Fact sheet: Morg Stnly GblBalRskCtrl

Fund information

Fund name
Morg Stnly Global Balanced Risk Control I EUR
Fund company manager
Morgan Stanley Investment Fund
Fund type
SIB
Fund manager
Manfred Hui
since 02/11/2011
Fund objective
Seeks an attractive level of total return by managing a broad asset mix within a targeted risk range of 4-10%, which is subject to change. The fund invests primarily in equities, fixed income, commodity-linked investments and cash. Among the Fund’s investments are actively-managed mutual funds, including those managed by MSIM, ETFs and index futures.
Benchmark
No Specified Index
Investment style
Balanced
Investment method
None

Quick stats

1 Year return

4.94 %

1 Year rank in sector

-

Sector

FO Mixed Asset - Balanced

Yield
-
Fund size

£ 4.0 b

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Not Specified
    37.99%
  • Europe
    16.97%
  • North America
    14.05%
  • Money Market
    14%
  • Global Emerging Markets
    8.85%
  • Fixed Interest
    32.99%
  • Cash & Cash Equivalents
    14%
  • Information Technology
    10.45%
  • Consumer Discretionary
    9.61%
  • Financials
    8.52%
  • Global Fixed Interest
    32.99%
  • European Equities
    16.97%
  • North American Equities
    14.05%
  • Cash & Cash Equivalents
    14%
  • Global Emerging Market Equities
    8.85%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.05 %0.97 %4.94 %14.52 %35.09 %
Sector0.79 %2.85 %7.29 %11.79 %26.56 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund0 %0 %0 %0 %0 %
Sector6.06 %5.2 %-0.3 %4.7 %7.52 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha2.11
Beta0.72
Sharpe0.24
Volatility5.2
Tracking error3.7
Information ratio0.29
R-Squared0.58

Price movement

52 week high25.07
52 week low24.88
Current bid price0
Current offer price0
Current mid price25.06

Holdings by region

  • 37.99% Not Specified
  • 16.97% Europe
  • 14.05% North America
  • 14% Money Market
  • 8.85% Global Emerging Markets
  • 7.91% Japan
  • 0.23% Asia Pacific ex Japan

Holdings by sector

  • 32.99% Fixed Interest
  • 14% Cash & Cash Equivalents
  • 10.45% Information Technology
  • 9.61% Consumer Discretionary
  • 8.52% Financials
  • 5.78% Industrials
  • 5% Commodity & Energy
  • 3.73% Consumer Staples
  • 3.42% Health Care
  • 2.33% Materials

Holdings by asset type

  • 32.99% Global Fixed Interest
  • 16.97% European Equities
  • 14.05% North American Equities
  • 14% Cash & Cash Equivalents
  • 8.85% Global Emerging Market Equities
  • 7.91% Japanese Equities
  • 5% Commodity & Energy
  • 0.23% Asia Pacific ex Japan Equities

Individual holdings

-