Fact sheet: Morg Stnly Gbl Actv Fct Eqty

Fund information
Fund name
Morg Stnly Global Active Factor Equity I USD
Fund manager company
Morgan Stanley Investment Fund
Fund type
Offshore Fund
Fund managers
  • Phillip Kimsince 11/07/2016
  • Andrew Slimmonsince 11/07/2016
Fund objective
The investment objective is to seek long term capital appreciation, measured in US Dollars. The Fund seeks to outperform the benchmark regardless of which investment style – value or growth – is currently in favor. Their flexible approach combines quantitative models with stock-specific research to identify 30-60 global companies with attractive valuations, above-average appreciation potential and competitive dividend yields.
Benchmark
  • MSCI World
Investment style
None
Investment method
Shares
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Equity - International
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.
0.78%
Fund size
£5m (£5m last year)
Top in this sector
Fund name1 Year
Heptagon Kprnk GblAlCpEq46.4%
Schroder ISF Gbl Rec39.4%
Dodge & Cox Gbl Stk34.6%
SKAGEN Focus33.3%
Vanguard Gbl Small-Cap Idx33%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • No data available.
  • Information Technology22%
    Industrials15.9%
    Health Care14.7%
    Financials11.6%
    Consumer Discretionary9.7%
  • No data available.

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.6%-3.1%----
Sector3.1%-0.2%4.6%4.5%15.7%52.9%
Rank within sector291 / 500378 / 496----
Quartile3rd4th
Calendar performance
 YTD - 20162015201420132012
Fund-----
Sector5.8%0.7%6%21.3%12.7%
Rank within sector-----
Quartile
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 high26.2
52 week low24.57
Current bid price-
Current offer price-
Current mid price25.26
Region
No data available.
Industry sector
1Information Technology21.97%
2Industrials15.88%
3Health Care14.73%
4Financials11.64%
5Consumer Discretionary9.73%
6Telecommunications Utilities9.68%
7Consumer Staples7.2%
8Energy6.45%
9Materials1.73%
Asset type
No data available.
Individual holdings
1TAIWAN SEMICONDUCTOR CO6.18%
2ALLERGAN PLC5.43%
3CVS HEALTH CORP5.3%
4NIPPON TELEGRAPH & TELEPHONE CORP4.89%
5COMCAST CABLE COMMUNICATIONS LLC4.66%
6SHIRE PLC4.64%
7APPLE INC4.11%
8RYANAIR HLDGS3.9%
9TENCENT HLDGS LIMITED3.71%
Management
Fund manager group
Morgan Stanley
Fund manager company
Morgan Stanley Investment Fund
Fund type
Offshore Fund
Fund objective
The investment objective is to seek long term capital appreciation, measured in US Dollars. The Fund seeks to outperform the benchmark regardless of which investment style – value or growth – is currently in favor. Their flexible approach combines quantitative models with stock-specific research to identify 30-60 global companies with attractive valuations, above-average appreciation potential and competitive dividend yields.
Benchmark
  • MSCI World
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
Phillip Kim11/07/2016
Andrew Slimmon11/07/2016
Compliance
Transparent for Austrian Tax, Transparent for German Tax, Reporting Fund Status, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Sweden
Morg Stnly Global Active Factor Equity A USD
Initial charge5.75%
Annual charge1.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.65%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price25.17
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEACZ
Morg Stnly Global Active Factor Equity A USD EUR
Initial charge5.75%
Annual charge1.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.65%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price23.43
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEADA
Morg Stnly Global Active Factor Equity AH EUR
Initial charge5.75%
Annual charge1.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.69%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price25.01
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEADB
Morg Stnly Global Active Factor Equity B USD
Initial charge-
Annual charge1.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.65%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price25.07
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEADC
Morg Stnly Global Active Factor Equity B USD EUR
Initial charge-
Annual charge1.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.65%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price23.33
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEADD
Morg Stnly Global Active Factor Equity BH EUR
Initial charge-
Annual charge1.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.69%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price24.91
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEADE
Morg Stnly Global Active Factor Equity C USD
Initial charge-
Annual charge1.8%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.1%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price25.12
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEADF
Morg Stnly Global Active Factor Equity C USD EUR
Initial charge-
Annual charge1.8%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.1%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price23.39
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEADG
Morg Stnly Global Active Factor Equity CH EUR
Initial charge-
Annual charge1.8%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.14%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price24.97
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEADH
Morg Stnly Global Active Factor Equity I USD
Initial charge3%
Annual charge0.55%
Min single investment£500,000
Min regular saving£50,000
Available in ISANo
Ongoing charge (OCF)0.78%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price25.26
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEADI
Morg Stnly Global Active Factor Equity I USD EUR
Initial charge3%
Annual charge0.55%
Min single investment£500,000
Min regular saving£50,000
Available in ISANo
Ongoing charge (OCF)0.78%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price23.51
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEADJ
Morg Stnly Global Active Factor Equity Z USD
Initial charge1%
Annual charge0.55%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.74%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price25.26
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEADK
Morg Stnly Global Active Factor Equity Z USD EUR
Initial charge1%
Annual charge0.55%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.74%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price23.51
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEADL
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.