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

1.97 %

1 Year rank in sector

127/307

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 7.6 b

FE Risk score

11

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    17.4%
  • Italy
    16.4%
  • UK
    11.69%
  • Spain
    9.4%
  • USA
    7.35%
  • Government Bonds
    35.73%
  • Corporate Bonds
    24.86%
  • Money Market
    17.4%
  • Mortgage & Secured Bonds
    11.68%
  • Government Guaranteed
    10.33%
  • Money Market
    17.4%
  • Italian Fixed Interest
    16.4%
  • UK Fixed Interest
    11.84%
  • Spanish Fixed Interest
    9.4%
  • US Fixed Interest
    7.35%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.03 %1.16 %1.97 %4.92 %16.02 %
Sector-0.03 %2.24 %1.94 %6.16 %9.66 %
Rank within sector205 / 345222 / 332127 / 307136 / 25649 / 185
Quartile th3 rd3 rd2 nd3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund1.64 %1.07 %2.5 %4.11 %4.23 %
Sector3.33 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector216 / 319241 / 28828 / 260110 / 22416 / 198
Quartile th3 rd4 th1 st2 nd1 st

Risk statistics

Alpha1.43
Beta0.17
Sharpe-0
Volatility1.5
Tracking error2.69
Information ratio-0.03
R-Squared0.09

Price movement

52 week high125.21
52 week low122.69
Current bid price0
Current offer price0
Current mid price125.15

Holdings by region

  • 17.4% Money Market
  • 16.4% Italy
  • 11.69% UK
  • 9.4% Spain
  • 7.35% USA
  • 5.59% International
  • 5.41% France
  • 4.47% Ireland
  • 3.09% Denmark
  • 2.77% Germany

Holdings by sector

  • 35.73% Government Bonds
  • 24.86% Corporate Bonds
  • 17.4% Money Market
  • 11.68% Mortgage & Secured Bonds
  • 10.33% Government Guaranteed

Holdings by asset type

  • 17.4% Money Market
  • 16.4% Italian Fixed Interest
  • 11.84% UK Fixed Interest
  • 9.4% Spanish Fixed Interest
  • 7.35% US Fixed Interest
  • 5.59% Global Fixed Interest
  • 5.41% French Fixed Interest
  • 4.47% Irish Fixed Interest
  • 3.09% Danish Fixed Interest
  • 2.77% German Fixed Interest

Individual holdings

  • 14.3% ITALY (REPUBLIC OF)
  • 6.94% SPAIN (KINGDOM OF)
  • 3.79% IRELAND (REPUBLIC OF)
  • 2.91% EUROPEAN FINANCIAL STABILITY FACILITY TREASURY BILL
  • 2.26% EUROPEAN STABILITY MECHANISM
  • 2.16% UNITED STATES TREASURY
  • 1.7% PORTUGAL(REPUBLIC OF)
  • 1.54% REALKREDIT DANMARK A/S
  • 1.44% FRANCE (REPUBLIC OF)
  • 1.43% RUSSIAN FEDERATION