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 01/12/2015
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

4.55 %

1 Year rank in sector

45/135

Sector

FO Absolute Return

Yield
-
Fund size

£ 61.1 m

FE Risk score

86

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    54.09%
  • Asia
    19.64%
  • International
    10.78%
  • North America
    6.66%
  • Money Market
    4.3%
  • Fixed Interest
    39.38%
  • Equities
    37.81%
  • Commodity & Energy
    10.78%
  • Money Market
    4.3%
  • Others
    3.6%
  • 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
Fund1.78 %2.96 %4.55 %0.39 %0 %
Sector0.89 %1.42 %3.15 %4.06 %8.94 %
Rank within sector29 / 14737 / 14445 / 13572 / 101 /
Quartile th1 st2 nd2 nd3 rd th

Calendar performance

YTD-20182017201620152014
Fund1.56 %2.82 %-1.21 %-0.32 %6.44 %
Sector0.84 %2.62 %0.66 %0.69 %1.2 %
Rank within sector32 / 14766 / 13484 / 11757 / 10111 / 80
Quartile th1 st2 nd3 rd3 rd1 st

Risk statistics

Alpha-1.9
Beta1.82
Sharpe-0
Volatility4.24
Tracking error3.12
Information ratio-0.29
R-Squared0.58

Price movement

52 week high10.4582
52 week low10.011
Current bid price0
Current offer price0
Current mid price10.4582

Holdings by region

  • 54.09% Europe
  • 19.64% Asia
  • 10.78% International
  • 6.66% North America
  • 4.3% Money Market
  • 3.46% Latin America
  • 1.07% Others

Holdings by sector

  • 39.38% Fixed Interest
  • 37.81% Equities
  • 10.78% Commodity & Energy
  • 4.3% Money Market
  • 3.6% Others
  • 3.36% Floating Rate Notes

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

  • 17.38% ISHARES MSCI EMERGING MKTS UCITS ETF(DIST)
  • 16.94% ISHARES FTSE UK GILT ALL STOCK ISHARES FTSE UK GLT ALL STCK
  • 9.81% ISHARES EURO CORPORATE BOND 1-5YR UCITS ETF
  • 9.03% LYXOR ETF MSCI EMERGING MARKETS
  • 7.72% ETFS Agriculture DJ-AIGCI
  • 7.13% MACQUARIE SR PLUS
  • 6.69% ISHARES EURO STOXX 50 UCITS ETF (DE)
  • 5.9% ISHARES EB.REXX® MONEY MARKET (DE)
  • 4.78% ISHS STOXX EUROPE 600 (DE)
  • 3.08% SPDR THOMSON REUTERS GLOBAL CONVERTIBLE BOND UCITS ETF