Fact sheet: Blackrock MSCI ACWI Min Vol Idx

Fund information
Fund name
Blackrock MSCI ACWI Minimum Volatility Index B
Fund manager company
Blackrock USA
Fund type
Unit Trust
Fund manager
No data available.
Fund objective
The BlackRock MSCI ACWI Minimum Volatility Index Fund B (the “Fund”) is an index fund that seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of a particular index. The Fund invests in US and non-US equity securities whose total return will approximate as closely as practicable the total return of certain developed and emerging markets for publicly traded equity securities represented by larger and medium capitalized companies that have lower absolute volatility. The primary criterion for selection of investments shall be the Benchmark listed herein but may include investments outside the index.
Benchmark
  • MSCI ACWI Minimum Volatility
Investment style
Passive/Tracking
Investment method
Shares, Physical - Full
Quick stats
1 Year return
6.9%
1 Year rank in sector
196/474
Sector
FO Equity - International
Yield
-
Fund size
£80m
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.
94
Top in this sector
Fund name1 Year
Heptagon Kprnk GblAlCpEq50.5%
Schroder ISF Gbl Rec42.1%
Dodge & Cox Gbl Stk38.8%
SKAGEN Focus36.1%
Dimensional Gbl Small Cos35%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • USA54.6%
    Japan13%
    Canada5.9%
    China5.4%
    Taiwan4.1%
  • No data available.
  • US Equities54.6%
    Japanese Equities13%
    Canadian Equities5.9%
    Chinese Equities5.4%
    Taiwanese Equities4.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.2%-5%-2.1%6.9%--
Sector2.9%0.7%5.1%6.1%16.8%56%
Rank within sector448 / 500463 / 497439 / 487196 / 474--
Quartile4th4th4th2nd
Calendar performance
 YTD - 20162015201420132012
Fund6.5%2.9%---
Sector6.8%0.7%6%21.3%12.7%
Rank within sector212 / 475169 / 427---
Quartile2nd2nd
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 high12.33
52 week low10.12
Current bid price-
Current offer price-
Current mid price11.54
Region
1USA54.55%
2Japan12.98%
3Canada5.87%
4China5.42%
5Taiwan4.05%
6Switzerland3.61%
7Hong Kong3.41%
8UK2.39%
9Singapore1.5%
Industry sector
No data available.
Asset type
1US Equities54.55%
2Japanese Equities12.98%
3Canadian Equities5.87%
4Chinese Equities5.42%
5Taiwanese Equities4.05%
6Swiss Equities3.61%
7Hong Kong Equities3.41%
8UK Equities2.39%
9Singapore Equities1.5%
Individual holdings
1AUTOMATIC DATA PROCESSING INC1.4%
2GENERAL MILLS INC1.36%
3JOHNSON & JOHNSON1.32%
4MCDONALD`S CORP1.3%
5SOUTHERN CO1.26%
6TAKEDA PHARMACEUTICAL CO1.24%
7PROCTER & GAMBLE CO1.17%
8AMERISOURCEBERGEN CORP1.05%
9VERIZON COMMUNICATIONS INC1.02%
Management
Fund manager group
No data available.
Fund manager company
Blackrock USA
Fund type
Unit Trust
Fund objective
The BlackRock MSCI ACWI Minimum Volatility Index Fund B (the “Fund”) is an index fund that seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of a particular index. The Fund invests in US and non-US equity securities whose total return will approximate as closely as practicable the total return of certain developed and emerging markets for publicly traded equity securities represented by larger and medium capitalized companies that have lower absolute volatility. The primary criterion for selection of investments shall be the Benchmark listed herein but may include investments outside the index.
Benchmark
  • MSCI ACWI Minimum Volatility
Investment style
Passive/Tracking
Investment method
Shares, Physical - Full
Fund manager
No data available.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom, United States
Blackrock MSCI ACWI Minimum Volatility Index B
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.5419
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMRYQ
Data provided by

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