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
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

2.23 %

1 Year rank in sector

95/302

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 7.1 b

FE Risk score

10

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    18.85%
  • Money Market
    13.3%
  • UK
    12.57%
  • Spain
    9.91%
  • USA
    6.58%
  • Government Bonds
    39.61%
  • Corporate Bonds
    23.96%
  • Money Market
    13.3%
  • Mortgage & Secured Bonds
    12.02%
  • Government Guaranteed
    11.12%
  • Italian Fixed Interest
    18.85%
  • Money Market
    13.3%
  • UK Fixed Interest
    12.72%
  • Spanish Fixed Interest
    9.91%
  • US Fixed Interest
    6.58%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.14 %1.34 %2.23 %6.03 %17.16 %
Sector0.76 %2.49 %1.42 %5.63 %10.99 %
Rank within sector280 / 339220 / 32695 / 302114 / 25850 / 185
Quartile th4 th3 rd2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund1.69 %1.07 %2.5 %4.11 %4.23 %
Sector3.17 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector217 / 319239 / 28628 / 262111 / 22716 / 200
Quartile th3 rd4 th1 st2 nd1 st

Risk statistics

Alpha1.52
Beta0.17
Sharpe-0
Volatility1.49
Tracking error2.68
Information ratio-0.02
R-Squared0.1

Price movement

52 week high125.21
52 week low122.43
Current bid price0
Current offer price0
Current mid price125.21

Holdings by region

  • 18.85% Italy
  • 13.3% Money Market
  • 12.57% UK
  • 9.91% Spain
  • 6.58% USA
  • 6.02% International
  • 5.67% France
  • 4.46% Ireland
  • 3.06% Germany
  • 2.79% Denmark

Holdings by sector

  • 39.61% Government Bonds
  • 23.96% Corporate Bonds
  • 13.3% Money Market
  • 12.02% Mortgage & Secured Bonds
  • 11.12% Government Guaranteed

Holdings by asset type

  • 18.85% Italian Fixed Interest
  • 13.3% Money Market
  • 12.72% UK Fixed Interest
  • 9.91% Spanish Fixed Interest
  • 6.58% US Fixed Interest
  • 6.02% Global Fixed Interest
  • 5.67% French Fixed Interest
  • 4.46% Irish Fixed Interest
  • 3.06% German Fixed Interest
  • 2.79% Danish Fixed Interest

Individual holdings

  • 16.55% ITALY (REPUBLIC OF)
  • 7.41% SPAIN (KINGDOM OF)
  • 4.49% EUROPEAN FINANCIAL STABILITY FACILITY TREASURY BILL
  • 3.84% IRELAND (REPUBLIC OF)
  • 2.23% UNITED STATES TREASURY
  • 1.73% PORTUGAL(REPUBLIC OF)
  • 1.57% REALKREDIT DANMARK A/S
  • 1.55% UNITED KINGDOM (GOVERNMENT OF)
  • 1.53% EUROPEAN STABILITY MECHANISM
  • 1.46% FRANCE (REPUBLIC OF)