Analytic Global Managed Volatility - Managed Fund

Fund Performance Comparison

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The performance of the peers is calculated as the total of the performance for each time period for all the funds in the peer group, divided by the number of funds in the peer group.

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 -4.79 -1.55 1.05 3.36 8.89 5.02 11.15 -
Growth return -4.79 -1.55 -5.48 -4.21 3.76 -0.58 2.72 -
Income return 0 0 6.53 7.57 5.13 5.6 8.43 -
Market index (MSCI World Ex Australia NR AUD)
Total return -5.4 -0.94 4.3 9.6 15.63 8.15 13.4 9.26
As as 31 Oct 2018. Returns for periods greater than 1 year are annualised. All figures are percentages.

Asset Allocation

International Equities
100%

General Information

Fund Details
Type Description
Analytic Global Managed Volatility
Macquarie Investment Management Aus Ltd.
MAQ0796AU
Equity World Large Blend
starstarstar (as at 31 Oct 2018)
Investment Fund
21 Aug 2012
$73.52 million (as at 30 Sep 2018)
$1.3656 (as at 12 Nov 2018)
$1.3626 (as at 12 Nov 2018)
Fund Objective
Through detailed internal research and published academic research, Analytic has found that there is no material long term relationship between risk and return in equity markets.
Fund Strategy
The portfolio is constructed by a dynamic process that assesses the volatility and expected return of each stock and then determines the most efficient combination by a quantitative optimiser. In addition, the portfolio is continually assessed with regards to long-term and short-term risk levels and adjusted accordingly. The outcome of this process is a portfolio of international securities with lower forecasted volatility than the benchmark.
Offer information
Type Description
Indirect Cost Ratio (ICR) 0.62% (as at 30 Jun 2017)
Performance fee (not included in ICR) Not Available
Minimum initial investment $20,000
Minimum additional investments

Top 10 holdings (as at 30 Sep 2018)

Holding (as at 30 Sep 2018) Type % of Portfolio
AGNC Investment Corp Equity 2.28%
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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 cannot 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.

How is your fund performing?

Out of the 5,312 Australian funds researched with a 10 year track record, 76% underperform the industry standard benchmarks by an average of 1.75%, with average fees of 1.73%*.

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76%*

Underperform the industry standard benchmarks

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*Analysis based on data sourced from Morningstar, as at May 2018. Funds that had a 10-year track record were analysed against the standard industry benchmarks. Whilst InvestSMART has taken care in producing these numbers, guarantees cannot be made around the complete accuracy of these figures.

Our Managed Funds

Returns Since Inception *
InvestSMART International Equities 10.30%
Intelligent Investor Equity Income 8.43%
Intelligent Investor Equity Growth 8.25%
InvestSMART High Growth 7.41%
InvestSMART Core Growth 6.71%
InvestSMART Australian Small Companies Fund 5.82%
InvestSMART Balanced 5.25%
InvestSMART Hybrid Income 4.13%
InvestSMART Diversified Income 3.92%
InvestSMART Diversified Property and Infrastructure 3.86%
InvestSMART Interest Income 2.17%

* Returns p.a. since inception after investment & admin fees

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