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 data available.
Investment style
Cautious
Investment method
Mixed
Quick stats
1 Year return
7.6%
1 Year rank in sector
23/84
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
£30m (£22m last year)
Top in this sector
Fund name1 Year
HSBC Pfl World Seltn 125.4%
SEI GblMtiAtInc23%
Towry A455018.3%
SEI Core17.2%
CG Capital Value15%
...more in FO Mixed Asset - Cautious

Performance snapshot

Holdings snapshot

  • Europe49.3%
    North America45.3%
    Asia Pacific2.9%
    Latin America1.9%
    Africa0.5%
  • Government Bonds49.6%
    Banks8.7%
    Non-Cyclical Consumer Goods4.8%
    Communications4%
    Energy3.2%
  • Global Fixed Interest83.3%
    International Equities14.6%
    Alternative Assets1.6%
    Money Market0.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.4%1.7%4.1%7.6%--
Sector0.1%2.9%3.9%5.3%9.2%20.3%
Rank within sector84 / 8867 / 8735 / 8623 / 84--
Quartile4th4th2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund6.5%----
Sector3.9%-0.7%4.3%4.2%6.1%
Rank within sector20 / 86----
Quartile1st
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 price105.98
Region
1Europe49.26%
2North America45.32%
3Asia Pacific2.85%
4Latin America1.9%
5Africa0.5%
6International0.17%
Industry sector
1Government Bonds49.59%
2Banks8.71%
3Non-Cyclical Consumer Goods4.78%
4Communications3.99%
5Energy3.25%
6Cyclical Consumer Goods2.8%
7Financials2.78%
8Information Technology2.34%
9Consumer Staples1.99%
Asset type
1Global Fixed Interest83.3%
2International Equities14.59%
3Alternative Assets1.57%
4Money Market0.54%
Individual holdings
1ISHARES $ TREASURY BOND 20YR UCITS11.83%
2ISHARES EURO CORP BD INTEREST RATE10.14%
3ISHARES $ CORP BOND INT RATE HGD U9.97%
4ISHARES EURO GOVERNMENT BOND 15-307.76%
5ISHARES CORE UK GILTS UCITS ETF7.4%
6ISHARES S&P MINIMUM VOLATILITY UC6.2%
7ISHARES $ CORPORATE BOND UCITS ETF USD6.17%
8ISHARES $ CORPORATE BOND UCITS ETF USD6.17%
9ISHARES $ TREASURY BOND 7-10YR UCI4.7%
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 data available.
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, Chile, 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)1.13%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price108.35
CurrencyUSD
Price updated29/09/2016
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 price105.98
CurrencyEUR
Price updated29/09/2016
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 price105.13
CurrencyEUR
Price updated29/09/2016
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 price107.08
CurrencyEUR
Price updated29/09/2016
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 price101.74
CurrencyCHF
Price updated29/09/2016
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 price103.92
CurrencyGBP
Price updated29/09/2016
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 price109.22
CurrencyUSD
Price updated29/09/2016
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 price100.96
CurrencyEUR
Price updated29/09/2016
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 price102.12
CurrencyGBP
Price updated29/09/2016
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 price107.07
CurrencyUSD
Price updated29/09/2016
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)0.07%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price103.55
CurrencyEUR
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFTJC
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.