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

5.11 %

1 Year rank in sector

-

Sector

FO Mixed Asset - Balanced

Yield
-
Fund size

£ 5.2 b

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

Top in sector

Holdings snapshot

  • Europe
    45.04%
  • North America
    22.31%
  • Global Emerging Markets
    18.82%
  • Japan
    13.08%
  • Asia Pacific ex Japan
    0.75%
  • Financials
    22.67%
  • Consumer Discretionary
    20.04%
  • Information Technology
    17.61%
  • Industrials
    15.46%
  • Health Care
    6.22%
  • Global Fixed Interest
    43%
  • Cash & Cash Equivalents
    17%
  • European Equities
    15.99%
  • North American Equities
    7.92%
  • Global Emerging Market Equities
    6.68%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.27 %0.7 %5.17 %14.24 %31.46 %
Sector0.58 %2.25 %8.3 %14.61 %27.61 %
Rank within sector114 / 149 / / / /
Quartile th4 th th th th th

Calendar performance

YTD-20172016201520142013
Fund0 %0 %0 %0 %0 %
Sector7.88 %5.2 %-0.3 %4.7 %7.52 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha0.74
Beta0.75
Sharpe0.03
Volatility5.25
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 price25.55

Holdings by region

  • 45.04% Europe
  • 22.31% North America
  • 18.82% Global Emerging Markets
  • 13.08% Japan
  • 0.75% Asia Pacific ex Japan

Holdings by sector

  • 22.67% Financials
  • 20.04% Consumer Discretionary
  • 17.61% Information Technology
  • 15.46% Industrials
  • 6.22% Health Care
  • 6.17% Consumer Staples
  • 4.5% Materials
  • 3.13% Energy
  • 2.39% Utilities
  • 1.81% Telecommunications Utilities

Holdings by asset type

  • 43% Global Fixed Interest
  • 17% Cash & Cash Equivalents
  • 15.99% European Equities
  • 7.92% North American Equities
  • 6.68% Global Emerging Market Equities
  • 4.64% Japanese Equities
  • 4.5% Commodity & Energy
  • 0.27% Asia Pacific ex Japan Equities

Individual holdings

-