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
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

-1.69 %

1 Year rank in sector

123/140

Sector

FO Absolute Return

Yield
-
Fund size

£ 86.7 m

FE Risk score

76

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    66.38%
  • International
    13.03%
  • Asia
    9.06%
  • North America
    6.19%
  • Others
    3.68%
  • Equities
    37.5%
  • Fixed Interest
    34.95%
  • Commodity & Energy
    13.03%
  • Floating Rate Notes
    7.23%
  • Money Market
    4.48%
  • International Equities
    37.5%
  • Global Fixed Interest
    34.95%
  • Commodity & Energy
    13.03%
  • Money Market
    11.71%
  • Others
    2.81%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.34 %1.28 %-1.55 %2.88 %0 %
Sector0.04 %1.57 %2.63 %3.23 %10.6 %
Rank within sector116 / 15384 / 151123 / 14043 / 97 /
Quartile th4 th3 rd4 th2 nd th

Calendar performance

YTD-20172016201520142013
Fund1.47 %-1.21 %-0.32 %6.44 %0 %
Sector1.94 %0.66 %0.69 %1.2 %3.58 %
Rank within sector86 / 14990 / 12955 / 11211 / 87 /
Quartile th3 rd3 rd2 nd1 st th

Risk statistics

Alpha-0.85
Beta1.69
Sharpe-0
Volatility4.26
Tracking error3.23
Information ratio-0.06
R-Squared0.51

Price movement

52 week high10.3387
52 week low9.848
Current bid price0
Current offer price0
Current mid price10.1625

Holdings by region

  • 66.38% Europe
  • 13.03% International
  • 9.06% Asia
  • 6.19% North America
  • 3.68% Others
  • 1.66% Latin America

Holdings by sector

  • 37.5% Equities
  • 34.95% Fixed Interest
  • 13.03% Commodity & Energy
  • 7.23% Floating Rate Notes
  • 4.48% Money Market
  • 2.81% Others

Holdings by asset type

  • 37.5% International Equities
  • 34.95% Global Fixed Interest
  • 13.03% Commodity & Energy
  • 11.71% Money Market
  • 2.81% Others

Individual holdings

  • 17.3% MACQUARIE SR PLUS
  • 15.15% ISHARES EB.REXX® MONEY MARKET (DE)
  • 12.03% BLACKROCK ASSET MANAGEMENT IRELAND ISHARES MSCI EMERGING MARKETS FD DIST
  • 10.63% ISHARES EURO STOXX 50 UCITS ETF (DE)
  • 10.07% ISHARES III PLC EURO CORPORATE BOND EX-FINANCIALS 1-5YR ETF € DIST EUR
  • 10.07% ISHARES III PLC EURO CORPORATE BOND EX-FINANCIALS 1-5YR ETF € DIST EUR
  • 7.92% ISHARES PHYSICAL GOLD ETC
  • 7.08% ISHARES STOXX EUROPE 600 UCITS ETF (DE)
  • 6.88% ISHARES III PLC MSCI EUROPE UCITS ETF € ACC EUR
  • 6.88% ISHARES III PLC MSCI EUROPE UCITS ETF € ACC EUR