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  5. Acadian Global Managed Volatility Equities A - Managed fund profile

Acadian Global Managed Volatility Equities A - Managed Fund

Fund Objective
To provide returns similar to those of a global equity index, but with significantly lower absolute volatility and superior downside protection, over the longer term. Limiting absolute risk has the potential to allow investors to compound wealth more efficiently and steadily than traditional capitalisation weighted indices. The option aims to perform in line with the MSCI All Country World Index over rolling three-year periods before fees.
Fund Strategy
The option's investment strategy is based on building a diversified equity portfolio that aims to provide returns similar to those of the Global equity market but with lower absolute volatility than the Global market over the full market cycle. The option aims to exploit the 'low volatility anomaly', the historical pattern in which higher volatility stocks have underperformed lower volatility stocks on a risk adjusted basis. The initial consideration is overall portfolio risk, in addition to the Acadian alpha model. The option is unhedged.

Fund Performance Comparison

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Fees Comparison

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NOTE: Fee data has been provided by Morningstar, it may not include all costs being charged on your investment such as platform and adviser fees. You should check your fund manager or adviser statements to find out the exact fees you are being charged. Peers are funds that use the same benchmark in the Morningstar database.
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Fund performance

  1M 3M 6M 1Y p.a. 2Y p.a. 3Y p.a. 5Y p.a. 10Y p.a.
Total return 2.24% -0.6% 3.18% 9.13% 6.71% 11.04% 8.12% 9.67%
Growth return -% -0.6% -4.69% -0.88% -1.83% 0.38% -1.34% 1.45%
Income return -% 0% 7.87% 10.01% 8.54% 10.66% 9.46% 8.22%
Market index (MSCI World Ex Australia NR AUD)
Total return 4.43% -0.73% 6.18% 14.37% 3.75% 10.93% 12.18% 11.96%
As at 30 Nov 2023. Returns for periods greater than 1 year are annualised. All figures are percentages.

Asset Allocation

Acadian Global Managed Volatility Equities A
Australian Equities
2.13%
International Equities
93.59%
Cash
1.35%
Property
2.93%
Fixed Interest
0%
Alternatives
0%
Average Allocation of Peers
Australian Equities
1.19%
International Equities
92.51%
Cash
4.46%
Property
1.80%
Fixed Interest
-0.04%
Alternatives
0.09%

General Information

Fund Details
Type Description
Acadian Global Managed Volatility Equities A
FSF1240AU
Equity World Large Blend
starstarstar (as at 31 Oct 2023)
Investment Fund
19 Jan 2012
$10.16 million (as at 31 Oct 2023)
$1.5962 (as at 1 Dec 2023)
$1.5946 (as at 1 Dec 2023)
Open
Offer information
Type Description
Indirect Cost Ratio (ICR) - Estimated 0.62% (as at 30 Jun 2023) (Estimated)
Performance fee (included in ICR) 0
Minimum initial investment $20,000
Minimum redemption amount

Top 10 holdings (as at 31 Oct 2023)

Holding (as at 31 Oct 2023) Type % of Portfolio
Apple Inc Equity 2.43%
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FAQs about the Acadian Global Managed Volatility Equities A

The objective of the Acadian Global Managed Volatility Equities A managed fund is To provide returns similar to those of a global equity index, but with significantly lower absolute volatility and superior downside protection, over the longer term. Limiting absolute risk has the potential to allow investors to compound wealth more efficiently and steadily than traditional capitalisation weighted indices. The option aims to perform in line with the MSCI All Country World Index over rolling three-year periods before fees.

The strategy of the Acadian Global Managed Volatility Equities A managed fund is The option's investment strategy is based on building a diversified equity portfolio that aims to provide returns similar to those of the Global equity market but with lower absolute volatility than the Global market over the full market cycle. The option aims to exploit the 'low volatility anomaly', the historical pattern in which higher volatility stocks have underperformed lower volatility stocks on a risk adjusted basis. The initial consideration is overall portfolio risk, in addition to the Acadian alpha model. The option is unhedged.

The APIR code of the Acadian Global Managed Volatility Equities A managed fund is FSF1240AU.

Acadian Global Managed Volatility Equities A’s total return last month was 2.24%. This was made up of a growth return of -% and an income return of -%. These returns were calculated as at 30 Nov 2023.

Acadian Global Managed Volatility Equities A’s total return for the last three months was -0.6%. This was made up of a growth return of -0.6% and an income return of 0%%. These returns were calculated as at 30 Nov 2023.

Acadian Global Managed Volatility Equities A’s one-year total return is 9.13%. This was made up of a growth return of -0.88% and an income return of 10.01%. These returns were calculated as at 30 Nov 2023.

Acadian Global Managed Volatility Equities A’s one-year total return is 11.04%. This was made up of a growth return of 0.38% and an income return of 10.66%. These returns were calculated as at 30 Nov 2023.

The asset allocation of the Acadian Global Managed Volatility Equities A managed fund is :

Australian Equities
2.13%
International Equities
93.59%
Cash
1.35%
Property
2.93%
Fixed Interest
0%
Alternatives
0%

The Acadian Global Managed Volatility Equities A managed fund belongs to the Equity World Large Blend sector/asset class.

As at 31 Oct 2023, the size of the Acadian Global Managed Volatility Equities A managed fund was $10.16 million.

The Acadian Global Managed Volatility Equities A managed fund has an inception date of 19 Jan 2012.

The current entry price of the Acadian Global Managed Volatility Equities A managed fund is $1.5962 per unit and the current exit price is $1.5946 per unit (as at 1 Dec 2023).

The current exit price of the Acadian Global Managed Volatility Equities A managed fund is $1.5946 per unit and the current entry price is $1.5962 per unit (as at 1 Dec 2023).

The minimum initial investment amount for the Acadian Global Managed Volatility Equities A managed fund is $20,000.

Fund data sourced from Morningstar. Some material is copyright and published under licence from ASX Operations Pty Limited ACN 004 523 782 ("ASXO"). Data and content is provided for personal use only. Whilst every care has been taken in producing these numbers, neither Morningstar nor InvestSMART can make any guarantees around the complete accuracy of these figures. Should you decide to change investments, please read all relevant disclosure documents including the Product Disclosure Statements and if required, you may consider speaking to a financial professional for further guidance. A tax event may be realised as a result of switching investments. Past performance is not a reliable indicator of future performance.