Fact sheet: Morg Stnly GblBalRskCtrl

Fund information

Fund name
Morg Stnly Global Balanced Risk Control B EUR
Fund company manager
Morgan Stanley Investment Fund
Fund type
SIB
Fund manager
Andrew Harmstone
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
Mixed

Performance snapshot

Quick stats

1 Year return

5.34 %

1 Year rank in sector

110/140

Sector

FO Mixed Asset - Balanced

Yield
-
Fund size

£ 3.8 b

FE Risk score

77

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Not Specified
    29.5%
  • North America
    24.02%
  • Europe
    20.61%
  • Japan
    11.69%
  • Global Emerging Markets
    10.8%
  • Fixed Interest
    29.5%
  • Information Technology
    15.54%
  • Financials
    11.58%
  • Consumer Discretionary
    11.41%
  • Industrials
    8.63%
  • Global Fixed Interest
    29.5%
  • North American Equities
    24.02%
  • European Equities
    20.61%
  • Japanese Equities
    11.69%
  • Global Emerging Market Equities
    10.8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.2 %2.6 %4.66 %14.91 %28.82 %
Sector0.27 %5.07 %7.94 %12.55 %29.83 %
Rank within sector132 / 145119 / 145110 / 14036 / 11646 / 85
Quartile th4 th4 th4 th2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund3.62 %3.42 %2.96 %6.82 %8.44 %
Sector5.78 %5.2 %-0.3 %4.7 %7.52 %
Rank within sector111 / 14280 / 13230 / 12232 / 10856 / 96
Quartile th4 th3 rd1 st2 nd3 rd

Risk statistics

Alpha2.05
Beta0.73
Sharpe0.23
Volatility5.25
Tracking error3.69
Information ratio0.29
R-Squared0.58

Price movement

52 week high36.01
52 week low33.51
Current bid price0
Current offer price0
Current mid price35.45

Holdings by region

  • 29.5% Not Specified
  • 24.02% North America
  • 20.61% Europe
  • 11.69% Japan
  • 10.8% Global Emerging Markets
  • 2% Money Market
  • 1.38% Asia Pacific ex Japan

Holdings by sector

  • 29.5% Fixed Interest
  • 15.54% Information Technology
  • 11.58% Financials
  • 11.41% Consumer Discretionary
  • 8.63% Industrials
  • 6.08% Health Care
  • 5.4% Consumer Staples
  • 3.19% Materials
  • 2.54% Energy
  • 2.29% Telecommunications Utilities

Holdings by asset type

  • 29.5% Global Fixed Interest
  • 24.02% North American Equities
  • 20.61% European Equities
  • 11.69% Japanese Equities
  • 10.8% Global Emerging Market Equities
  • 2% Cash & Cash Equivalents
  • 1.38% Asia Pacific ex Japan Equities

Individual holdings

-