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(s)
Sam Vecht
since 15/11/2012
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

-4.68 %

1 Year rank in sector

127/135

Sector

FO Absolute Return

Yield
-
Fund size

£ 21.0 m

FE Risk score

62

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • India
    12.48%
  • Korea
    8.35%
  • Indonesia
    7.01%
  • South Africa
    5.19%
  • Russia
    4.71%
  • Consumer Discretionary
    12.82%
  • Industrials
    9.96%
  • Materials
    8.64%
  • Utilities
    7.33%
  • Energy
    5.24%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.71 %-6.25 %-3.46 %-1.7 %4.63 %
Sector0.83 %1.37 %2.93 %4.42 %8.89 %
Rank within sector13 / 146140 / 144127 / 13584 / 10240 / 64
Quartile th1 st4 th4 th4 th3 rd

Calendar performance

YTD-20182017201620152014
Fund3.69 %-6.76 %3.72 %-0.15 %-0.15 %
Sector0.66 %2.62 %0.66 %0.69 %1.2 %
Rank within sector4 / 146128 / 13431 / 11853 / 10257 / 81
Quartile th1 st4 th2 nd3 rd3 rd

Risk statistics

Alpha-2.89
Beta1.53
Sharpe-0
Volatility7.29
Tracking error6.83
Information ratio-0.36
R-Squared0.14

Price movement

52 week high117.27
52 week low102.14
Current bid price0
Current offer price0
Current mid price106.72

Holdings by region

  • 12.48% India
  • 8.35% Korea
  • 7.01% Indonesia
  • 5.19% South Africa
  • 4.71% Russia
  • 4.47% Greece
  • 3.16% Thailand
  • 3.04% Qatar
  • 2.53% European Emerging Markets
  • 2.49% China

Holdings by sector

  • 12.82% Consumer Discretionary
  • 9.96% Industrials
  • 8.64% Materials
  • 7.33% Utilities
  • 5.24% Energy
  • 1.63% Telecommunications
  • -2.63% Financials
  • -3.11% Health Care
  • -5.51% Consumer Staples
  • -6.54% Real Estate

Holdings by asset type

-

Individual holdings

  • 3.95% ASTRA INTERNATIONAL
  • 3.79% MRV ENGENHARIA PARTICIPACOES SA
  • 3.46% SANLAM
  • 3.18% LAND & HOUSES PCL
  • 3.12% GAZPROM OAO
  • 3.07% SEMEN INDONESIA(PERSERO)TBK
  • 3.05% PTT PUBLIC CO
  • 3.04% QATAR NATIONAL BANK
  • 3.03% AXIS BANK LTD
  • 2.82% NTPC LTD