Fact sheet: BlackRock SF SystEupnEq

Fund information
Fund name
BlackRock SF Systematic European Equity A2 EUR
Fund manager company
BlackRock (Luxembourg) S.A.
Fund type
Offshore Fund
Fund manager
  • Simon Weinbergersince 16/03/2015
Fund objective
The BlackRock Systematic European Equity Fund aims to achieve long-term capital growth. The Fund will seek to achieve its investment objective by investing at least 80% of its total assets in shares of companies incorporated or listed in European developed market countries. The Fund may also invest in other transferable securities, derivatives, units in collective investment schemes, cash and near-cash instruments. In order to achieve its investment objective and policy, the Fund will invest in a variety of investment strategies and instruments. In particular, the Fund will use quantitative (i.e. mathematical or statistical) models in order to achieve a systematic (i.e. rule based) approach to stock selection. This means that stocks will be selected based on their expected contribution to portfolio returns when risk and transaction cost forecasts are taken into account.
Benchmark
  • MSCI Europe
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
12.3%
1 Year rank in sector
100/227
Sector
FO Equity - Europe inc UK
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.
1.23%
Fund size
£16m (£11m 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.
103
Top in this sector
Fund name1 Year
IVI European40.1%
GS Eur CORE Eq Portfolio38.6%
EP Pan European Opportunities35.6%
JOHCM European Sel Val33.2%
Winton European Equity31.4%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • UK26.3%
    Germany16.1%
    Switzerland13.4%
    France12.8%
    Netherlands5.9%
  • Financials24.4%
    Health Care15%
    Consumer Staples9.2%
    Consumer Discretionary8.7%
    Materials8.6%
  • UK Equities26.3%
    German Equities16.1%
    Swiss Equities13.4%
    French Equities12.8%
    Dutch Equities5.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.1%6.8%7%12.3%--
Sector2.1%6.2%6.7%9.4%14.5%61.5%
Rank within sector170 / 23591 / 233132 / 233100 / 227--
Quartile3rd2nd3rd2nd
Calendar performance
 YTD - 20172016201520142013
Fund0.6%-0.2%---
Sector1.3%-0.6%11.1%4.2%21.1%
Rank within sector182 / 235112 / 227---
Quartile4th2nd
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 high98.47
52 week low80.78
Current bid price-
Current offer price-
Current mid price97.47
Region
1UK26.26%
2Germany16.12%
3Switzerland13.37%
4France12.82%
5Netherlands5.85%
6Italy5.63%
7Spain5.15%
8Denmark4.75%
9Sweden3.89%
Industry sector
1Financials24.38%
2Health Care15.04%
3Consumer Staples9.21%
4Consumer Discretionary8.66%
5Materials8.61%
6Information Technology7.9%
7Industrials7.54%
8Energy6.1%
9Real Estate4.64%
Asset type
1UK Equities26.26%
2German Equities16.12%
3Swiss Equities13.37%
4French Equities12.82%
5Dutch Equities5.85%
6Italian Equities5.63%
7Spanish Equities5.15%
8Danish Equities4.75%
9Swedish Equities3.89%
Individual holdings
1ROCHE HLDG AG2.97%
2ROYAL DUTCH SHELL2.77%
3TOTAL SA2.16%
4BRITISH AMERICAN TOBACCO HLDGS1.95%
5BAYER AG1.93%
6NESTLE SA1.93%
7BANCO SANTANDER SA1.89%
8SAP SE1.87%
9HSBC HLDGS1.78%
Management
Fund manager group
BlackRock
Fund manager company
BlackRock (Luxembourg) S.A.
Fund type
Offshore Fund
Fund objective
The BlackRock Systematic European Equity Fund aims to achieve long-term capital growth. The Fund will seek to achieve its investment objective by investing at least 80% of its total assets in shares of companies incorporated or listed in European developed market countries. The Fund may also invest in other transferable securities, derivatives, units in collective investment schemes, cash and near-cash instruments. In order to achieve its investment objective and policy, the Fund will invest in a variety of investment strategies and instruments. In particular, the Fund will use quantitative (i.e. mathematical or statistical) models in order to achieve a systematic (i.e. rule based) approach to stock selection. This means that stocks will be selected based on their expected contribution to portfolio returns when risk and transaction cost forecasts are taken into account.
Benchmark
  • MSCI Europe
Investment style
Growth
Investment method
Shares
Fund manager
NameSinceBiography
Simon Weinberger16/03/2015Mr. Simon Weinberger serves as Portfolio Manager of BlackRock Investment Management LLC and BlackRock Strategic Funds - BlackRock European Diversified Equity Absolute Return Fund. Mr. Weinberger is an Investment Professional at BlackRock Advisors (UK) Limited (alternate name Barclays Global Investors Limited. He is responsible for investment management at Barclays Global Investors.
Compliance
Transparent for Austrian Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Ireland, Italy, Jersey, Luxembourg, Netherlands, Norway, Offshore, Portugal, Sweden
BlackRock SF Systematic European Equity A2 EUR
Initial charge5%
Annual charge0.8%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.23%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price97.47
CurrencyEUR
Price updated16/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFSRQ
BlackRock SF Systematic European Equity D2 EUR
Initial charge5%
Annual charge0.4%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.83%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price98.18
CurrencyEUR
Price updated16/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFSRR
BlackRock SF Systematic European Equity E2 EUR
Initial charge3%
Annual charge1.3%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.73%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price96.58
CurrencyEUR
Price updated16/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFSRS
BlackRock SF Systematic European Equity X2 EUR
Initial charge-
Annual charge-
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.19%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price99.38
CurrencyEUR
Price updated16/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFSRT
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