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

5.83 %

1 Year rank in sector

85/157

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 576.0 m

FE Risk score

56

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Government Bonds
    96.29%
  • Investment Grade Bonds
    52.15%
  • Index Linked
    49.2%
  • Equities
    19.05%
  • Commodity & Energy
    15.18%
  • 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
Fund-0.19 %5.05 %5.83 %13.02 %39.82 %
Sector-0.06 %4.4 %6.11 %10.49 %24.55 %
Rank within sector93 / 17663 / 16985 / 15744 / 102 /
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Calendar performance

YTD-20172016201520142013
Fund5.44 %9.72 %-3.16 %11.52 %0 %
Sector5.07 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector71 / 16929 / 13993 / 1149 / 95 /
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Risk statistics

Alpha0.67
Beta1.05
Sharpe0.06
Volatility6.3
Tracking error3.74
Information ratio0.2
R-Squared0.65

Price movement

52 week high10.986
52 week low10.098
Current bid price0
Current offer price0
Current mid price10.852

Holdings by region

-

Holdings by sector

  • 96.29% Government Bonds
  • 52.15% Investment Grade Bonds
  • 49.2% Index Linked
  • 19.05% Equities
  • 15.18% Commodity & Energy
  • 14.89% High Yield Bond
  • 11.11% Small Cap Companies
  • 2.08% Property
  • 0.3% Foreign Exchange
  • -1.01% 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

-