Fact sheet: Allianz Gbl Strat

Fund information
Fund name
Allianz Global Fundamental Strategy RT2 (H-GBP) GBP
Fund manager company
Allianz Global Investors GmbH
Fund type
Offshore Fund
Fund manager
  • Andreas Utermannsince 28/02/2013
Fund objective
The fund aims at generating a positive real return through a complete market cycle (absolute return approach). To this end, the fund may invest in a variety of asset classes such as equities (including private equity), bonds, commodities, precious metals or real estate and may also employ hedge-fund strategies. Investments in emerging markets and foreign currencies are possible without limit. Highyield bonds may be acquired, if they have a rating between BB+ and B- (S&P classification) at the time of the purchase. The weighting of individual asset classes may vary considerably and is determined using a fundamental management approach. The duration of the fund's fixed-income portion is not restricted. Exposure to asset classes may be achieved through different instruments like direct investments, funds, derivatives, and certificates.
Benchmark
  • Overnight LIBOR
Investment style
Absolute Return,Flexible
Investment method
Mixed
Quick stats
1 Year return
10.8%
1 Year rank in sector
-
Sector
FO Absolute Return
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
1%
Fund size
£95m (£111m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
40
Top in this sector
Fund name1 Year
SW Mitchell Emerging European19.1%
Pioneer SICV-AbsRetBd14%
BlackRock SFAmDfEAbslRn13%
Orbis Optimal SA11.7%
Polar Capital UK Abs Eq11.7%
...more in FO Absolute Return

