Fact sheet: BlackRock SFAmDfEAbslRn

Fund information
Fund name
BlackRock SF Americas Diversified Equity Absolute Return A2RF GBP
Fund manager company
BlackRock (Luxembourg) S.A.
Fund type
Offshore Fund
Fund managers
  • Raffaele Savisince 17/02/2012
  • Travis Cookesince 17/02/2012
Fund objective
The Fund aims to achieve a positive absolute return through a combination of capital growth and income on your investment regardless of market conditions. The Fund seeks to gain at least 70% of any investment exposure to shares of companies incorporated or listed in the United States, Canada and Latin America. This is achieved by investing at least 70% of its assets in shares, other equity-related securities and, when determined appropriate fixed income (FI) securities (such as bonds), money market instruments (MMIs), deposits and cash. The equity-related securities include financial derivative instruments (FDIs). At any one time, a substantial, or even all of the Fund's assets may be held as cash to provide cover for the exposure created by the use of FDIs or to assist in achieving its investment objective.
Benchmark
  • No Specified Index
Investment style
Absolute Return
Investment method
Shares
Quick stats
1 Year return
13.4%
1 Year rank in sector
4/128
Sector
FO Absolute Return
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.
1.99%
Fund size
£659m (£213m last year)
Top in this sector
Fund name1 Year
SW Mitchell Emerging European20%
Pioneer SICV-AbsRetBd15%
Polar Capital UK Abs Eq14.3%
BlackRock SFAmDfEAbslRn13.4%
Orbis Optimal SA11%
...more in FO Absolute Return

Performance snapshot

Holdings snapshot

  • Chile0.4%
    Colombia0.2%
    Peru0.2%
    Canada0.1%
    USA-0.1%
  • Consumer Discretionary2.3%
    Industrials2%
    Energy1.3%
    Consumer Staples0.2%
    Materials0.1%
  • No data available.

