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

8.18 %

1 Year rank in sector

63/166

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 576.3 m

FE Risk score

54

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Government Bonds
    94.81%
  • Investment Grade Bonds
    51.07%
  • Index Linked
    47.42%
  • Equities
    19.31%
  • High Yield Bond
    14.73%
  • 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
Fund1.43 %4.93 %8.18 %15.61 %34.18 %
Sector0.71 %2.64 %6.69 %9.74 %23.19 %
Rank within sector60 / 18137 / 17363 / 16633 / 107 /
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Calendar performance

YTD-20172016201520142013
Fund6.81 %9.72 %-3.16 %11.52 %0 %
Sector5.61 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector59 / 17227 / 14196 / 1179 / 98 /
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Risk statistics

Alpha1.05
Beta1.04
Sharpe0.1
Volatility6.2
Tracking error3.67
Information ratio0.3
R-Squared0.65

Price movement

52 week high11.01
52 week low10.098
Current bid price0
Current offer price0
Current mid price10.934

Holdings by region

-

Holdings by sector

  • 94.81% Government Bonds
  • 51.07% Investment Grade Bonds
  • 47.42% Index Linked
  • 19.31% Equities
  • 14.73% High Yield Bond
  • 14.54% Commodity & Energy
  • 10.82% Small Cap Companies
  • 2.14% Property
  • -1% Hedge
  • -1.96% Foreign Exchange

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

-