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

13.16 %

1 Year rank in sector

34/168

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 594.6 m

FE Risk score

54

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Government Bonds
    87.42%
  • Index Linked
    50.28%
  • Investment Grade Bonds
    46.08%
  • Equities
    18.29%
  • High Yield Bond
    14.4%
  • Global Developed Markets Government Fixed Interest
    13.4%
  • Global Developed Equities
    11.8%
  • Global Emerging Market Equities
    11.1%
  • International Small Cap Companies
    10.9%
  • Global Emerging Market Government Fixed Interest
    9.5%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2 %4.59 %13.16 %17.83 %37.81 %
Sector0.51 %3.16 %8.81 %11 %26.19 %
Rank within sector14 / 18449 / 17634 / 16833 / 114 /
Quartile th1 st2 nd1 st2 nd th

Calendar performance

YTD-20172016201520142013
Fund10.64 %9.72 %-3.16 %11.52 %0 %
Sector7.41 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector42 / 17226 / 143100 / 11810 / 99 /
Quartile th1 st1 st4 th1 st th

Risk statistics

Alpha1.4
Beta1.02
Sharpe0.33
Volatility5.88
Tracking error3.24
Information ratio0.44
R-Squared0.69

Price movement

52 week high11.326
52 week low10.131
Current bid price0
Current offer price0
Current mid price11.326

Holdings by region

-

Holdings by sector

  • 87.42% Government Bonds
  • 50.28% Index Linked
  • 46.08% Investment Grade Bonds
  • 18.29% Equities
  • 14.4% High Yield Bond
  • 11.08% Commodity & Energy
  • 8.94% Small Cap Companies
  • 2% Property
  • 1.2% Foreign Exchange
  • -1.08% Hedge

Holdings by asset type

  • 13.4% Global Developed Markets Government Fixed Interest
  • 11.8% Global Developed Equities
  • 11.1% Global Emerging Market Equities
  • 10.9% International Small Cap Companies
  • 9.5% Global Emerging Market Government Fixed Interest
  • 9.5% Global Index Linked
  • 9.2% Hedge
  • 9% Commodity & Energy
  • 7.1% Global High Yield Fixed Interest
  • 5.9% Global Investment Grade Fixed Interest

Individual holdings

-