Fact sheet: BlackRock SF Fxd Inc Strat

Fund information

Fund name
BlackRock SF Fixed Income Strategies D2
Fund company manager
BlackRock (Luxembourg) S.A.
Fund type
SIB
Fund manager(s)
Johan Sjogren
since 01/01/2016
Michael Krautzberger
since 30/09/2009
Fund objective
The Fund aims to achieve positive returns on your investment through a combination of capital growth and income on the Fund’s assets over a rolling three year period. The Fund seeks to gain at least 70% of any market exposure to fixed income (FI) securities and FI-related securities issued by, or giving exposure to, governments, government agencies, companies and supranationals worldwide. This is achieved by investing at least 70% of its total assets in FI securities, FI-related securities, currency forwards and where appropriate, deposits and cash. FI securities include bonds as well as money market instruments. FI-related securities include financial derivative instruments (FDIs). A currency forward is a type of FDI which locks in the price at which an entity can buy or sell a currency at a future date. No more than 40% of the Fund’s assets may be invested in FI securities which have a relatively low credit rating or which are unrated. The remainder will include investments which are investment grade at the time of purchase.
Benchmark
EONIA
Investment style
Strategic Investment
Investment method
Fixed Interest

Quick stats

1 Year return

2.06 %

1 Year rank in sector

193/306

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 8.6 b

FE Risk score

11

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    18.48%
  • Italy
    14.41%
  • UK
    13.63%
  • Spain
    12.19%
  • Denmark
    5.44%
  • Government Bonds
    31.46%
  • Corporate Bonds
    27.99%
  • Money Market
    18.48%
  • Mortgage & Secured Bonds
    13.19%
  • Government Guaranteed
    8.89%
  • Money Market
    18.48%
  • Italian Fixed Interest
    14.41%
  • UK Fixed Interest
    13.76%
  • Spanish Fixed Interest
    12.19%
  • Danish Fixed Interest
    5.44%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.48 %0.72 %2.06 %6.09 %13.67 %
Sector0.19 %1.45 %3.49 %6.08 %8.88 %
Rank within sector118 / 342216 / 327193 / 306110 / 24055 / 183
Quartile th2 nd3 rd3 rd2 nd2 nd

Calendar performance

YTD-20182017201620152014
Fund0.22 %2.07 %1.07 %2.5 %4.11 %
Sector0.26 %3.67 %4.59 %-1.64 %3.66 %
Rank within sector150 / 342201 / 303227 / 27030 / 239107 / 207
Quartile th2 nd3 rd4 th1 st3 rd

Risk statistics

Alpha1.46
Beta0.19
Sharpe-0
Volatility1.47
Tracking error2.53
Information ratio-0.11
R-Squared0.12

Price movement

52 week high126
52 week low123.05
Current bid price0
Current offer price0
Current mid price125.96

Holdings by region

  • 18.48% Money Market
  • 14.41% Italy
  • 13.63% UK
  • 12.19% Spain
  • 5.44% Denmark
  • 4.85% USA
  • 4.29% France
  • 4.25% International
  • 3.19% Portugal
  • 2.57% Netherlands

Holdings by sector

  • 31.46% Government Bonds
  • 27.99% Corporate Bonds
  • 18.48% Money Market
  • 13.19% Mortgage & Secured Bonds
  • 8.89% Government Guaranteed

Holdings by asset type

  • 18.48% Money Market
  • 14.41% Italian Fixed Interest
  • 13.76% UK Fixed Interest
  • 12.19% Spanish Fixed Interest
  • 5.44% Danish Fixed Interest
  • 4.85% US Fixed Interest
  • 4.29% French Fixed Interest
  • 4.25% Global Fixed Interest
  • 3.19% Portuguese Fixed Interest
  • 2.57% Dutch Fixed Interest

Individual holdings

  • 11.31% ITALY (REPUBLIC OF)
  • 9.41% SPAIN (KINGDOM OF)
  • 2.62% REALKREDIT DANMARK A/S
  • 2.59% EUROPEAN FINANCIAL STABILITY FACILITY TREASURY BILL
  • 2.24% NYKREDIT REALKREDIT A/S
  • 1.64% IRELAND (REPUBLIC OF)
  • 1.42% PORTUGAL(REPUBLIC OF)
  • 1.38% UNITED KINGDOM (GOVERNMENT OF)
  • 1.3% RUSSIAN FEDERATION
  • 1.17% FRANCE (REPUBLIC OF)