Fact sheet: BlackRock SF EupDifEqAbRt

Fund information

Fund name
BlackRock SF European Diversified Equity Absolute Return D2RF EUR
Fund company manager
BlackRock (Luxembourg) S.A.
Fund type
SIB
Fund manager(s)
Robert Fisher
since 06/08/2010
Simon Weinberger
since 06/08/2010
Fund objective
The Fund aims to achieve a positive absolute return through a combination of capital growth and income on your investment regardless of market conditions. The Fund seeks to gain at least 70% of any market exposure to shares of companies domiciled in, or the main business of which is in, Europe (including former Soviet Union countries). 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 (such as bonds), 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

-4.16 %

1 Year rank in sector

128/138

Sector

FO Absolute Return

Yield
-
Fund size

£ 538.3 m

FE Risk score

47

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Germany
    10.81%
  • Sweden
    9.95%
  • UK
    4.03%
  • Spain
    0.93%
  • Italy
    0.5%
  • Industrials
    13.18%
  • Real Estate
    5.03%
  • Consumer Discretionary
    3.9%
  • Utilities
    3.29%
  • Information Technology
    2.23%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.08 %-0.52 %-4.16 %-3.49 %11.67 %
Sector0.31 %1.28 %2.73 %4.96 %9.59 %
Rank within sector99 / 154123 / 149128 / 13889 / 10126 / 68
Quartile th3 rd4 th4 th4 th2 nd

Calendar performance

YTD-20172016201520142013
Fund0.65 %-11.32 %5.2 %4.9 %16.13 %
Sector2.59 %0.66 %0.69 %1.2 %3.58 %
Rank within sector101 / 144127 / 12923 / 11216 / 878 / 71
Quartile th3 rd4 th1 st1 st1 st

Risk statistics

Alpha-2.4
Beta0.87
Sharpe-0
Volatility4.95
Tracking error4.7
Information ratio-0.56
R-Squared0.1

Price movement

52 week high125.96
52 week low117.51
Current bid price0
Current offer price0
Current mid price120.11

Holdings by region

  • 10.81% Germany
  • 9.95% Sweden
  • 4.03% UK
  • 0.93% Spain
  • 0.5% Italy
  • 0.37% Portugal
  • 0.18% Switzerland
  • -0.25% Netherlands
  • -1.23% Norway
  • -2.21% Austria

Holdings by sector

  • 13.18% Industrials
  • 5.03% Real Estate
  • 3.9% Consumer Discretionary
  • 3.29% Utilities
  • 2.23% Information Technology
  • -0.32% Financials
  • -0.77% Telecommunications
  • -3.65% Energy
  • -4.03% Materials
  • -6.23% Consumer Staples

Holdings by asset type

-

Individual holdings

  • 3.41% VODAFONE GROUP
  • 2.34% BOUYGUES
  • 2.3% SAINT-GOBAIN(COMPAGNIE DE)
  • 2.26% WIZZ AIR HLDGS PLC
  • 2.25% HOCHTIEF AG
  • 2.14% UPM-KYMMENE OYJ
  • 2.08% TAYLOR WIMPEY PLC
  • 2.07% KLEPIERRE
  • 2.04% LEGRAND SFI SA
  • 2% ASSOCIATED BRITISH FOODS