Fact sheet: Allianz Gbl Strat

Fund information

Fund name
Allianz Global Fundamental Strategy RT2 (H-GBP) GBP
Fund company manager
Allianz Global Investors GmbH
Fund type
SIB
Fund manager(s)
Neil Dwane
since 01/05/2016
Fund objective
The fund aims at generating a positive real return through a complete market cycle (absolute return approach). To this end, the fund may invest in a variety of asset classes such as equities (including private equity), bonds, commodities, precious metals or real estate and may also employ hedge-fund strategies. Investments in emerging markets and foreign currencies are possible without limit. Highyield bonds may be acquired, if they have a rating between BB+ and B- (S&P classification) at the time of the purchase. The weighting of individual asset classes may vary considerably and is determined using a fundamental management approach. The duration of the fund’s fixed-income portion is not restricted. Exposure to asset classes may be achieved through different instruments like direct investments, funds, derivatives, and certificates.
Benchmark
LIBOR Overnight EUR
Investment style
Absolute Return,Flexible
Investment method
None

Quick stats

1 Year return

5.43 %

1 Year rank in sector

-

Sector

FO Absolute Return

Yield
-
Fund size

£ 231.4 m

FE Risk score

36

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Industrials
    24.17%
  • Information Technology
    21.93%
  • Financials
    12.81%
  • Energy
    10.22%
  • Real Estate
    10.22%
  • Global Fixed Interest
    49.1%
  • International Equities
    36.4%
  • Others
    8.5%
  • Money Market
    5.9%
  • Alternative Investment Strategies
    0.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.34 %2.34 %5.43 %17.01 %0 %
Sector0.78 %1.37 %3.09 %4.51 %8.81 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20182017201620152014
Fund-0.13 %6.31 %5.87 %4.63 %0 %
Sector0.71 %2.62 %0.66 %0.69 %1.2 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha2.2
Beta2.59
Sharpe0.38
Volatility5.54
Tracking error4.2
Information ratio1.01
R-Squared0.68

Price movement

52 week high119.95
52 week low112.2
Current bid price118.8
Current offer price118.8
Current mid price0

Holdings by region

-

Holdings by sector

  • 24.17% Industrials
  • 21.93% Information Technology
  • 12.81% Financials
  • 10.22% Energy
  • 10.22% Real Estate
  • 6.75% Consumer Discretionary
  • 6.13% Consumer Staples
  • 4.09% Materials
  • 3.67% Telecommunications Utilities

Holdings by asset type

  • 49.1% Global Fixed Interest
  • 36.4% International Equities
  • 8.5% Others
  • 5.9% Money Market
  • 0.3% Alternative Investment Strategies
  • -0.2% Futures

Individual holdings

  • 6.95% SPAIN LETRAS DEL TESORO ZERO 08.12.2017
  • 4.97% FRENCH DISCOUNT T-BILL ZERO 31.01.2018
  • 4.47% BUONI ORDINARI DEL TES ZERO 12.01.2018
  • 2.5% NORDRHEIN-WESTFALEN-LAND 0.05% BDS 14/12/18 EUR1000
  • 2.13% ITALY(REPUBLIC OF) 3.1% BDS 15/09/26 EUR1
  • 2.11% SPAIN(KINGDOM OF) 1% BDS 30/11/30 EUR1000
  • 2% KREDITANSTALT FUER WIEDERAUFBAU KFW 0% BDS 07/12/18 EUR1000
  • 1.95% LEIDOS HLDGS INC
  • 1.93% AECOM
  • 1.93% BNTNF 10.0% 01JAN25