Fact sheet: BlackRock SF SystGblEq

Fund information
Fund name
BlackRock SF Systematic Global Equity A2 USD
Fund manager company
BlackRock (Luxembourg) S.A.
Fund type
Offshore Fund
Fund managers
  • Richard Mathiesonsince 01/02/2017
  • Kevin Franklinsince 17/09/2015
Fund objective
The Fund aims to achieve long-term capital growth on your investment. The Fund seeks to gain at least 80% of its investment exposure to equity securities (e.g. shares) of companies incorporated or listed in either developed or emerging markets. This is achieved by investing at least 80% of its total assets in equity securities and other equityrelated securities and may, when deemed appropriate, invest in money market instruments (MMIs)(i.e. debt securities with short term maturities), deposits and cash. The equity-related securities include financial derivative instruments (FDIs) (i.e. investments the prices of which are based on one or more underlying assets). The MMIs may be issued by governments, government agencies, companies and supranationals (e.g. the International Bank for Reconstruction and Development) and will be investment grade (i.e. meet a specified level of credit worthiness) at the time of purchase.
Benchmark
  • MSCI AC World
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
20%
1 Year rank in sector
216/479
Sector
FO Equity - International
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
£255m (£218m last year)
Top in this sector
Fund name1 Year
Heptagon Kprnk GblAlCpEq59.3%
Dodge & Cox Gbl Stk53%
RWC Global Horizon45.9%
SKAGEN Focus44.7%
Morg Stnly Global Discovery42.8%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • USA53.4%
    Japan7.2%
    UK5.7%
    Canada4.5%
    France3.9%
  • Information Technology17.1%
    Financials17%
    Consumer Discretionary12.3%
    Health Care11.9%
    Industrials10.1%
  • US Equities53.4%
    Japanese Equities7.2%
    UK Equities5.7%
    Canadian Equities4.5%
    French Equities3.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.3%7.9%7.1%20%--
Sector2.3%6.5%7.6%19.9%19.7%51.5%
Rank within sector281 / 51384 / 509265 / 500216 / 479--
Quartile3rd1st3rd2nd
Calendar performance
 YTD - 20172016201520142013
Fund5.8%5.1%---
Sector4.6%7.9%0.7%6%21.3%
Rank within sector118 / 510285 / 471---
Quartile1st3rd
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 high113.22
52 week low92.92
Current bid price-
Current offer price-
Current mid price112.64
Region
1USA53.4%
2Japan7.21%
3UK5.7%
4Canada4.49%
5France3.91%
6Hong Kong3.08%
7Germany2.94%
8Switzerland2.35%
9Sweden1.51%
Industry sector
1Information Technology17.11%
2Financials16.98%
3Consumer Discretionary12.26%
4Health Care11.86%
5Industrials10.08%
6Consumer Staples9.91%
7Energy8.76%
8Materials4.8%
9Telecommunications2.68%
Asset type
1US Equities53.4%
2Japanese Equities7.21%
3UK Equities5.7%
4Canadian Equities4.49%
5French Equities3.91%
6Hong Kong Equities3.08%
7German Equities2.94%
8Swiss Equities2.35%
9Swedish Equities1.51%
Individual holdings
1MICROSOFT CORP1.35%
2UNITEDHEALTH GROUP INC1.23%
3TEXAS INSTRUMENTS INC1.06%
4BANK OF NOVA SCOTIA1.04%
5APPLE INC1.02%
6CISCO SYSTEMS INC1.01%
7LOWES COMPANIES INC1.01%
8HOME DEPOT INC0.98%
9CANADIAN IMPERIAL BANK OF COMMERCE0.97%
Management
Fund manager group
BlackRock
Fund manager company
BlackRock (Luxembourg) S.A.
Fund type
Offshore Fund
Fund objective
The Fund aims to achieve long-term capital growth on your investment. The Fund seeks to gain at least 80% of its investment exposure to equity securities (e.g. shares) of companies incorporated or listed in either developed or emerging markets. This is achieved by investing at least 80% of its total assets in equity securities and other equityrelated securities and may, when deemed appropriate, invest in money market instruments (MMIs)(i.e. debt securities with short term maturities), deposits and cash. The equity-related securities include financial derivative instruments (FDIs) (i.e. investments the prices of which are based on one or more underlying assets). The MMIs may be issued by governments, government agencies, companies and supranationals (e.g. the International Bank for Reconstruction and Development) and will be investment grade (i.e. meet a specified level of credit worthiness) at the time of purchase.
Benchmark
  • MSCI AC World
Investment style
Growth
Investment method
Shares
Fund managers
NameSinceBiography
Richard Mathieson01/02/2017
Kevin Franklin17/09/2015Kevin Chuah, Director, is a member of BlackRock’s Multi-Asset Strategies (MAS) group focusing on portfolio management within BlackRock's Multi-Strategy (MuSt) hedge fund platform. Prior to joining BlackRock, Mr. Chuah was a senior client portfolio manager at AHL, the managed futures business owned by Man Group. Previously, he worked as a product manager for Aspect Capital. Mr. Chuah began his career in Australia, before moving to London, within the fund of hedge funds team at Colonial First State Global Asset Management where he was responsible for due diligence and the management of a portfolio of hedge funds. Mr. Chuah earned a MSc degree in statistics from the London School of Economics in 2009, and a Bachelor of Commerce degree from the University of New South Wales, Australia, in 2004.
Compliance
Transparent for Austrian Tax, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Sweden
BlackRock SF Systematic Global Equity A2 USD
Initial charge5%
Annual charge0.8%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.23%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price112.64
CurrencyUSD
Price updated27/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFXFT
BlackRock SF Systematic Global Equity D2 EUR
Initial charge5%
Annual charge0.4%
Min single investment£100,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.83%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price121.92
CurrencyEUR
Price updated27/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFXFU
BlackRock SF Systematic Global Equity E2 EUR
Initial charge3%
Annual charge1.3%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.73%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price120.26
CurrencyEUR
Price updated27/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFXFV
BlackRock SF Systematic Global Equity E2 Hedged EUR
Initial charge3%
Annual charge1.3%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.73%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price110.29
CurrencyEUR
Price updated27/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFXFW
BlackRock SF Systematic Global Equity I2 EUR
Initial charge-
Annual charge0.4%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.67%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price119.68
CurrencyEUR
Price updated27/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE8GK
BlackRock SF Systematic Global Equity X2 GBP
Initial charge-
Annual charge-
Min single investment£10,000,000
Min regular saving£10,000
Available in ISANo
Ongoing charge (OCF)0.28%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price143.66
CurrencyGBP
Price updated27/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFXFX
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