Fact sheet: Morg Stnly GlBalDef

Fund information
Fund name
Morg Stnly Global Balanced Defensive Z EUR
Fund manager company
Morgan Stanley Investment Fund
Fund type
Offshore Fund
Fund managers
  • Andrew Harmstonesince 22/08/2016
  • Manfred Huisince 22/08/2016
Fund objective
Seeks an attractive level of total return by managing a broad asset mix within a targeted risk range of 2-6%, which is subject to change. The fund invests primarily in equities, fixed income, commodity-linked investments and cash. Environmental, Social & Governance (ESG) factors may be considered in assessing potential return and contribution to portfolio risk.
Benchmark
  • No Specified Index
Investment style
Cautious
Investment method
None
Quick stats
1 Year return
-
1 Year rank in sector
-
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.
0.59%
Fund size
£10m (£10m last year)
Top in this sector
Fund name1 Year
SEI GblMtiAtInc23.7%
HSBC Pfl World Seltn 123.1%
Towry A455012.8%
SEI Core12.2%
CG Capital Value11.8%
...more in FO Mixed Asset - Cautious

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.5%0.4%----
Sector-1.1%-1.1%1.5%1.3%6.3%18.1%
Rank within sector5 / 9312 / 93----
Quartile1st1st
Calendar performance
 YTD - 20162015201420132012
Fund-----
Sector2.6%-0.7%4.3%4.2%6.1%
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 high25.13
52 week low24.84
Current bid price-
Current offer price-
Current mid price25.11
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
Morgan Stanley
Fund manager company
Morgan Stanley Investment Fund
Fund type
Offshore Fund
Fund objective
Seeks an attractive level of total return by managing a broad asset mix within a targeted risk range of 2-6%, which is subject to change. The fund invests primarily in equities, fixed income, commodity-linked investments and cash. Environmental, Social & Governance (ESG) factors may be considered in assessing potential return and contribution to portfolio risk.
Benchmark
  • No Specified Index
Investment style
Cautious
Investment method
None
Fund managers
NameSinceBiography
Andrew Harmstone22/08/2016Andrew is a portfolio manager for the Global Asset Allocation team. He joined Morgan Stanley in 2008 and has 30 years of relevant industry experience. Prior to joining the Firm, Andrew worked at Bear Stearns as head of European Equity Quantitative Research. Previously, he headed European Equity Derivatives and Quantitative Research at Lehman Brothers. While at Lehman, Andrew was voted first place in Derivatives Research in Europe in the 2004 Institutional Investor survey. Andrew has also worked as the head of Product Development at Credit Suisse and had held various positions including the European head of Structured Derivatives and US head of the Futures and Options Group at JP Morgan Investment Management. He was also consultant to the Presidential Task Force on Market Mechanisms investigating the 1987 Market Break. Andrew received a MA in business economics from University of Pennsylvania, U.S. and a BA (Honors) in economics from University of Wisconsin.
Manfred Hui22/08/2016Manfred is a member of the Global Tactical Asset Allocation team. He joined Morgan Stanley in 2007 and has five years of industry experience. Prior to joining the firm, Manfred worked for the market risk team at Dresdner Kleinwort. Manfred received a B.Sc. in computer science from King's College London University and a M.Sc. in finance from Hong Kong University. He is a CFA charterholder.
Compliance
Transparent for Austrian Tax, Transparent for German Tax, 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, Singapore, Sweden
Morg Stnly Global Balanced Defensive A EUR
Initial charge5.75%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.3%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price25.06
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC0FK
Morg Stnly Global Balanced Defensive A EUR USD
Initial charge5.75%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.3%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price26.55
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC0FL
Morg Stnly Global Balanced Defensive AH USD
Initial charge5.75%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.34%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price25.14
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC1TH
Morg Stnly Global Balanced Defensive B EUR
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.3%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price24.99
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC0FM
Morg Stnly Global Balanced Defensive B EUR USD
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.3%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price26.48
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC0FN
Morg Stnly Global Balanced Defensive C EUR
Initial charge-
Annual charge1.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price25.01
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC0FO
Morg Stnly Global Balanced Defensive C EUR USD
Initial charge-
Annual charge1.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price26.5
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC0FP
Morg Stnly Global Balanced Defensive IH USD
Initial charge3%
Annual charge0.4%
Min single investment£500,000
Min regular saving£50,000
Available in ISANo
Ongoing charge (OCF)0.67%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price25.15
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC1TI
Morg Stnly Global Balanced Defensive Z EUR
Initial charge1%
Annual charge0.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.59%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price25.11
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC0FQ
Morg Stnly Global Balanced Defensive Z EUR USD
Initial charge1%
Annual charge0.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.59%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price26.6
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC0FR
Data provided by

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