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 managers
  • Neil Dwanesince 01/05/2016
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
  • LIBOR Overnight EUR (hedged into USD)
Investment style
Absolute Return,Flexible
Investment method
Mixed
Quick stats
1 Year return
7.8%
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.
0.99%
Fund size
£96m (£89m 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
Top in this sector
Fund name1 Year
SW Mitchell Emerging European27.3%
Polar Capital UK Abs Eq22.2%
F&C Ml Strat Gbl Eq17.9%
SWMC European16.9%
SWMC UK15%
...more in FO Absolute Return

Performance snapshot

Holdings snapshot

  • USA27.7%
    UK19.3%
    Germany16.2%
    Belgium8.7%
    Japan7.5%
  • Information Technology23.1%
    Industrials22.2%
    Real Estate14.6%
    Energy13.2%
    Consumer Discretionary8.4%
  • 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
Fund0.8%3.2%1.9%7.8%--
Sector0.1%1.1%1.1%2.7%3.3%8.5%
Rank within sector------
Quartile
Calendar performance
 YTD - 20172016201520142013
Fund2.7%5.9%4.6%--
Sector1.1%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.
-
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 high114.96
52 week low106.25
Current bid price114.96
Current offer price114.96
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 Technology23.14%
2Industrials22.24%
3Real Estate14.57%
4Energy13.21%
5Consumer Discretionary8.36%
6Consumer Staples5.41%
7Telecommunications Utilities5.02%
8Financials3.27%
9Health Care2.73%
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 EUR10005.05%
2KREDITANSTALT FUER WIEDERAUFBAU KFW 0% BDS 07/12/18 EUR10004.05%
3ALLIANZ DYNAMIC ASIAN HIGH YIELD BOND W USD3.83%
4SPAIN(KINGDOM OF) 1% BDS 30/11/30 EUR10003.14%
5ITALY(REPUBLIC OF) 3.1% BDS 15/09/26 EUR13.08%
6UNITED STATES OF AMER TREAS BONDS 2.125% BDS 15/02/40 USD1003.04%
7BNTNF 10.0% 01JAN252.73%
8INDIA GOVERNMENT BOND FIX 8.375% 15/09/20262.65%
9ORACLE CORP 5.75% NTS 15/04/18 USD10002.5%
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
  • LIBOR Overnight EUR (hedged into USD)
Investment style
Absolute Return,Flexible
Investment method
Mixed
Fund managers
NameSinceBiography
Neil Dwane01/05/2016Neil joined RCM in 2001 as Head of UK Management from JP Morgan Investment Management where he had been a UK and European specialist portfolio manager since 1996. He began his investment career in 1988 with Kleinwort Benson Investment Management as an analyst, later as a fund manager before moving to Fleming Investment Management in 1992. Neil holds a BA in Classics from Durham University and is a member of the Institute of Chartered Accountants.
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 price106.55
Offer price110.81
Mid price-
CurrencyEUR
Price updated24/03/2017
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 price106.55
CurrencyEUR
Price updated24/03/2017
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 price102.72
Offer price106.83
Mid price-
CurrencyEUR
Price updated24/03/2017
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 price102.72
CurrencyEUR
Price updated24/03/2017
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 price110.53
Offer price113.85
Mid price-
CurrencyEUR
Price updated24/03/2017
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 price110.53
CurrencyEUR
Price updated24/03/2017
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 price10.61
CurrencyUSD
Price updated24/03/2017
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 price10.61
Offer price10.61
Mid price-
CurrencyUSD
Price updated24/03/2017
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 price105.81
Offer price105.81
Mid price-
CurrencyEUR
Price updated24/03/2017
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 price105.81
CurrencyEUR
Price updated24/03/2017
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 price1041.43
Offer price1041.43
Mid price-
CurrencyEUR
Price updated24/03/2017
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 price1041.43
CurrencyEUR
Price updated24/03/2017
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 price1167.5
Offer price1167.5
Mid price-
CurrencyEUR
Price updated24/03/2017
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 price1167.5
CurrencyEUR
Price updated24/03/2017
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 price114.96
Offer price114.96
Mid price-
CurrencyGBP
Price updated24/03/2017
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 price114.96
CurrencyGBP
Price updated24/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFPZF
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.