Fact sheet: BlackRock Mkt Adv Str

Fund information

Fund name
BlackRock Market Advantage Strategy E NAV GBP
Fund company manager
BlackRock Index Selection Fund
Fund type
SIB
Fund manager(s)
Ugo Montrucchio
since 14/05/2013
Fund objective
The fund invests in a highly diversified mix of asset classes based on target exposures to fundamental economic risk factors. By managing exposure during market extremes, the Fund seeks to deliver long-run returns in line with its target while reducing downside risk.
Benchmark
MSCI World Index (net) GBP Hedged
Investment style
Flexible
Investment method
None

Quick stats

1 Year return

11.56 %

1 Year rank in sector

52/168

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 590.5 m

FE Risk score

55

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Government Bonds
    86.25%
  • Index Linked
    49.9%
  • Investment Grade Bonds
    47.18%
  • Equities
    18.57%
  • High Yield Bond
    14.29%
  • Global Index Linked
    21%
  • Global Developed Markets Government Fixed Interest
    13%
  • Global Developed Equities
    11%
  • Global Emerging Market Equities
    11%
  • Commodity & Energy
    10%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.9 %6.25 %11.56 %18.99 %31.07 %
Sector1.7 %4.52 %8.89 %12.67 %24.66 %
Rank within sector132 / 18650 / 17852 / 16837 / 116 /
Quartile th3 rd2 nd2 nd2 nd th

Calendar performance

YTD-20182017201620152014
Fund0.36 %11.63 %9.72 %-3.16 %11.52 %
Sector1.6 %7.96 %3.43 %-0.06 %4.97 %
Rank within sector153 / 18334 / 16825 / 13899 / 11610 / 97
Quartile th4 th1 st1 st4 th1 st

Risk statistics

Alpha1.98
Beta1.03
Sharpe0.4
Volatility5.83
Tracking error3.23
Information ratio0.63
R-Squared0.69

Price movement

52 week high11.456
52 week low10.4
Current bid price0
Current offer price0
Current mid price11.401

Holdings by region

-

Holdings by sector

  • 86.25% Government Bonds
  • 49.9% Index Linked
  • 47.18% Investment Grade Bonds
  • 18.57% Equities
  • 14.29% High Yield Bond
  • 11.46% Commodity & Energy
  • 9.09% Small Cap Companies
  • 2.24% Property
  • -0.66% Foreign Exchange
  • -1.12% Hedge

Holdings by asset type

  • 21% Global Index Linked
  • 13% Global Developed Markets Government Fixed Interest
  • 11% Global Developed Equities
  • 11% Global Emerging Market Equities
  • 10% Commodity & Energy
  • 10% International Small Cap Companies
  • 9% Hedge
  • 5% Global High Yield Fixed Interest
  • 4% Global Emerging Market Government Fixed Interest
  • 4% Global Investment Grade Fixed Interest

Individual holdings

-