Fact sheet: ML IS Marsh WaTopsUcit

Fund information

Fund name
ML IS Marshall Wace Tops Ucits C Acc EUR
Fund company manager
Merrill Lynch International
Fund type
SIB
Fund manager
Anthony Clake
since 23/11/2007
Fund objective
The Marshall Wace TOPS UCITS Fund (Market Neutral) seeks to deliver consistent absolute returns by capturing the alpha resident within investment banks, research boutiques and local brokers worldwide via proprietary optimization and risk management techniques. The MLIS Marshall Wace TOPS UCITS Fund (Market Neutral) aims to generate a consistent absolute return with low correlation to equities and targets a low volatility range of 3-5%.
Benchmark
EONIA Total Return Index
Investment style
Absolute Return
Investment method
Equity

Quick stats

1 Year return

4.08 %

1 Year rank in sector

70/132

Sector

FO Hedge/Stru Prod - Equity

Yield

0.0024

Fund size

£ 3.5 b

FE Risk score

86

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.1 %1.4 %4.08 %16.69 %28.76 %
Sector0.78 %3.23 %4.56 %6.06 %17.26 %
Rank within sector85 / 14091 / 14170 / 13224 / 7928 / 57
Quartile th3 rd3 rd3 rd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund1.94 %0.53 %8 %6.24 %7.39 %
Sector4.76 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector96 / 13640 / 10819 / 8620 / 7142 / 64
Quartile th3 rd2 nd1 st2 nd3 rd

Risk statistics

Alpha5.95
Beta-0.11
Sharpe0.69
Volatility3.2
Tracking error4.69
Information ratio0.84
R-Squared0.01

Price movement

52 week high137.65
52 week low131.32
Current bid price0
Current offer price0
Current mid price136.63

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-