

The efficient frontier tag signifies the aim of finding the optimal balance between risk and return in its underlying portfolio, with allocation spread across the three asset classes.

Damian Maher, global product development manager at Morley Fund Management, said: "The fund aims to be an alternative to with-profits and the objective is to deliver smooth returns by including various non-correlated asset classes that complement each other. If corporate bond yields were high, for example, property yields might be low and vice versa. We believe a demand exists for portfolios that offer an alternative to a more mainstream balanced managed approach, but until now that has been difficult to achieve in a standard mutual fund."

In the past, the ability to hold direct property in managed funds has been a key advantage of life offices over fund management groups, with the latter only able to include property shares in mixed funds. The fund will launch as a Non-Ucits Retail Scheme, meaning it is able to hold direct property.

Although in the early stages, Maher said the Efficient Frontier fund would contain a mixture of Morley's cash, fixed interest and property portfolios. The group had also been investigating ways to include its Alpha Optimum fund, a fund of hedge funds, but there are regulatory issues with marketing such a product to retail investors. Instead, it is likely Morley will include a fund of convertibles from its Luxembourg based offshore range.

It is unlikely that any underlying equity funds will be included in Efficient Frontier because the group is aiming to achieve equitable returns via other asset classes.

Under Coll rules, no single fund can represent more than 35% of the portfolio.

The balance of each underlying asset class for the fund has not yet been decided, but it is likely that property will represent around 25% of the fund. Maher said the proportions of each asset class within Efficient Frontier would not alter significantly. While there will be a named manager, the group has yet not made a decision on who this will be.

Maher said the next stage will be to market test the proposition with various key distributors. A minimum investment has not been set but Maher said the product will be very much aimed at retail investors and marketed via intermediaries.


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