Fact sheet: BlackRock SF MgdIdxPfsMod

Fund information
Fund name
BlackRock SF Managed Index Portfolios - Moderate A2RF EUR
Fund manager company
BlackRock (Luxembourg) S.A.
Fund type
Offshore Fund
Fund managers
  • Stephen Walkersince 09/04/2015
  • Christopher Downingsince 09/04/2015
Fund objective
The Fund aims to provide a return on your investment through a combination of capital growth and income commensurate with a moderate level of risk. The Fund will seek to achieve its investment objective by obtaining indirect exposure to equity securities (e.g. shares), equityrelated (ER) securities, fixed income (FI) securities (such as bonds) and FIrelated securities, alternative assets (such as property and commodities), cash and deposits. FI securities include money market instruments (MMIs) (i.e. debt securities with short term maturities). ER securities and FI-related securities include financial derivative instruments (FDIs) (i.e. investments the prices of which are based on one or more underlying assets). Exposure to these asset classes will be achieved through the Fund’s investments in other funds, including exchange traded funds and other index funds managed by the BlackRock Group and, when determined appropriate, the Fund may invest directly in FI-related securities, MMIs, cash and deposits.
Benchmark
  • No Specified Index
Investment style
Balanced
Investment method
Mixed
Quick stats
1 Year return
3.5%
1 Year rank in sector
61/134
Sector
FO Mixed Asset - Balanced
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.
1.14%
Fund size
£63m (£47m 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.
51
Top in this sector
Fund name1 Year
Templeton Emg Mkts Bal35.1%
Capital Group EMTOpL27.8%
HSBC Pfl World Seltn 325.2%
Oasis Crs Gbl Low EqBal21.1%
Dimensional Wrld Alloc 60/4020%
...more in FO Mixed Asset - Balanced

Performance snapshot

Holdings snapshot

  • Europe45.8%
    North America45.3%
    Asia Pacific4.5%
    Latin America3.6%
    Africa0.6%
  • Government Bonds28.6%
    Health Care7%
    Financials7%
    Information Technology6.9%
    Consumer Staples6.2%
  • International Equities48.8%
    Global Fixed Interest48.1%
    Alternative Assets2.9%
    Money Market0.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.4%-2.1%1.2%3.5%--
Sector0.4%-0.6%3%3.6%9.9%25.8%
Rank within sector71 / 143108 / 14391 / 13661 / 134--
Quartile2nd4th3rd2nd
Calendar performance
 YTD - 20162015201420132012
Fund3.7%----
Sector4.2%-0.3%4.7%7.5%7.6%
Rank within sector61 / 133----
Quartile2nd
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 high104.6
52 week low92.23
Current bid price-
Current offer price-
Current mid price101.96
Region
1Europe45.78%
2North America45.32%
3Asia Pacific4.51%
4Latin America3.62%
5Africa0.63%
6International0.14%
Industry sector
1Government Bonds28.64%
2Health Care6.97%
3Financials6.96%
4Information Technology6.93%
5Consumer Staples6.17%
6Consumer Discretionary5.89%
7Banks4.77%
8Industrials4.63%
9Energy3.93%
Asset type
1International Equities48.82%
2Global Fixed Interest48.08%
3Alternative Assets2.93%
4Money Market0.17%
Individual holdings
1ISHARES S&P MINIMUM VOLATILITY UC13.29%
2ISHARES CORE S&P 500 INDEX ETF8.83%
3ISHARES MSCI USA UCITS ETF8.1%
4ISHARES EURO GOVERNMENT BOND 0-1YR7.19%
5ISHARES EURO CORP BD INTEREST RATE6.05%
6ISHARES $ CORP BOND INT RATE HGD U4.78%
7ISHARES CORE UK GILTS UCITS ETF4.43%
8ISHARES EDGE MSCI EUROPE MIN VOL3.9%
9ISHARES PLC ISHARES $ CORP BOND UCITS ETF USD DIST3.74%
Management
Fund manager group
BlackRock
Fund manager company
BlackRock (Luxembourg) S.A.
Fund type
Offshore Fund
Fund objective
The Fund aims to provide a return on your investment through a combination of capital growth and income commensurate with a moderate level of risk. The Fund will seek to achieve its investment objective by obtaining indirect exposure to equity securities (e.g. shares), equityrelated (ER) securities, fixed income (FI) securities (such as bonds) and FIrelated securities, alternative assets (such as property and commodities), cash and deposits. FI securities include money market instruments (MMIs) (i.e. debt securities with short term maturities). ER securities and FI-related securities include financial derivative instruments (FDIs) (i.e. investments the prices of which are based on one or more underlying assets). Exposure to these asset classes will be achieved through the Fund’s investments in other funds, including exchange traded funds and other index funds managed by the BlackRock Group and, when determined appropriate, the Fund may invest directly in FI-related securities, MMIs, cash and deposits.
Benchmark
  • No Specified Index
Investment style
Balanced
Investment method
Mixed
Fund managers
NameSinceBiography
Stephen Walker09/04/2015Steve Walker, Director and portfolio manager, is a member of the Beta Strategies Group. Within Beta Strategies, Mr. Walker is head of the Index Asset Allocation team in EMEA. Mr. Walker's service with the firm dates back to 2007, including his years with Barclays Global Investors (BGI), which merged with BlackRock in 2009. At BGI, he was a portfolio manager in the Client Solutions team. Prior to joining BGI, Mr. Walker was a portfolio manager in the discretionary investment team at Coutts & Co bank for over 12 years.
Christopher Downing09/04/2015
Compliance
Transparent for Austrian Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Spain, France, United Kingdom, Ireland, Italy, Jersey, Luxembourg, Netherlands, Offshore, Portugal
BlackRock SF Managed Index Portfolios - Moderate A2 Hedged USD
Initial charge5%
Annual charge1%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.36%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price109.63
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE0GD
BlackRock SF Managed Index Portfolios - Moderate A2RF EUR
Initial charge5%
Annual charge1%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.14%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price101.96
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFUXA
BlackRock SF Managed Index Portfolios - Moderate A4 EUR
Initial charge5%
Annual charge1%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.13%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price103.26
CurrencyEUR
Price updated08/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFW7V
BlackRock SF Managed Index Portfolios - Moderate D2 EUR
Initial charge5%
Annual charge0.37%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.54%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price107.02
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0YQ
BlackRock SF Managed Index Portfolios - Moderate D2 Hedged CHF
Initial charge5%
Annual charge0.37%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.53%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price97.17
CurrencyCHF
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFTIV
BlackRock SF Managed Index Portfolios - Moderate D2 Hedged USD
Initial charge5%
Annual charge0.37%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.59%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price110
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFX3D
BlackRock SF Managed Index Portfolios - Moderate D2RF Hedged GBP
Initial charge5%
Annual charge0.37%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.53%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price98.83
CurrencyGBP
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFTIU
BlackRock SF Managed Index Portfolios - Moderate D5 EUR
Initial charge5%
Annual charge0.37%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.53%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price97.38
CurrencyEUR
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFTIR
BlackRock SF Managed Index Portfolios - Moderate D5RF Hedged GBP
Initial charge5%
Annual charge0.37%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.53%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price97.86
CurrencyGBP
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFTIT
BlackRock SF Managed Index Portfolios - Moderate D5RF Hedged USD
Initial charge5%
Annual charge0.37%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.53%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price104.15
CurrencyUSD
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFV4V
BlackRock SF Managed Index Portfolios - Moderate X2 EUR
Initial charge-
Annual charge-
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.09%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price99.12
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFTIQ
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.