Performance snapshot

Holdings snapshot

  • Others93.3%
    Money Market6.7%
  • Government Bonds17.6%
    Others17.2%
    Money Market12.5%
    Corporate Bonds11.3%
    Information Technology8.2%
  • Global Fixed Interest55.2%
    International Equities33.4%
    Money Market6.7%
    Others4.8%
    Alternative Investment Strategies0%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.1%4.5%5.4%10.8%--
Sector0%1.6%1.4%0.5%3.9%10.7%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund6.4%4.6%---
Sector0.5%0.7%1.2%3.6%3.9%
Rank within sector-----
Quartile
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
-
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
-
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
-
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
-
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
-
Price movement
52 week high113.39
52 week low100.9
Current bid price112.45
Current offer price112.45
Current mid price-
Region
1Others93.3%
2Money Market6.7%
Industry sector
1Government Bonds17.61%
2Others17.22%
3Money Market12.5%
4Corporate Bonds11.26%
5Information Technology8.22%
6Mutual Funds4.8%
7Financials4.68%
8Mortgage & Secured Bonds3.37%
9Energy3.27%
Asset type
1Global Fixed Interest55.2%
2International Equities33.4%
3Money Market6.7%
4Others4.8%
5Alternative Investment Strategies-
6Options-0.2%
Individual holdings
1NORDRHEIN-WESTFALEN-LAND 0.05% BDS 14/12/18 EUR10005.33%
2KREDITANSTALT FUER WIEDERAUFBAU KFW 0% BDS 07/12/18 EUR10004.27%
3ALLIANZ DYNAMIC ASIAN HIGH YIELD BOND W USD4.04%
4ITALY(REPUBLIC OF) 3.1% BDS 15/09/26 EUR13.97%
5SPAIN(KINGDOM OF) 1% BDS 30/11/30 EUR10003.47%
6SOUTH AFRICA(REPUBLIC OF) 8% BDS 21/12/18 ZAR13.27%
7UNITED STATES OF AMER TREAS BONDS 2.125% BDS 15/02/40 USD1003.24%
8GRANVIA A.S. 4.781% BDS 30/09/39 EUR1000003.08%
9ISHARES MSCI EMERGING MARKETS UCITS ETF INC GBP3.03%
Management
Fund manager group
No data available.
Fund manager company
Allianz Global Investors GmbH
Fund type
Offshore Fund
Fund objective
The fund aims at generating a positive real return through a complete market cycle (absolute return approach). To this end, the fund may invest in a variety of asset classes such as equities (including private equity), bonds, commodities, precious metals or real estate and may also employ hedge-fund strategies. Investments in emerging markets and foreign currencies are possible without limit. Highyield bonds may be acquired, if they have a rating between BB+ and B- (S&P classification) at the time of the purchase. The weighting of individual asset classes may vary considerably and is determined using a fundamental management approach. The duration of the fund's fixed-income portion is not restricted. Exposure to asset classes may be achieved through different instruments like direct investments, funds, derivatives, and certificates.
Benchmark
  • Overnight LIBOR
Investment style
Absolute Return,Flexible
Investment method
Mixed
Fund manager
NameSinceBiography
Andreas Utermann28/02/2013Andreas Utermann joined Allianz Global Investors in October 2002. He is Global CIO for RCM and chairs the firm ’s Global Policy Co uncil and is co- chair of the RCM Executiv e Committee. In addition, he is a member of the Allianz Global Investors AG Executive Committee. Prior to joining, Andreas worked for 12 years at Merrill Lynch Investment Managers (formerly Mercury Asset Management), where he was the Global Head and CIO, Equities. Before joining MLIM Andre as worked for 2 years at Deutsche Bank AG. He holds a BSc in Economics from the London School of Economic s and an MA in Econom ics from Katholieke Universiteit Leuven. Andreas is an Associate of the Institute of In vestment Management and Research and is fluent in English, German, French and Dutch.
Compliance
Transparent for German Tax, IA Recognised, Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant, MAS Unrestricted Scheme
Domicile
No data available.
Fund for sale in
Switzerland, Germany, France, United Kingdom, Italy, Republic Of Korea, Luxembourg, Netherlands, Offshore, Portugal, Singapore
Allianz Global Fundamental Strategy AT2 EUR
Initial charge4%
Annual charge1.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.45%
Total expense ratio (TER)-
Bid price103.35
Offer price107.48
Mid price-
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE1MV
Allianz Global Fundamental Strategy AT2 NAV EUR
Initial charge4%
Annual charge1.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.45%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price103.35
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE1MW
Allianz Global Fundamental Strategy CT2 EUR
Initial charge3%
Annual charge1.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.79%
Total expense ratio (TER)1.79%
Bid price107.4
Offer price110.62
Mid price-
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFF4J
Allianz Global Fundamental Strategy CT2 NAV EUR
Initial charge3%
Annual charge1.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.79%
Total expense ratio (TER)1.79%
Bid price-
Offer price-
Mid price107.4
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFF4K
Allianz Global Fundamental Strategy D (H2-USD) NAV USD
Initial charge-
Annual charge0.45%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.5%
Total expense ratio (TER)0.5%
Bid price-
Offer price-
Mid price10.41
CurrencyUSD
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF69R
Allianz Global Fundamental Strategy D (H2-USD) USD
Initial charge-
Annual charge0.45%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.5%
Total expense ratio (TER)0.5%
Bid price10.41
Offer price10.41
Mid price-
CurrencyUSD
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFF3R
Allianz Global Fundamental Strategy D EUR
Initial charge-
Annual charge0.45%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.5%
Total expense ratio (TER)0.5%
Bid price103.41
Offer price103.41
Mid price-
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFI5Z
Allianz Global Fundamental Strategy D NAV EUR
Initial charge-
Annual charge0.45%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.5%
Total expense ratio (TER)0.5%
Bid price-
Offer price-
Mid price103.41
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFI6A
Allianz Global Fundamental Strategy I4 EUR
Initial charge-
Annual charge0.58%
Min single investment£12,500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.59%
Total expense ratio (TER)0.59%
Bid price1022.45
Offer price1022.45
Mid price-
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFJZN
Allianz Global Fundamental Strategy I4 NAV EUR
Initial charge-
Annual charge0.58%
Min single investment£12,500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.59%
Total expense ratio (TER)0.59%
Bid price-
Offer price-
Mid price1022.45
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFJZO
Allianz Global Fundamental Strategy IT2 EUR
Initial charge-
Annual charge0.89%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)0.9%
Bid price1129.46
Offer price1129.46
Mid price-
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFF3S
Allianz Global Fundamental Strategy IT2 NAV EUR
Initial charge-
Annual charge0.89%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price1129.46
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF69S
Allianz Global Fundamental Strategy RT2 (H-GBP) GBP
Initial charge-
Annual charge0.95%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1%
Total expense ratio (TER)1.01%
Bid price112.45
Offer price112.45
Mid price-
CurrencyGBP
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFPZG
Allianz Global Fundamental Strategy RT2 (H-GBP) NAV GBP
Initial charge-
Annual charge0.95%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1%
Total expense ratio (TER)1.01%
Bid price-
Offer price-
Mid price112.45
CurrencyGBP
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFPZF
Data provided by

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