Fact sheet: Macquarie GlMtiAsAbsRet

Fund information
Fund name
Macquarie Global Multi Asset Absolute Return A EUR
Fund manager company
Macquarie Bank Intl Ltd
Fund type
Offshore Fund
Fund manager
  • Martin Gartnersince 01/12/2011
Fund objective
The Macquarie Global Multi Asset Absolute Return Fund is a multi asset fund which aims to achieve steady returns using a targeted risk approach.
Benchmark
  • No Specified Index
Investment style
Absolute Return,Flexible
Investment method
None
Quick stats
1 Year return
-3.7%
1 Year rank in sector
104/132
Sector
FO Absolute Return
Yield
-
Fund size
£83m (£44m 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.
71
Top in this sector
Fund name1 Year
Pioneer SICV-AbsRetBd16.5%
Polar Capital UK Abs Eq9.8%
Orbis Optimal SA9.8%
Orbis Optimal USD9.6%
Orbis Optimal EUR8.7%
...more in FO Absolute Return

Performance snapshot

Holdings snapshot

  • North America29.8%
    Europe28%
    Asia14%
    Latin America11.8%
    Eastern Europe10.1%
  • Fixed Interest87.1%
    Equities8.5%
    Others3.1%
    Money Market1.2%
    Floating Rate Notes0.2%
  • Global Fixed Interest87.1%
    International Equities8.5%
    Others3.1%
    Money Market1.4%
    Commodity & Energy0%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-2%-3.2%-3.5%-3.7%4.2%-
Sector-0.5%-0.5%0.3%-0.6%2.2%9.5%
Rank within sector129 / 141126 / 141125 / 138104 / 13222 / 83-
Quartile4th4th4th4th2nd
Calendar performance
 YTD - 20162015201420132012
Fund-1.9%-0.3%6.4%--
Sector-0%0.7%1.2%3.6%3.9%
Rank within sector96 / 13256 / 11512 / 88--
Quartile3rd2nd1st
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.
0.29
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.
1.71
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
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%.
4.27
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.
3.18
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.
0.23
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.
0.54
Price movement
52 week high10.34
52 week low9.85
Current bid price-
Current offer price-
Current mid price9.94
Region
1North America29.77%
2Europe28.04%
3Asia14.03%
4Latin America11.81%
5Eastern Europe10.08%
6Others5.04%
7Money Market1.23%
Industry sector
1Fixed Interest87.07%
2Equities8.5%
3Others3.05%
4Money Market1.18%
5Floating Rate Notes0.17%
6Commodity & Energy0.03%
Asset type
1Global Fixed Interest87.07%
2International Equities8.5%
3Others3.05%
4Money Market1.35%
5Commodity & Energy0.03%
Individual holdings
1ISHARES II PLC J.P.MORGAN $ EMERGING MARKET BOND ETF USD DIST USD18.31%
2ISHARES II PLC J.P.MORGAN $ EMERGING MARKET BOND ETF USD DIST USD18.31%
3ISHARES MARKIT IBOXX $ CORPORATE BOND18.25%
4ISHARES EURO CORPORATE BONDS17.82%
5ISHARES EM LOCAL GOV BOND12.45%
6ISHARES EURO CORPORATE BOND EX-FINANCIALS 1-5YR UCITS ETF EUR9.94%
7ISHARES EURO CORPORATE BOND EX-FINANCIALS 1-5YR UCITS ETF EUR9.94%
8ISHARES MSCI EMERGING MKTS UCITS ETF(DIST)8.78%
9ISHARES $ TREASURY BOND 7-10YR UCI5.39%
Management
Fund manager group
Macquarie Bank
Fund manager company
Macquarie Bank Intl Ltd
Fund type
Offshore Fund
Fund objective
The Macquarie Global Multi Asset Absolute Return Fund is a multi asset fund which aims to achieve steady returns using a targeted risk approach.
Benchmark
  • No Specified Index
Investment style
Absolute Return,Flexible
Investment method
None
Fund manager
NameSinceBiography
Martin Gartner01/12/2011Martin Gartner joined Macquarie Investment Management Austria as Investment Manager in January 2011. His main responsibilities are fund of funds management, development of models and investment tools as well as market analysis with focus on developed market equities and convertibles. Before, Mr. Gartner worked at Erste Asset Management GmbH (ERSTE SPARINVEST KAG) in the fields of risk management and at Financial Soft Computing GmbH (fin4cast) as quantitative analyst. Mr. Gartner has been working within the investment industry since 2007. Furthermore, he is lecturer for economics and operations research at the university of applied sciences IMC Krems.
Compliance
Transparent for Austrian Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, United Kingdom, Italy, Luxembourg, Offshore
Macquarie Global Multi Asset Absolute Return A EUR
Initial charge5%
Annual charge1.15%
Min single investment£100
Min regular saving£100
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.9437
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE7JY
Macquarie Global Multi Asset Absolute Return B EUR
Initial charge-
Annual charge0.5%
Min single investment£100
Min regular saving£100
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price9.9945
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF05B
Macquarie Global Multi Asset Absolute Return C EUR
Initial charge-
Annual charge0.5%
Min single investment£1,000,000
Min regular saving£50,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.78%
Bid price-
Offer price-
Mid price9.9674
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE7JZ
Data provided by

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