Fact sheet: Allianz Gbl Strat

Fund information
Fund name
Allianz Global Fundamental Strategy CT2 EUR
Fund manager company
Allianz Global Investors GmbH
Fund type
Offshore Fund
Fund manager
  • Andreas Utermannsince 28/02/2013
Fund objective
The Sub-Fund seeks to generate positive real absolute returns through a complete market cycle. The investment policy is geared towards generating these while taking into account the opportunities and risks of a broad range of global asset classes (absolute return approach). The investment decisions are based on a fundamental management approach. The portfolio will consists of two components – the core portfolio and the opportunistic portfolio. Via the core portfolio it is intended to generate stable returns over the market cycle. The opportunistic portfolio is designed to capture shorter term investment opportunities and will be more actively managed than the core portfolio. The turnover will be higher than in the core portfolio. Allocation of capital between the two components of the portfolios depending on market circumstances and consequently will fluctuate over time. With the objective of achieving additional returns, the Investment Manager may also assume separate foreign currency risks, even if the Sub-Fund does not include any assets denominated in these respective currencies.
Benchmark
  • Overnight LIBOR
Investment style
Absolute Return,Flexible
Investment method
Mixed
Quick stats
1 Year return
11.3%
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.
1.8%
Fund size
£96m (£101m 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.
39
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SW Mitchell Emerging European42.7%
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SWMC UK18.1%
...more in FO Absolute Return

Performance snapshot

Holdings snapshot

  • USA27.7%
    UK19.3%
    Germany16.2%
    Belgium8.7%
    Japan7.5%
  • Information Technology26.3%
    Industrials16.8%
    Property13.9%
    Energy11.9%
    Consumer Discretionary10.9%
  • Global Fixed Interest48.3%
    International Equities31%
    Money Market12.7%
    Others8.1%
    Alternative Investment Strategies0.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.4%4.1%1.7%11.3%8.1%-
Sector0.6%1.5%1%3.3%3.1%8.6%
Rank within sector------
Quartile
Calendar performance
 YTD - 20172016201520142013
Fund1.8%5.2%-0.7%2.3%-
Sector0.9%0.7%0.7%1.2%3.6%
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.
0.24
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.
2.59
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.
-0
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%.
6.63
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.
5.41
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.
0.32
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.
0.53
Price movement
52 week high109.86
52 week low98.31
Current bid price109.46
Current offer price112.74
Current mid price-
Region
1USA27.67%
2UK19.32%
3Germany16.21%
4Belgium8.69%
5Japan7.48%
6Indonesia6.89%
7China5.6%
8Hong Kong3.01%
9France2.71%
Industry sector
1Information Technology26.34%
2Industrials16.81%
3Property13.93%
4Energy11.91%
5Consumer Discretionary10.88%
6Health Care5.8%
7Consumer Staples5.13%
8Telecommunications Utilities4.39%
9Financials3.07%
Asset type
1Global Fixed Interest48.3%
2International Equities31%
3Money Market12.7%
4Others8.1%
5Alternative Investment Strategies0.1%
6Options0.1%
7Futures-0.2%
Individual holdings
1NORDRHEIN-WESTFALEN-LAND 0.05% BDS 14/12/18 EUR10005.25%
2KREDITANSTALT FUER WIEDERAUFBAU KFW 0% BDS 07/12/18 EUR10004.2%
3ALLIANZ DYNAMIC ASIAN HIGH YIELD BOND W USD4.15%
4SPAIN(KINGDOM OF) 1% BDS 30/11/30 EUR10003.21%
5UNITED STATES OF AMER TREAS BONDS 2.125% BDS 15/02/40 USD1003.16%
6GRANVIA A.S. 4.781% BDS 30/09/39 EUR1000002.82%
7INDIA GOVERNMENT BOND FIX 8.375% 15/09/20262.62%
8ORACLE CORP 5.75% NTS 15/04/18 USD10002.61%
9BNTNF 10.0% 01JAN252.56%
Management
Fund manager group
No data available.
Fund manager company
Allianz Global Investors GmbH
Fund type
Offshore Fund
Fund objective
The Sub-Fund seeks to generate positive real absolute returns through a complete market cycle. The investment policy is geared towards generating these while taking into account the opportunities and risks of a broad range of global asset classes (absolute return approach). The investment decisions are based on a fundamental management approach. The portfolio will consists of two components – the core portfolio and the opportunistic portfolio. Via the core portfolio it is intended to generate stable returns over the market cycle. The opportunistic portfolio is designed to capture shorter term investment opportunities and will be more actively managed than the core portfolio. The turnover will be higher than in the core portfolio. Allocation of capital between the two components of the portfolios depending on market circumstances and consequently will fluctuate over time. With the objective of achieving additional returns, the Investment Manager may also assume separate foreign currency risks, even if the Sub-Fund does not include any assets denominated in these respective currencies.
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)1.48%
Bid price105.48
Offer price109.7
Mid price-
CurrencyEUR
Price updated17/02/2017
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)1.48%
Bid price-
Offer price-
Mid price106.02
CurrencyEUR
Price updated21/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE1MW
Allianz Global Fundamental Strategy AT3 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 price102.2
Offer price106.29
Mid price-
CurrencyEUR
Price updated21/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC34R
Allianz Global Fundamental Strategy AT3 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 price101.66
CurrencyEUR
Price updated17/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC34S
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)1.8%
Total expense ratio (TER)1.8%
Bid price109.46
Offer price112.74
Mid price-
CurrencyEUR
Price updated17/02/2017
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)1.8%
Total expense ratio (TER)1.8%
Bid price-
Offer price-
Mid price109.46
CurrencyEUR
Price updated17/02/2017
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)0.49%
Total expense ratio (TER)0.49%
Bid price-
Offer price-
Mid price10.54
CurrencyUSD
Price updated21/02/2017
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)0.49%
Total expense ratio (TER)0.49%
Bid price10.5
Offer price10.5
Mid price-
CurrencyUSD
Price updated17/02/2017
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 price104.84
Offer price104.84
Mid price-
CurrencyEUR
Price updated17/02/2017
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 price105.28
CurrencyEUR
Price updated21/02/2017
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 price1030.14
Offer price1030.14
Mid price-
CurrencyEUR
Price updated17/02/2017
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 price1035.53
CurrencyEUR
Price updated21/02/2017
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 price1155.18
Offer price1155.18
Mid price-
CurrencyEUR
Price updated17/02/2017
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 price1161.18
CurrencyEUR
Price updated21/02/2017
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)0.99%
Total expense ratio (TER)0.99%
Bid price113.53
Offer price113.53
Mid price-
CurrencyGBP
Price updated17/02/2017
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)0.99%
Total expense ratio (TER)0.99%
Bid price-
Offer price-
Mid price113.78
CurrencyGBP
Price updated21/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFPZF
Data provided by

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