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

4.01 %

1 Year rank in sector

56/135

Sector

FO Absolute Return

Yield
-
Fund size

£ 65.8 m

FE Risk score

83

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    57.08%
  • Asia
    14.19%
  • International
    12.43%
  • North America
    6.38%
  • Pacific Rim
    5.92%
  • Equities
    42.27%
  • Fixed Interest
    39.09%
  • Commodity & Energy
    12.43%
  • Floating Rate Notes
    3.95%
  • Money Market
    3.57%
  • International Equities
    42.27%
  • Global Fixed Interest
    39.09%
  • Commodity & Energy
    12.43%
  • Money Market
    7.52%
  • Others
    -1.31%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.81 %1.48 %4.01 %3.71 %0 %
Sector0 %1.07 %3.2 %3.7 %9.8 %
Rank within sector19 / 15061 / 14756 / 13546 / 102 /
Quartile th1 st2 nd2 nd2 nd th

Calendar performance

YTD-20172016201520142013
Fund3.47 %-1.21 %-0.32 %6.44 %0 %
Sector2.63 %0.66 %0.69 %1.2 %3.58 %
Rank within sector58 / 14087 / 12461 / 10813 / 85 /
Quartile th2 nd3 rd3 rd1 st th

Risk statistics

Alpha-0.99
Beta1.76
Sharpe-0
Volatility4.34
Tracking error3.27
Information ratio0
R-Squared0.53

Price movement

52 week high10.4195
52 week low9.9315
Current bid price0
Current offer price0
Current mid price10.3623

Holdings by region

  • 57.08% Europe
  • 14.19% Asia
  • 12.43% International
  • 6.38% North America
  • 5.92% Pacific Rim
  • 3.57% Money Market
  • 0.43% Others

Holdings by sector

  • 42.27% Equities
  • 39.09% Fixed Interest
  • 12.43% Commodity & Energy
  • 3.95% Floating Rate Notes
  • 3.57% Money Market
  • -1.31% Others

Holdings by asset type

  • 42.27% International Equities
  • 39.09% Global Fixed Interest
  • 12.43% Commodity & Energy
  • 7.52% Money Market
  • -1.31% Others

Individual holdings

  • 18.55% ISHARES FTSE UK GILT ALL STOCK ISHARES FTSE UK GLT ALL STCK
  • 17.79% BLACKROCK ASSET MANAGEMENT IRELAND ISHARES MSCI EMERGING MARKETS FD DIST
  • 10.24% ISHARES EURO STOXX 50 UCITS ETF (DE)
  • 8.33% LYXOR ETF IBOXX GBP GILTS
  • 7.69% ISHS STOXX EUROPE 600 (DE)
  • 7.42% ETFS Agriculture DJ-AIGCI
  • 7.21% MACQUARIE SR PLUS
  • 5.18% ISHARES PLC ISHARES MSCI JAPAN UCITS ETF USD DIST
  • 5.18% ISHARES PLC ISHARES MSCI JAPAN UCITS ETF USD DIST
  • 4.83% ISHARES MARKIT IBOXX $ CORPORATE BOND