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 30/08/2016
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
£33m (£34m last year)
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Performance snapshot

Holdings snapshot

  • International89.9%
    Money Market10.1%
  • Equities75%
    Fixed Interest20.6%
    Money Market10.1%
    Derivatives-2%
    Options-3.7%
  • International Equities75%
    Global Fixed Interest20.6%
    Money Market10.1%
    Alternative Investment Strategies-2%
    Options-3.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.3%0.2%----
Sector0.8%2.1%1.7%4.3%5.2%13.2%
Rank within sector79 / 12298 / 125----
Quartile3rd4th
Calendar performance
 YTD - 20172016201520142013
Fund0.3%----
Sector1.5%-2%2.7%2.5%7.1%
Rank within sector97 / 121----
Quartile4th
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 high101.01
52 week low99.3
Current bid price-
Current offer price-
Current mid price100.94
Region
1International89.9%
2Money Market10.1%
Industry sector
1Equities75%
2Fixed Interest20.6%
3Money Market10.1%
4Derivatives-2%
5Options-3.7%
Asset type
1International Equities75%
2Global Fixed Interest20.6%
3Money Market10.1%
4Alternative Investment Strategies-2%
5Options-3.7%
Individual holdings
1UNITED STATES OF AMER TREAS BILLS 0% TB 01/12/16 USD100014.28%
2UNITED STATES OF AMER TREAS BILLS 0% TB 08/12/16 USD1005.42%
3APPLE INC2.36%
4MICROSOFT CORP1.87%
5EXXON MOBIL CORP1.39%
6JOHNSON & JOHNSON1.21%
7AMAZON.COM INC1.18%
8BERKSHIRE HATHAWAY INC1.17%
9JPMORGAN CHASE & CO1.12%
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 Tournant30/08/2016Greg 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, France, United Kingdom, Hungary, Italy, Luxembourg, Netherlands, 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 price3025.14
Offer price3176.4
Mid price-
CurrencyCZK
Price updated17/02/2017
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 price3025.14
CurrencyCZK
Price updated17/02/2017
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 price100.94
Offer price105.99
Mid price-
CurrencyEUR
Price updated17/02/2017
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 price100.94
CurrencyEUR
Price updated17/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC0JY
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 price1015.08
Offer price1015.08
Mid price-
CurrencyEUR
Price updated17/02/2017
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 price1015.08
CurrencyEUR
Price updated17/02/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC0KA
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 price1010.25
Offer price1010.25
Mid price-
CurrencyEUR
Price updated17/02/2017
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 price1010.25
CurrencyEUR
Price updated17/02/2017
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 price1004.71
Offer price1004.71
Mid price-
CurrencyEUR
Price updated17/02/2017
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 price1004.71
CurrencyEUR
Price updated17/02/2017
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 price1010.66
Offer price1010.66
Mid price-
CurrencyEUR
Price updated17/02/2017
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 price1010.66
CurrencyEUR
Price updated17/02/2017
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 price1077.52
Offer price1077.52
Mid price-
CurrencyEUR
Price updated17/02/2017
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 price1077.52
CurrencyEUR
Price updated17/02/2017
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 price1014.27
Offer price1014.27
Mid price-
CurrencyEUR
Price updated17/02/2017
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 price1014.27
CurrencyEUR
Price updated17/02/2017
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 price1017.88
Offer price1017.88
Mid price-
CurrencyGBP
Price updated17/02/2017
TypeIncome
Institutional or retail classInstitutional
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 price1017.88
CurrencyGBP
Price updated17/02/2017
TypeIncome
Institutional or retail classInstitutional
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 price1003.68
CurrencyUSD
Price updated17/02/2017
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 price1003.68
Offer price1003.68
Mid price-
CurrencyUSD
Price updated17/02/2017
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 price1002.42
Offer price1002.42
Mid price-
CurrencyEUR
Price updated17/02/2017
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 price1002.42
CurrencyEUR
Price updated17/02/2017
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 price1010
Offer price1010
Mid price-
CurrencyEUR
Price updated17/02/2017
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 price1010
CurrencyEUR
Price updated17/02/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeC0KI
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 price202000.5
Offer price202000.5
Mid price-
CurrencyJPY
Price updated17/02/2017
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 price202000.5
CurrencyJPY
Price updated17/02/2017
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.