Fact sheet: BlackRock Mkt Adv Str

Fund information
Fund name
BlackRock Market Advantage Strategy E NAV GBP
Fund manager company
BlackRock Index Selection Fund
Fund type
OEIC
Fund manager
  • Ugo Montrucchiosince 13/05/2013
Fund objective
The fund invests in a highly diversified mix of asset classes based on target exposures to fundamental economic risk factors. By managing exposure during market extremes, the Fund seeks to deliver long-run returns in line with its target while reducing downside risk.
Benchmark
  • MSCI World Index (net) GBP Hedged
Investment style
Flexible
Investment method
None
Quick stats
1 Year return
5.2%
1 Year rank in sector
40/151
Sector
FO Mixed Asset - Flexible
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.
0.44%
Fund size
£568m
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.
51
Top in this sector
Fund name1 Year
Aria Absolut Inc Prtd UCITs23.2%
HSBC Pfl World Seltn 421.8%
Northstar Mgd Stg19.1%
Oasis Crescent Global Inc19%
Investec EmrgMktsMA18.9%
...more in FO Mixed Asset - Flexible

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • Global Investment Grade Fixed Interest15.6%
    Global Emerging Market Equities13.1%
    International Small Cap Companies12%
    Global High Yield Fixed Interest11%
    Global Index Linked10.4%

Fund also available on these pension platforms:

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.9%-3.1%0.7%5.2%15.1%24.6%
Sector-0.1%-1.6%1.5%0.9%8%22%
Rank within sector119 / 165125 / 16792 / 16140 / 15129 / 107-
Quartile3rd3rd3rd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund6.2%-4.2%11.5%--
Sector1.6%-0.1%5%6.8%6.9%
Rank within sector39 / 151110 / 12713 / 110--
Quartile2nd4th1st
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.
1.81
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.
1.04
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.
0.12
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%.
6.51
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.
3.96
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.
0.46
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.
0.63
Price movement
52 week high10.65
52 week low9.2
Current bid price-
Current offer price-
Current mid price10.16
Region
No data available.
Industry sector
No data available.
Asset type
1Global Investment Grade Fixed Interest15.6%
2Global Emerging Market Equities13.1%
3International Small Cap Companies12%
4Global High Yield Fixed Interest11%
5Global Index Linked10.4%
6Hedge8.6%
7Property7.1%
8Global Emerging Market Government Fixed Interest6.9%
9Global Developed Equities6.2%
Individual holdings
No data available.
Management
Fund manager group
BlackRock
Fund manager company
BlackRock Index Selection Fund
Fund type
OEIC
Fund objective
The fund invests in a highly diversified mix of asset classes based on target exposures to fundamental economic risk factors. By managing exposure during market extremes, the Fund seeks to deliver long-run returns in line with its target while reducing downside risk.
Benchmark
  • MSCI World Index (net) GBP Hedged
Investment style
Flexible
Investment method
None
Fund manager
NameSinceBiography
Ugo Montrucchio13/05/2013Multi-Asset Portfolio Manager Joined Schroders in December 2013 and is based in London. Ugo is a portfolio manager for the Strategic Beta portfolios and member of the European portfolio management team. He is also a member of the Credit risk premia research team. Prior to joining Schroders, Ugo worked as a Director at BlackRock from 2007 (formerly Barclays Global Investors) where he was the lead portfolio manager specialising in diversified growth and risk parity strategies. He joined as a research associate in 2006 in the Liability Driven Investment (LDI) Team. Prior to this, Ugo worked as a fixed income investment analyst at Barings Asset Management from 2004 to 2006. He was the joint portfolio manager specialising in a bespoke cash-based LDI strategy. Ugo’s career commenced in 2000 at Barra International Ltd, where he worked as a consultant to portfolio/risk managers CFA and CAIA Charterholder BSc in Economics, Turin (Italy); MSc Finance, Greenwich (UK)
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Germany, France, United Kingdom, Ireland, Italy, Offshore
BlackRock Market Advantage Strategy A Acc GBP
Initial charge-
Annual charge0.4%
Min single investment£1,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.05%
Total expense ratio (TER)-
Bid price12.012
Offer price12.084
Mid price-
CurrencyGBP
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDYQ2
BlackRock Market Advantage Strategy A Acc NAV GBP
Initial charge-
Annual charge-
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.06%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price12.048
CurrencyGBP
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDYQ7
BlackRock Market Advantage Strategy A Dis GBP
Initial charge-
Annual charge0.3%
Min single investment£1,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.05%
Total expense ratio (TER)-
Bid price10.574
Offer price10.637
Mid price-
CurrencyGBP
Price updated02/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeI75J
BlackRock Market Advantage Strategy A Dis NAV GBP
Initial charge-
Annual charge-
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.05%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.606
CurrencyGBP
Price updated02/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeI71J
BlackRock Market Advantage Strategy B Acc EUR
Initial charge-
Annual charge-
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.36%
Total expense ratio (TER)-
Bid price11.416
Offer price11.484
Mid price-
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDYQ6
BlackRock Market Advantage Strategy B Acc GBP
Initial charge-
Annual charge-
Min single investment£1,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.34%
Total expense ratio (TER)-
Bid price12.937
Offer price13.015
Mid price-
CurrencyGBP
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDYQ8
BlackRock Market Advantage Strategy B Acc NAV EUR
Initial charge-
Annual charge-
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.36%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.45
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDYQ3
BlackRock Market Advantage Strategy B Acc NAV GBP
Initial charge-
Annual charge-
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.34%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price12.976
CurrencyGBP
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeDYQ9
BlackRock Market Advantage Strategy E Acc EUR
Initial charge-
Annual charge0.4%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.44%
Total expense ratio (TER)-
Bid price11.17
Offer price11.237
Mid price-
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIBPS
BlackRock Market Advantage Strategy E Acc NAV EUR
Initial charge-
Annual charge-
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.44%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.204
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIBPT
BlackRock Market Advantage Strategy E GBP
Initial charge-
Annual charge0.04%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.44%
Total expense ratio (TER)-
Bid price10.131
Offer price10.192
Mid price-
CurrencyGBP
Price updated02/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJEGD
BlackRock Market Advantage Strategy E NAV GBP
Initial charge-
Annual charge0.04%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.44%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.161
CurrencyGBP
Price updated02/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJEGC
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.