Fact sheet: Morg Stnly US Actv Fct Eqty

Fund information
Fund name
Morg Stnly US Active Factor Equity I USD
Fund manager company
Morgan Stanley Investment Fund
Fund type
Offshore Fund
Fund managers
  • Andrew Slimmonsince 04/07/2016
  • Phillip Kimsince 04/07/2016
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 stockspecific research to identify 30-60 mid- to large-capitalization companies in the U.S. with attractive valuations, above-average appreciation potential and competitive dividend yields.
Benchmark
  • Standard & Poor's US 500 (total return)
Investment style
None
Investment method
Shares
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Equity - USA
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.
0.68%
Fund size
£5m (£5m last year)
Top in this sector
Fund name1 Year
Dodge & Cox US Stk41.8%
Wells Fargo WW US SelEqt37.6%
Hermes US SMID Equity37.4%
Oyster US Selection37%
GAM Star Gamco US Eq35.9%
...more in FO Equity - USA

Performance snapshot

Holdings snapshot

  • USA98.9%
    Money Market1.1%
  • Information Technology23.1%
    Industrials16.6%
    Health Care14.2%
    Consumer Discretionary13.7%
    Financials12.3%
  • US Equities98.9%
    Money Market1.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.7%-0.5%----
Sector6.5%2.3%5.6%5.5%20%69.2%
Rank within sector139 / 219176 / 218----
Quartile3rd4th
Calendar performance
 YTD - 20162015201420132012
Fund-----
Sector7.5%-1.6%10.7%31.8%10.2%
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 high26.71
52 week low24.91
Current bid price-
Current offer price-
Current mid price26.28
Region
1USA98.94%
2Money Market1.06%
Industry sector
1Information Technology23.09%
2Industrials16.55%
3Health Care14.19%
4Consumer Discretionary13.68%
5Financials12.29%
6Telecommunications Utilities6.09%
7Energy5.91%
8Consumer Staples5.03%
9Materials2.11%
Asset type
1US Equities98.94%
2Money Market1.06%
Individual holdings
1ALPHABET INC7.54%
2COMCAST CABLE COMMUNICATIONS LLC6.34%
3VERIZON COMMUNICATIONS INC6.09%
4ALLERGAN PLC5.6%
5NORTHROP GRUMMAN CORP5.22%
6ILLINOIS TOOL WORKS INC5.19%
7CVS HEALTH CORP5.03%
8APPLE INC4.97%
9TAIWAN SEMICONDUCTOR CO4.88%
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 stockspecific research to identify 30-60 mid- to large-capitalization companies in the U.S. with attractive valuations, above-average appreciation potential and competitive dividend yields.
Benchmark
  • Standard & Poor's US 500 (total return)
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
Andrew Slimmon04/07/2016
Phillip Kim04/07/2016
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 US Active Factor Equity A USD
Initial charge5.75%
Annual charge1.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.4%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price26.2
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEA8W
Morg Stnly US Active Factor Equity A USD EUR
Initial charge5.75%
Annual charge1.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.4%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price24.38
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEA8X
Morg Stnly US Active Factor Equity AH EUR
Initial charge5.75%
Annual charge1.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.44%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price26.04
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEA8Y
Morg Stnly US Active Factor Equity B USD
Initial charge-
Annual charge1.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.4%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price26.08
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEA8Z
Morg Stnly US Active Factor Equity B USD EUR
Initial charge-
Annual charge1.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.4%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price24.28
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEA9A
Morg Stnly US Active Factor Equity BH EUR
Initial charge-
Annual charge1.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.44%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price25.93
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEA9B
Morg Stnly US Active Factor Equity C USD
Initial charge-
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.8%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price26.15
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEA9C
Morg Stnly US Active Factor Equity C USD EUR
Initial charge-
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.8%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price24.34
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEA9D
Morg Stnly US Active Factor Equity CH EUR
Initial charge-
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.84%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price25.99
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEA9E
Morg Stnly US Active Factor Equity I USD
Initial charge3%
Annual charge0.45%
Min single investment£500,000
Min regular saving£50,000
Available in ISANo
Ongoing charge (OCF)0.68%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price26.28
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEA9F
Morg Stnly US Active Factor Equity I USD EUR
Initial charge3%
Annual charge0.45%
Min single investment£500,000
Min regular saving£50,000
Available in ISANo
Ongoing charge (OCF)0.68%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price24.46
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEA9G
Morg Stnly US Active Factor Equity Z USD
Initial charge1%
Annual charge0.45%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.64%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price26.28
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEA9H
Morg Stnly US Active Factor Equity Z USD EUR
Initial charge1%
Annual charge0.45%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.64%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price24.46
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEA9I
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.