Fact sheet: Macquarie GlMtiAsAbsRet

Fund information

Fund name
Macquarie Global Multi Asset Absolute Return A EUR
Fund company manager
Macquarie Bank Intl Ltd
Fund type
SIB
Fund manager(s)
Martin Gartner
since 01/12/2011
Fund objective
The Macquarie Global Multi Asset Absolute Return Fund is a multi asset fund which aims to achieve steady returns using a targeted risk approach.
Benchmark
No Specified Index
Investment style
Absolute Return,Flexible
Investment method
None

Quick stats

1 Year return

0.12 %

1 Year rank in sector

104/139

Sector

FO Absolute Return

Yield
-
Fund size

£ 70.6 m

FE Risk score

82

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    67.14%
  • International
    14.99%
  • Asia
    10.51%
  • Money Market
    3.88%
  • Latin America
    1.89%
  • Equities
    43.68%
  • Fixed Interest
    34.77%
  • Commodity & Energy
    15.28%
  • Money Market
    3.88%
  • Floating Rate Notes
    3.53%
  • International Equities
    43.68%
  • Global Fixed Interest
    34.77%
  • Convertibles
    15.28%
  • Commodity & Energy
    3.88%
  • Money Market
    3.53%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.27 %1.52 %0.12 %6.56 %0 %
Sector0.32 %1.49 %2.61 %4.86 %9.62 %
Rank within sector23 / 15579 / 150104 / 13937 / 102 /
Quartile th1 st3 rd3 rd2 nd th

Calendar performance

YTD-20172016201520142013
Fund2.92 %-1.21 %-0.32 %6.44 %0 %
Sector2.62 %0.66 %0.69 %1.2 %3.58 %
Rank within sector66 / 14588 / 13060 / 11313 / 88 /
Quartile th2 nd3 rd3 rd1 st th

Risk statistics

Alpha-0.81
Beta1.69
Sharpe-0
Volatility4.27
Tracking error3.24
Information ratio-0.03
R-Squared0.51

Price movement

52 week high10.3185
52 week low9.848
Current bid price0
Current offer price0
Current mid price10.3071

Holdings by region

  • 67.14% Europe
  • 14.99% International
  • 10.51% Asia
  • 3.88% Money Market
  • 1.89% Latin America
  • 1.59% North America

Holdings by sector

  • 43.68% Equities
  • 34.77% Fixed Interest
  • 15.28% Commodity & Energy
  • 3.88% Money Market
  • 3.53% Floating Rate Notes
  • -1.14% Others

Holdings by asset type

  • 43.68% International Equities
  • 34.77% Global Fixed Interest
  • 15.28% Convertibles
  • 3.88% Commodity & Energy
  • 3.53% Money Market
  • -1.14% Others

Individual holdings

  • 17.92% ISHARES FTSE UK GILT ALL STOCK ISHARES FTSE UK GLT ALL STCK
  • 14.68% ISHARES MSCI EMERGING MKTS UCITS ETF(DIST)
  • 13.27% LYXOR ETF IBOXX GBP GILTS
  • 11.26% ISHARES EURO STOXX 50 UCITS ETF (DE)
  • 10.47% ISHARES MSCI EUROPE UCITS ETF ACC EUR
  • 10.47% ISHARES MSCI EUROPE UCITS ETF ACC EUR
  • 8.73% ETFS Agriculture DJ-AIGCI
  • 7.42% ISHARES STOXX EUROPE 600 UCITS ETF (DE)
  • 6.69% MACQUARIE SR PLUS
  • 5.53% ISHARES PHYSICAL GOLD ETC