Fact sheet: Blackrock MSCI ACWI Min Vol Idx

Fund information

Fund name
Blackrock MSCI ACWI Minimum Volatility Index B
Fund company manager
Blackrock USA
Fund type
SIB
Fund manager(s)
Fund objective
The BlackRock MSCI ACWI Minimum Volatility Index Fund B (the “Fund”) is an index fund that seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of a particular index. The Fund invests in US and non-US equity securities whose total return will approximate as closely as practicable the total return of certain developed and emerging markets for publicly traded equity securities represented by larger and medium capitalized companies that have lower absolute volatility. The primary criterion for selection of investments shall be the Benchmark listed herein but may include investments outside the index.
Benchmark
MSCI ACWI Minimum Volatility
Investment style
Passive/Tracking
Investment method
Shares,Physical - Full

Quick stats

1 Year return

18.05 %

1 Year rank in sector

217/485

Sector

FO Equity - International

Yield
-
Fund size

£ 80.0 m

FE Risk score

99

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.18 %6.56 %18.05 %28.15 %0 %
Sector0.25 %6.26 %16.75 %24.31 %64.51 %
Rank within sector222 / 505236 / 504217 / 485152 / 385 /
Quartile th2 nd2 nd2 nd2 nd th

Calendar performance

YTD-20172016201520142013
Fund15.4 %7.79 %2.94 %0 %0 %
Sector13.75 %7.94 %0.71 %5.96 %21.26 %
Rank within sector213 / 494186 / 448164 / 396 / /
Quartile th2 nd2 nd2 nd th th

Risk statistics

Alpha3.61
Beta0.65
Sharpe0.66
Volatility8.05
Tracking error6.42
Information ratio0.12
R-Squared0.54

Price movement

52 week high13.4885
52 week low11.3882
Current bid price0
Current offer price0
Current mid price13.4777

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-