Fact sheet: BlackRock SFMngInPfsDfs

Fund information
Fund name
BlackRock SF Managed Index Portfolios Defensive A2RF EUR
Fund manager company
BlackRock (Luxembourg) S.A.
Fund type
Offshore Fund
Fund manager
No data available.
Fund objective
The Fund aims to provide a return on your investment through a combination of capital growth and income commensurate with a defensive 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 FI-related 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
Cautious
Investment method
Mixed
Quick stats
1 Year return
1.6%
1 Year rank in sector
53/90
Sector
FO Mixed Asset - Cautious
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.
1.15%
Fund size
£37m (£22m 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.
29
Top in this sector
Fund name1 Year
SEI GblMtiAtInc24.7%
HSBC Pfl World Seltn 123.3%
SEI Core15.1%
Polar Capital IncmOpps15.1%
Ashmore SICV3EmgMktMlt-Ast14.6%
...more in FO Mixed Asset - Cautious

Performance snapshot

Holdings snapshot

  • Europe57.5%
    North America36.1%
    Asia Pacific3.2%
    Latin America2.4%
    Africa0.7%
  • Government Bonds52.7%
    Banks8.7%
    Non-Cyclical Consumer Goods4.9%
    Communications3.9%
    Energy2.8%
  • Global Fixed Interest86.9%
    International Equities12%
    Alternative Assets1%
    Money Market0.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.8%-4.2%-1.1%1.6%--
Sector-0.2%-1.1%1.4%2.4%7.4%18%
Rank within sector85 / 9491 / 9485 / 9253 / 90--
Quartile4th4th4th3rd
Calendar performance
 YTD - 20162015201420132012
Fund2.5%----
Sector2.9%-0.7%4.3%4.2%6.1%
Rank within sector49 / 90----
Quartile3rd
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 high106.91
52 week low98.61
Current bid price-
Current offer price-
Current mid price101.97
Region
1Europe57.49%
2North America36.06%
3Asia Pacific3.22%
4Latin America2.39%
5Africa0.69%
6International0.15%
Industry sector
1Government Bonds52.7%
2Banks8.67%
3Non-Cyclical Consumer Goods4.88%
4Communications3.91%
5Energy2.81%
6Cyclical Consumer Goods2.73%
7Technology1.9%
8Government Guaranteed1.87%
9Health Care1.8%
Asset type
1Global Fixed Interest86.89%
2International Equities11.99%
3Alternative Assets0.97%
4Money Market0.15%
Individual holdings
1ISHARES EURO GOVERNMENT BOND 0-1YR10.8%
2ISHARES EURO CORP BD INTEREST RATE10.19%
3ISHARES $ CORP BOND INT RATE HGD U9.96%
4ISHARES CORE UK GILTS UCITS ETF7.38%
5ISHARES S&P MINIMUM VOLATILITY UC6.22%
6ISHARES PLC ISHARES $ CORP BOND UCITS ETF USD DIST6.2%
7ISHARES PLC ISHARES $ CORP BOND UCITS ETF USD DIST6.2%
8ISHARES INDEX-LINKED GILTS UCITS5.67%
9ISHARES EURO GOVERNMENT BOND 15-305.62%
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 defensive 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 FI-related 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
Cautious
Investment method
Mixed
Fund manager
No data available.
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 Defensive A2 Hedged USD
Initial charge5%
Annual charge1%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.34%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price104.61
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE0GC
BlackRock SF Managed Index Portfolios Defensive A2RF EUR
Initial charge5%
Annual charge1%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.15%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price101.97
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFUWZ
BlackRock SF Managed Index Portfolios Defensive 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 price101.16
CurrencyEUR
Price updated08/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFW7T
BlackRock SF Managed Index Portfolios Defensive D2 EUR
Initial charge5%
Annual charge0.37%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.5%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price103.16
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0YP
BlackRock SF Managed Index Portfolios Defensive 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 price97.97
CurrencyCHF
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFTIY
BlackRock SF Managed Index Portfolios Defensive D2 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 price100.3
CurrencyGBP
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFTIZ
BlackRock SF Managed Index Portfolios Defensive 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 price105.59
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFX3F
BlackRock SF Managed Index Portfolios Defensive D5 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 price97.26
CurrencyEUR
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFTJA
BlackRock SF Managed Index Portfolios Defensive D5 Hedged GBP
Initial charge5%
Annual charge0.37%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.5%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price98.58
CurrencyGBP
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFTJB
BlackRock SF Managed Index Portfolios Defensive 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 price103.5
CurrencyUSD
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFV4T
BlackRock SF Managed Index Portfolios Defensive X2 EUR
Initial charge-
Annual charge-
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.08%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price99.85
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFTJC
Data provided by

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