Fact sheet: Allianz Structd Rtrn

Fund information
Fund name
Allianz Structured Return AT (H2-EUR) NAV EUR
Fund manager company
Allianz Global Investors GmbH
Fund type
Offshore Fund
Fund manager
  • Greg Tournantsince 31/08/2016
Fund objective
The fund combines an equity exposure with an in-the-money short call overlay strategy. In addition it applies an absolute return approach by combining a broad range of buy and sell options and futures related to equity market indices particularly in the U.S. The investment objective is to attain a positive return over a full market cycle.
Benchmark
No data available.
Investment style
Long/Short,Absolute Return
Investment method
Equity
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Hedge/Stru Prod - Equity
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.
1.65%
Fund size
£80m (£34m last year)
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Performance snapshot

Holdings snapshot

  • International90%
    Money Market10%
  • Equities62.5%
    Fixed Interest33.3%
    Money Market10%
    Futures0.2%
    Derivatives-0.7%
  • International Equities62.5%
    Global Fixed Interest33.3%
    Money Market10%
    Futures0.2%
    Alternative Investment Strategies-6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.7%0.5%1.2%---
Sector0.6%1.1%2%3.1%5.7%13.5%
Rank within sector69 / 13676 / 13576 / 132---
Quartile3rd3rd3rd
Calendar performance
 YTD - 20172016201520142013
Fund0.8%----
Sector2.1%-2%2.7%2.5%7.1%
Rank within sector88 / 134----
Quartile3rd
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 high101.43
52 week low99.3
Current bid price-
Current offer price-
Current mid price101.44
Region
1International90%
2Money Market10%
Industry sector
1Equities62.5%
2Fixed Interest33.3%
3Money Market10%
4Futures0.2%
5Derivatives-0.7%
6Options-5.3%
Asset type
1International Equities62.5%
2Global Fixed Interest33.3%
3Money Market10%
4Futures0.2%
5Alternative Investment Strategies-6%
Individual holdings
1TREASURY BILL ZERO 25.05.20175.5%
2TREASURY BILL ZERO 17.08.20175.49%
3UNITED STATES OF AMER TREAS BILLS 0% TB 13/07/17 USD1005.49%
4UNITED STATES OF AMER TREAS BILLS 0% TB 15/06/17 USD1005%
5UNITED STATES OF AMER TREAS BILLS 0% BDS 14/09/17 USD1004.98%
6TREASURY BILL ZERO 06.04.20174%
7APPLE INC2.36%
8MICROSOFT CORP1.57%
9EXXON MOBIL CORP1.07%
Management
Fund manager group
No data available.
Fund manager company
Allianz Global Investors GmbH
Fund type
Offshore Fund
Fund objective
The fund combines an equity exposure with an in-the-money short call overlay strategy. In addition it applies an absolute return approach by combining a broad range of buy and sell options and futures related to equity market indices particularly in the U.S. The investment objective is to attain a positive return over a full market cycle.
Benchmark
No data available.
Investment style
Long/Short,Absolute Return
Investment method
Equity
Fund manager
NameSinceBiography
Greg Tournant31/08/2016Greg Tournant is the Managing Director and head of Allianz Global Investors Capital's Structured Products team, which he created in 2005. He is lead portfolio manager of $2.7 billion for all option based strategies managed on the Structured Products platform. Previously, while at a former affiliate, he managed an equity index option-based hedge fund, option programs on several open-end mutual funds as well as an open-end large-cap growth equity mutual fund. Prior to joining Allianz, he served as a senior research analyst at Eagle Asset Management, and also spent three years as a strategy consultant for Mckinsey & Co, and two years as a sell-side research analyst for Raymond James. Greg Tournant earned his M.B.A. in Finance from Kellogg School of Business at Northwestern University and his B.S. in Finance/Economics from Trinity University.
Compliance
Transparent for Austrian Tax, Transparent for German Tax, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Czech Republic, Germany, Spain, Finland, France, United Kingdom, Hungary, Italy, Luxembourg, Netherlands, Norway, Offshore, Sweden
Allianz Structured Return AT (H2-CZK) CZK
Initial charge5%
Annual charge1.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.65%
Total expense ratio (TER)1.79%
Bid price3032.27
Offer price3183.88
Mid price-
CurrencyCZK
Price updated27/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC0SM
Allianz Structured Return AT (H2-CZK) NAV CZK
Initial charge5%
Annual charge1.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.65%
Total expense ratio (TER)1.79%
Bid price-
Offer price-
Mid price3032.27
CurrencyCZK
Price updated27/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC0SL
Allianz Structured Return AT (H2-EUR) EUR
Initial charge5%
Annual charge1.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.65%
Total expense ratio (TER)1.69%
Bid price101.44
Offer price106.51
Mid price-
CurrencyEUR
Price updated27/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC0JX
Allianz Structured Return AT (H2-EUR) NAV EUR
Initial charge5%
Annual charge1.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.65%
Total expense ratio (TER)1.69%
Bid price-
Offer price-
Mid price101.44
CurrencyEUR
Price updated27/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC0JY
Allianz Structured Return AT (H2-SEK) NAV SEK
Initial charge5%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1004.24
CurrencySEK
Price updated27/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNVH1
Allianz Structured Return AT (H2-SEK) SEK
Initial charge5%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price1004.24
Offer price1054.45
Mid price-
CurrencySEK
Price updated27/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNVH0
Allianz Structured Return I (H2-EUR) EUR
Initial charge-
Annual charge0.2%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.21%
Total expense ratio (TER)0.22%
Bid price1021.37
Offer price1021.37
Mid price-
CurrencyEUR
Price updated27/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC0JZ
Allianz Structured Return I (H2-EUR) NAV EUR
Initial charge-
Annual charge0.2%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.21%
Total expense ratio (TER)0.22%
Bid price-
Offer price-
Mid price1021.37
CurrencyEUR
Price updated27/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC0KA
Allianz Structured Return I2 NAV USD
Initial charge-
Annual charge0.85%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1003.38
