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
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

4.06 %

1 Year rank in sector

99/161

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 545.4 m

FE Risk score

55

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Government Bonds
    95.17%
  • Investment Grade Bonds
    51.25%
  • Index Linked
    47.02%
  • Equities
    19.24%
  • Commodity & Energy
    14.81%
  • Global Investment Grade Fixed Interest
    15.8%
  • Global Emerging Market Equities
    12.7%
  • International Small Cap Companies
    11.6%
  • Global Index Linked
    11.1%
  • Global High Yield Fixed Interest
    10.8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.96 %3.59 %4.06 %13.2 %38.8 %
Sector0.48 %2.97 %5.26 %11 %23.16 %
Rank within sector44 / 18056 / 17199 / 16142 / 104 /
Quartile th1 st2 nd3 rd2 nd th

Calendar performance

YTD-20172016201520142013
Fund5.68 %9.72 %-3.16 %11.52 %0 %
Sector5.21 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector68 / 17128 / 13994 / 1149 / 95 /
Quartile th2 nd1 st4 th1 st th

Risk statistics

Alpha1.08
Beta1.05
Sharpe0.15
Volatility6.29
Tracking error3.7
Information ratio0.32
R-Squared0.65

Price movement

52 week high10.986
52 week low10.098
Current bid price0
Current offer price0
Current mid price10.876

Holdings by region

-

Holdings by sector

  • 95.17% Government Bonds
  • 51.25% Investment Grade Bonds
  • 47.02% Index Linked
  • 19.24% Equities
  • 14.81% Commodity & Energy
  • 14.79% High Yield Bond
  • 10.9% Small Cap Companies
  • 2.16% Property
  • -0.09% Foreign Exchange
  • -0.9% Hedge

Holdings by asset type

  • 15.8% Global Investment Grade Fixed Interest
  • 12.7% Global Emerging Market Equities
  • 11.6% International Small Cap Companies
  • 11.1% Global Index Linked
  • 10.8% Global High Yield Fixed Interest
  • 9% Commodity & Energy
  • 8.4% Global Developed Equities
  • 8.3% Hedge
  • 6.9% Global Emerging Market Government Fixed Interest
  • 2.9% Global Developed Markets Government Fixed Interest

Individual holdings

-