General Information

Analytic Global Managed Volatility
Macquarie Investment Management Aus Ltd.
MAQ0796AU
Equity World Large Blend
starstarstarstar (as at 29 Feb 2016)
n/a
Not Rated
Managed Funds
21 Aug 2012
$44.45 million (as at 31 Dec 2016)
$1.2729 (as at 20 Jan 2017)
$1.2705 (as at 20 Jan 2017)

Fund performance (31 Dec 2016)

NOTE : returns for periods greater than 1 year are annualised
  1 Month % 3 Month % 6 Month % 1 Year % p.a. 2 Year % p.a. 3 Year % p.a. 5 Year % p.a. 10 Year % p.a.
Total return 2.05 -0.7 -1.98 3.62 7.51 11.17 - -
Growth return 1.23 -1.5 -2.76 -2.87 -1.54 0.93 - -
Income return 0.82 0.8 0.78 6.49 9.05 10.24 - -

Morningstar index (Mstar PG ITr Equity World Large Bld Idx)

Total return 3.91 6.03 8.64 5.63 8.12 9.55 16.78 3.78

Market index (MSCI World Ex Australia NR AUD)

Total return 4.48 7.68 9.78 7.92 9.84 11.53 18.58 4.71

Asset Allocation (31 Dec 2016)

Australian Equities 0%
International Equities 90.64%
Cash 2.43%
Property 6.92%
Fixed Interest 0%
Alternatives 0%
Asset Allocation

Objectives and Strategy

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.
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

Indirect Cost Ratio (ICR) 0.62% (as at 30 Jun 2015)
Minimum initial investment $20,000
Minimum additional investments

Top 10 holdings (as at 30 Sep 2016)

Holding Type % of Portfolio
Kimberly-Clark Corp Equity 2.52%
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* Dates for historical returns vary from fund to fund