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

-0.72 %

1 Year rank in sector

116/140

Sector

FO Absolute Return

Yield
-
Fund size

£ 69.7 m

FE Risk score

81

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    62.02%
  • Asia
    10.81%
  • North America
    9.35%
  • International
    9.32%
  • Others
    6%
  • Equities
    38.88%
  • Fixed Interest
    29.13%
  • Convertibles
    10.35%
  • Commodity & Energy
    9.32%
  • Floating Rate Notes
    8.18%
  • International Equities
    38.88%
  • Global Fixed Interest
    29.13%
  • Convertibles
    10.35%
  • Commodity & Energy
    9.32%
  • Money Market
    8.18%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.05 %-0.05 %-0.72 %2.64 %0 %
Sector0.25 %1.15 %2.56 %3.19 %9.61 %
Rank within sector113 / 156112 / 153116 / 14044 / 99 /
Quartile th3 rd3 rd4 th2 nd th

Calendar performance

YTD-20172016201520142013
Fund1.63 %-1.21 %-0.32 %6.44 %0 %
Sector2.29 %0.66 %0.69 %1.2 %3.58 %
Rank within sector88 / 14889 / 13057 / 11213 / 87 /
Quartile th3 rd3 rd3 rd1 st th

Risk statistics

Alpha-0.76
Beta1.69
Sharpe-0
Volatility4.27
Tracking error3.24
Information ratio-0.02
R-Squared0.51

Price movement

52 week high10.3387
52 week low9.848
Current bid price0
Current offer price0
Current mid price10.1779

Holdings by region

  • 62.02% Europe
  • 10.81% Asia
  • 9.35% North America
  • 9.32% International
  • 6% Others
  • 2.5% Pacific Rim

Holdings by sector

  • 38.88% Equities
  • 29.13% Fixed Interest
  • 10.35% Convertibles
  • 9.32% Commodity & Energy
  • 8.18% Floating Rate Notes
  • 4.14% Others

Holdings by asset type

  • 38.88% International Equities
  • 29.13% Global Fixed Interest
  • 10.35% Convertibles
  • 9.32% Commodity & Energy
  • 8.18% Money Market
  • 4.14% Others

Individual holdings

  • 17.78% MACQUARIE SR PLUS
  • 13.99% ISHARES MSCI EMERGING MKTS UCITS ETF(DIST)
  • 10.66% ISHARES EURO STOXX 50 UCITS ETF (DE)
  • 10.59% SPDR Thomson Reuters Global Convertible Bond UCITS ETF
  • 9.91% ISHARES EURO CORPORATE BOND EX-FINANCIALS 1-5YR UCITS ETF EUR
  • 9.91% ISHARES EURO CORPORATE BOND EX-FINANCIALS 1-5YR UCITS ETF EUR
  • 7.11% ISHARES STOXX EUROPE 600 UCITS ETF (DE)
  • 6.72% ISHARES MSCI EUROPE UCITS ETF ACC EUR
  • 6.72% ISHARES MSCI EUROPE UCITS ETF ACC EUR
  • 6.7% ISHARES FTSE UK GILT ALL STOCK ISHARES FTSE UK GLT ALL STCK