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

8.32 %

1 Year rank in sector

70/164

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 580.4 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
    16%
  • Global Emerging Market Equities
    12.8%
  • International Small Cap Companies
    11.6%
  • Global High Yield Fixed Interest
    10.8%
  • Global Index Linked
    10.6%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.89 %4.7 %8.32 %19.16 %35.07 %
Sector1.15 %3.98 %6.97 %14.98 %24.58 %
Rank within sector38 / 18274 / 17470 / 16444 / 112 /
Quartile th1 st2 nd2 nd2 nd th

Calendar performance

YTD-20172016201520142013
Fund8.73 %9.72 %-3.16 %11.52 %0 %
Sector6.85 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector55 / 17128 / 14199 / 1189 / 100 /
Quartile th2 nd1 st4 th1 st th

Risk statistics

Alpha1.83
Beta0.99
Sharpe0.3
Volatility5.83
Tracking error3.38
Information ratio0.52
R-Squared0.66

Price movement

52 week high11.148
52 week low10.098
Current bid price0
Current offer price0
Current mid price11.131

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

  • 16% Global Investment Grade Fixed Interest
  • 12.8% Global Emerging Market Equities
  • 11.6% International Small Cap Companies
  • 10.8% Global High Yield Fixed Interest
  • 10.6% Global Index Linked
  • 9% Commodity & Energy
  • 8.4% Global Developed Equities
  • 8.3% Hedge
  • 7% Global Emerging Market Government Fixed Interest
  • 3% Global Developed Markets Government Fixed Interest

Individual holdings

-