Fact sheet: BlackRock SF EM AbRet

Fund information

Fund name
BlackRock SF Emerging Markets Absolute Return D2 USD
Fund company manager
BlackRock (Luxembourg) S.A.
Fund type
SIB
Fund manager
Gordon Fraser
since 03/11/2014
Fund objective
The Fund aims to achieve positive absolute returns through a combination of capital growth and income on your investment regardless of market conditions. The Fund seeks to gain at least 70% of its investment exposure to shares of companies domiciled in, or the main business of which is in, emerging markets. This is achieved by investing at least 70% of its assets in shares, other equity-related securities and when determined appropriate fixed income (FI) securities, money market instruments (MMIs) deposits and cash. The equity-related securities include financial derivative instruments (FDIs).
Benchmark
LIBOR 3 month GBP
Investment style
Absolute Return
Investment method
Shares

Quick stats

1 Year return

7.13 %

1 Year rank in sector

28/140

Sector

FO Absolute Return

Yield
-
Fund size

£ 62.8 m

FE Risk score

56

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Russia
    9.55%
  • India
    7.81%
  • Indonesia
    6.56%
  • China
    6.5%
  • Greece
    5.37%
  • Consumer Discretionary
    8.74%
  • Industrials
    5.76%
  • Energy
    5.29%
  • Utilities
    3.29%
  • Materials
    1.63%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.04 %0.43 %6.04 %6.98 %0 %
Sector0.02 %1.51 %2.65 %3.28 %10.66 %
Rank within sector145 / 153107 / 15128 / 14024 / 97 /
Quartile th4 th3 rd1 st1 st th

Calendar performance

YTD-20172016201520142013
Fund0.62 %3.72 %-0.15 %-0.15 %4.84 %
Sector1.98 %0.66 %0.69 %1.2 %3.58 %
Rank within sector107 / 14933 / 12951 / 11260 / 8727 / 71
Quartile th3 rd2 nd2 nd3 rd2 nd

Risk statistics

Alpha0.38
Beta1.47
Sharpe-0
Volatility7.52
Tracking error7.09
Information ratio0.09
R-Squared0.12

Price movement

52 week high117.27
52 week low104.05
Current bid price0
Current offer price0
Current mid price111.06

Holdings by region

  • 9.55% Russia
  • 7.81% India
  • 6.56% Indonesia
  • 6.5% China
  • 5.37% Greece
  • 3.98% Korea
  • 3.11% European Emerging Markets
  • 2.49% Mexico
  • 2.17% South Africa
  • 2.07% Egypt

Holdings by sector

  • 8.74% Consumer Discretionary
  • 5.76% Industrials
  • 5.29% Energy
  • 3.29% Utilities
  • 1.63% Materials
  • 1.29% Health Care
  • -0.23% Telecommunications
  • -1.83% Financials
  • -3.44% Consumer Staples
  • -5.31% Real Estate

Holdings by asset type

-

Individual holdings

  • 4.41% ASTRA INTERNATIONAL
  • 4.05% GAZPROM OAO
  • 3.35% BANK OF CHINA LTD
  • 3.2% CHINA RESOURCES POWER HLDGS CO
  • 3.11% ERSTE GROUP BANK AG
  • 2.79% SINO BIOPHAMACEUTICAL
  • 2.71% TURK HAVA YOLLARI
  • 2.6% AXIS BANK LTD
  • 2.56% ING LIFE INSURANCE KOREA LTD
  • 2.49% AMERICA MOVIL SAB DE CV