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(s)
Andrew Harmstone
since 02/11/2011
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

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

4.55 %

1 Year rank in sector

-

Sector

FO Mixed Asset - Balanced

Yield
-
Fund size

£ 5.3 b

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

Top in sector

Holdings snapshot

  • Not Specified
    54%
  • Money Market
    19.5%
  • Europe
    13.02%
  • North America
    6.69%
  • Global Emerging Markets
    4.03%
  • Fixed Interest
    49.49%
  • Cash & Cash Equivalents
    19.5%
  • Consumer Discretionary
    7.01%
  • Industrials
    4.88%
  • Information Technology
    4.83%
  • Global Fixed Interest
    49.5%
  • Cash & Cash Equivalents
    19.5%
  • European Equities
    13.02%
  • North American Equities
    6.69%
  • Commodity & Energy
    4.5%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.59 %1.69 %4.55 %12.58 %30.7 %
Sector1.92 %4.5 %8.76 %15.25 %27.82 %
Rank within sector138 / 149 / / / /
Quartile th4 th th th th th

Calendar performance

YTD-20182017201620152014
Fund0.67 %0 %0 %0 %0 %
Sector1.35 %8.4 %5.2 %-0.3 %4.7 %
Rank within sector126 / 149 / / / /
Quartile th4 th th th th th

Risk statistics

Alpha0.88
Beta0.74
Sharpe0.12
Volatility5.18
Tracking error3.61
Information ratio-0.07
R-Squared0.59

Price movement

52 week high25.8
52 week low24.88
Current bid price0
Current offer price0
Current mid price25.7

Holdings by region

  • 54% Not Specified
  • 19.5% Money Market
  • 13.02% Europe
  • 6.69% North America
  • 4.03% Global Emerging Markets
  • 2.57% Japan
  • 0.19% Asia Pacific ex Japan

Holdings by sector

  • 49.49% Fixed Interest
  • 19.5% Cash & Cash Equivalents
  • 7.01% Consumer Discretionary
  • 4.88% Industrials
  • 4.83% Information Technology
  • 4.56% Financials
  • 4.5% Commodity & Energy
  • 2.3% Health Care
  • 1.2% Consumer Staples
  • 0.88% Materials

Holdings by asset type

  • 49.5% Global Fixed Interest
  • 19.5% Cash & Cash Equivalents
  • 13.02% European Equities
  • 6.69% North American Equities
  • 4.5% Commodity & Energy
  • 4.03% Global Emerging Market Equities
  • 2.57% Japanese Equities
  • 0.19% Asia Pacific ex Japan Equities

Individual holdings

-