CurrencyUSD
Price updated27/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeNVO8
Allianz Structured Return I2 USD
Initial charge-
Annual charge0.85%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price1003.38
Offer price1003.38
Mid price-
CurrencyUSD
Price updated27/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeNVO6
Allianz Structured Return I3 (H2-EUR) EUR
Initial charge-
Annual charge1.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.51%
Total expense ratio (TER)1.48%
Bid price1015.94
Offer price1015.94
Mid price-
CurrencyEUR
Price updated27/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC0KB
Allianz Structured Return I3 (H2-EUR) NAV EUR
Initial charge-
Annual charge1.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.51%
Total expense ratio (TER)1.48%
Bid price-
Offer price-
Mid price1015.94
CurrencyEUR
Price updated27/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC0KC
Allianz Structured Return IT (H2-EUR) EUR
Initial charge-
Annual charge0.2%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.21%
Total expense ratio (TER)-
Bid price1010.51
Offer price1010.51
Mid price-
CurrencyEUR
Price updated27/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC35G
Allianz Structured Return IT (H2-EUR) NAV EUR
Initial charge-
Annual charge0.2%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.21%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1010.51
CurrencyEUR
Price updated27/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC35H
Allianz Structured Return IT3 (H2-EUR) EUR
Initial charge-
Annual charge1.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.51%
Total expense ratio (TER)1.45%
Bid price1016.68
Offer price1016.68
Mid price-
CurrencyEUR
Price updated27/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC0KD
Allianz Structured Return IT3 (H2-EUR) NAV EUR
Initial charge-
Annual charge1.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.51%
Total expense ratio (TER)1.45%
Bid price-
Offer price-
Mid price1016.68
CurrencyEUR
Price updated27/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC0KE
Allianz Structured Return IT3 EUR
Initial charge-
Annual charge1.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.51%
Total expense ratio (TER)1.4%
Bid price1060.85
Offer price1060.85
Mid price-
CurrencyEUR
Price updated27/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC0SO
Allianz Structured Return IT3 NAV EUR
Initial charge-
Annual charge1.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.51%
Total expense ratio (TER)1.4%
Bid price-
Offer price-
Mid price1060.85
CurrencyEUR
Price updated27/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC0SN
Allianz Structured Return P (H2-EUR) EUR
Initial charge-
Annual charge0.2%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)0.35%
Bid price1020.41
Offer price1020.41
Mid price-
CurrencyEUR
Price updated27/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC0KF
Allianz Structured Return P (H2-EUR) NAV EUR
Initial charge-
Annual charge0.2%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)0.35%
Bid price-
Offer price-
Mid price1020.41
CurrencyEUR
Price updated27/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC0KG
Allianz Structured Return P (H2-GBP) GBP
Initial charge-
Annual charge0.2%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)0.39%
Bid price1025.04
Offer price1025.04
Mid price-
CurrencyGBP
Price updated27/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeC0OE
Allianz Structured Return P (H2-GBP) NAV GBP
Initial charge-
Annual charge0.2%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)0.39%
Bid price-
Offer price-
Mid price1025.04
CurrencyGBP
Price updated27/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeC0OD
Allianz Structured Return P NAV USD
Initial charge-
Annual charge0.2%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1011.58
CurrencyUSD
Price updated27/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeEAYT
Allianz Structured Return P USD
Initial charge-
Annual charge0.2%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)-
Bid price1011.58
Offer price1011.58
Mid price-
CurrencyUSD
Price updated27/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeEAYU
Allianz Structured Return P10 (H2-EUR) EUR
Initial charge-
Annual charge1.4%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.45%
Total expense ratio (TER)-
Bid price1008.45
Offer price1008.45
Mid price-
CurrencyEUR
Price updated27/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC35I
Allianz Structured Return P10 (H2-EUR) NAV EUR
Initial charge-
Annual charge1.4%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.45%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1008.45
CurrencyEUR
Price updated27/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC35J
Allianz Structured Return P3 (H2-EUR) EUR
Initial charge-
Annual charge1.5%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.55%
Total expense ratio (TER)1.6%
Bid price1015.62
Offer price1015.62
Mid price-
CurrencyEUR
Price updated27/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC0KH
Allianz Structured Return P3 (H2-EUR) NAV EUR
Initial charge-
Annual charge1.5%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.55%
Total expense ratio (TER)1.6%
Bid price-
Offer price-
Mid price1015.62
CurrencyEUR
Price updated27/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC0KI
Allianz Structured Return PT USD
Initial charge-
Annual charge0.2%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)-
Bid price1008.35
Offer price1008.35
Mid price-
CurrencyUSD
Price updated27/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNRX3
Allianz Structured Return W2 (H2-JPY) JPY
Initial charge-
Annual charge0.8%
Min single investment£2,000,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.81%
Total expense ratio (TER)0.8%
Bid price203494.68
Offer price203494.68
Mid price-
CurrencyJPY
Price updated27/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC0KJ
Allianz Structured Return W2 (H2-JPY) NAV JPY
Initial charge-
Annual charge0.8%
Min single investment£2,000,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.81%
Total expense ratio (TER)0.8%
Bid price-
Offer price-
Mid price203494.68
CurrencyJPY
Price updated27/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC0KK
Data provided by

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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.