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.6%12.5%9.1%13.4%38.8%-
Sector0.1%1.4%1.6%0.5%3.9%10.9%
Rank within sector29 / 1393 / 1375 / 1354 / 1281 / 78-
Quartile1st1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund12%14.5%10.1%-3.1%-
Sector0.6%0.7%1.2%3.6%3.9%
Rank within sector3 / 1323 / 1166 / 8865 / 71-
Quartile1st1st1st4th
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.
11.77
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.
-0.59
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.
0.64
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%.
10.51
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.
10.88
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.
0.79
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.
0.01
Price movement
52 week high150.78
52 week low126.49
Current bid price-
Current offer price-
Current mid price147.95
Region
1Chile0.44%
2Colombia0.17%
3Peru0.15%
4Canada0.11%
5USA-0.1%
6Mexico-0.12%
7Brazil-0.27%
Industry sector
1Consumer Discretionary2.25%
2Industrials1.99%
3Energy1.31%
4Consumer Staples0.24%
5Materials0.08%
6Information Technology-0.23%
7Health Care-0.29%
8Telecommunications-0.45%
9Utilities-0.46%
Asset type
No data available.
Individual holdings
1PIMCO MLP & ENERGY INFRASTRUCTURE FUND2.11%
2TESSERA TECHNOLOGIES INC1.94%
3SOUTH STATE CORP1.72%
4WINTRUST FINANCIAL CORP1.68%
5PRESTIGE BRANDS HLDGS INC1.66%
6HUB GROUP INC1.54%
7FIRST DEFIANCE FINANCIAL CORP1.43%
8LOWES COMPANIES INC1.37%
9CHESAPEAKE LODGING TRUST SBI USD0.011.26%
Management
Fund manager group
BlackRock
Fund manager company
BlackRock (Luxembourg) S.A.
Fund type
Offshore Fund
Fund objective
The Fund aims to achieve a positive absolute return through a combination of capital growth and income on your investment regardless of market conditions. The Fund seeks to gain at least 70% of any investment exposure to shares of companies incorporated or listed in the United States, Canada and Latin America. This is achieved by investing at least 70% of its assets in shares, other equity-related securities and, when determined appropriate fixed income (FI) securities (such as bonds), money market instruments (MMIs), deposits and cash. The equity-related securities include financial derivative instruments (FDIs). At any one time, a substantial, or even all of the Fund's assets may be held as cash to provide cover for the exposure created by the use of FDIs or to assist in achieving its investment objective.
Benchmark
  • No Specified Index
Investment style
Absolute Return
Investment method
Shares
Fund managers
NameSinceBiography
Raffaele Savi17/02/2012Raffaele Savi, Managing Director and Portfolio Manager, is a member of the Scientific Active Equity (SAE) division of BlackRock's Portfolio Management Group. He is responsible for BlackRock's North American, European, and Developed Market Equity Strategies. Prior to that he was the investment lead for the US Equity team within the SAE group. He was also the global head of portfolio management for active equities. Previously, he was head of investments for European active equities. Mr. Savi joined BlackRock from Capitalia, where he was CEO.
Travis Cooke17/02/2012Travis Cooke, CFA, Managing Director and Portfolio Manager, is head of the US portfolio management group within BlackRock's Scientific Active Equity team. He is responsible for the management of the US longonly, partial long-short, and long-short equity strategies within SAE. Mr Cooke's service with the firm dates back to 1999. He has been portfolio manager for various developed market strategies within the Alpha Strategies Group.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Chile, Germany, Denmark, Spain, Finland, France, United Kingdom, Italy, Jersey, Luxembourg, Netherlands, Norway, Offshore, Portugal, Singapore, Sweden
BlackRock SF Americas Diversified Equity Absolute Return A2 AUD
Initial charge5%
Annual charge1.5%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.98%
Total expense ratio (TER)4.56%
Bid price-
Offer price-
Mid price158.83
CurrencyAUD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF2VB
BlackRock SF Americas Diversified Equity Absolute Return A2 Hedged EUR
Initial charge5%
Annual charge1.5%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.99%
Total expense ratio (TER)4.56%
Bid price-
Offer price-
Mid price118.92
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0W5K
BlackRock SF Americas Diversified Equity Absolute Return A2 Hedged SEK
Initial charge5%
Annual charge1.5%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.99%
Total expense ratio (TER)4.56%
Bid price-
Offer price-
Mid price120.79
CurrencySEK
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code10O5
BlackRock SF Americas Diversified Equity Absolute Return A2 USD
Initial charge5%
Annual charge1.5%
Min single investment£5,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.98%
Total expense ratio (TER)4.56%
Bid price-
Offer price-
Mid price120.48
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0W5M
BlackRock SF Americas Diversified Equity Absolute Return A2RF GBP
Initial charge5%
Annual charge1.5%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.99%
Total expense ratio (TER)4.56%
Bid price-
Offer price-
Mid price147.95
CurrencyGBP
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG1IN
BlackRock SF Americas Diversified Equity Absolute Return D2 Hedged CHF
Initial charge5%
Annual charge1%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.48%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price98.89
CurrencyCHF
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFV0M
BlackRock SF Americas Diversified Equity Absolute Return D2 Hedged GBP
Initial charge5%
Annual charge1%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.49%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price102.8
CurrencyGBP
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVFZ
BlackRock SF Americas Diversified Equity Absolute Return D2 USD
Initial charge5%
Annual charge1%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.48%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price101.58
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUQT
BlackRock SF Americas Diversified Equity Absolute Return D2RF Hedged EUR
Initial charge5%
Annual charge1%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.48%
Total expense ratio (TER)3.78%
Bid price-
Offer price-
Mid price120.59
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0W5L
BlackRock SF Americas Diversified Equity Absolute Return E2 Hedged EUR
Initial charge3%
Annual charge2%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.48%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price97.48
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFW1I
BlackRock SF Americas Diversified Equity Absolute Return I2 Hedged EUR
Initial charge-
Annual charge1%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.19%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price97.87
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE23X
BlackRock SF Americas Diversified Equity Absolute Return X2 USD
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 price133.87
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF3XI
Data provided by

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