Fact sheet: Marshall Wace MW TOPS UCITS

Fund information
Fund name
Marshall Wace MW TOPS UCITS E GBP
Fund manager company
Marshall Wace LLP
Fund type
No data available.
Fund manager
  • Anthony Clakesince 04/03/2009
Fund objective
to seek to provide consistent absolute returns primarily through investing in equities of companies incorporated in, or whose principal activities are in, Europe. The Fund aims to achieve this by capturing the alpha residing in the stock ideas of contributors within the wider broker community throughout developed Europe.
Benchmark
No data available.
Investment style
Long/Short
Investment method
Equity
Quick stats
1 Year return
1.4%
1 Year rank in sector
38/109
Sector
FO Hedge/Stru Prod - Equity
Yield
-
Fund size
£0m
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.
32
Top in this sector
Fund name1 Year
Majedie Tortoise28.4%
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DNB ECO Abs Rt25.9%
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Income Partners AllSeasnAsCred19.5%
...more in FO Hedge/Stru Prod - Equity

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0%-1.4%-0.5%1.4%21.6%54.6%
Sector0.6%-0.1%0.5%-2.2%3.5%14.6%
Rank within sector68 / 11878 / 12766 / 12138 / 10912 / 738 / 50
Quartile3rd3rd3rd2nd1st1st
Calendar performance
 YTD - 20162015201420132012
Fund0.6%10.2%7.1%16.2%12.3%
Sector-1.9%2.7%2.5%7.1%3.9%
Rank within sector42 / 11014 / 9418 / 7520 / 6711 / 52
Quartile2nd1st1st2nd1st
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.
6.37
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.
0.47
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.
0.78
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%.
4.34
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.
4.4
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.
1.28
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.
0.13
Price movement
52 week high164.06
52 week low157.26
Current bid price-
Current offer price-
Current mid price161.24
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
Marshall Wace
Fund manager company
Marshall Wace LLP
Fund type
No data available.
Fund objective
to seek to provide consistent absolute returns primarily through investing in equities of companies incorporated in, or whose principal activities are in, Europe. The Fund aims to achieve this by capturing the alpha residing in the stock ideas of contributors within the wider broker community throughout developed Europe.
Benchmark
No data available.
Investment style
Long/Short
Investment method
Equity
Fund manager
NameSinceBiography
Anthony Clake04/03/2009Anthony Clake has been responsible for the evolution of the TOPS strategies since their inception in 2001. As the Global Product Manager for TOPS, he has overseen the geographic expansion of this investment process across Europe, Asia, North and South America as well as Emerging Markets. In recognition of his contribution to the development of Marshall Wace Anthony was made a partner of the firm in 2004. Anthony joined Marshall Wace in August 2001 directly from university following consultancy work with the company during 1999 and 2000. Previously he studied Philosophy, Politics and Economics at Queen's College, Oxford.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Distributor Status, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Germany, France, United Kingdom, Ireland, Luxembourg, Offshore
Marshall Wace MW TOPS UCITS A CHF
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 price124.0916
CurrencyCHF
Price updated29/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKTXV
Marshall Wace MW TOPS UCITS A EUR
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 price176.9056
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJ5V2
Marshall Wace MW TOPS UCITS A GBP
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 price191.6222
CurrencyGBP
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJ5V4
Marshall Wace MW TOPS UCITS A USD
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 price172.3984
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJ5V3
Marshall Wace MW TOPS UCITS B EUR
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 price164.3445
CurrencyEUR
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJ5V5
Marshall Wace MW TOPS UCITS B GBP
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 price170.422
CurrencyGBP
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJ5V7
Marshall Wace MW TOPS UCITS B USD
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 price115.4622
CurrencyUSD
Price updated17/11/2015
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMGNN
Marshall Wace MW TOPS UCITS D CHF
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 price122.4289
CurrencyCHF
Price updated29/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKTXW
Marshall Wace MW TOPS UCITS D EUR
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 price156.6759
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJ5V8
Marshall Wace MW TOPS UCITS D GBP
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 price155.749
CurrencyGBP
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0NEX
Marshall Wace MW TOPS UCITS D USD
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 price149.2694
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJ5V9
Marshall Wace MW TOPS UCITS E EUR
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 price158.0285
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKZB8
Marshall Wace MW TOPS UCITS E GBP
Initial charge-
Annual charge2.5%
Min single investment£20,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price161.2442
CurrencyGBP
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKZB9
Marshall Wace MW TOPS UCITS E USD
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 price160.3742
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKZC0
Marshall Wace MW TOPS UCITS F EUR
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 price134.9134
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJ8MC
Marshall Wace MW TOPS UCITS F GBP
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 price139.4707
CurrencyGBP
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJ8ME
Marshall Wace MW TOPS UCITS F USD
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 price136.1076
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJ8MD
Marshall Wace MW TOPS UCITS G EUR
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 price130.2521
CurrencyEUR
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJKFR
Marshall Wace MW TOPS UCITS G GBP
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 price130.0807
CurrencyGBP
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJKFS
Marshall Wace MW TOPS UCITS G USD
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 price131.8166
CurrencyUSD
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJKFT
Data provided by

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