General Information

Analytic Global Managed Volatility
Macquarie Investment Management Aus Ltd.
MAQ0796AU
Equity World Large Blend
starstarstarstar (as at 29 Feb 2016)
Investment Fund
21 Aug 2012
$46.95 million (as at 28 Feb 2017)
$1.3273 (as at 28 Mar 2017)
$1.3248 (as at 28 Mar 2017)

Fund performance (28 Feb 2017)

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 1.08 2.54 -0.61 2.14 3.91 10.63 - -
Growth return 1.08 1.72 -1.41 -4.25 -4.84 0.45 - -
Income return 0 0.82 0.8 6.39 8.75 10.18 - -

Market index (MSCI World Ex Australia NR AUD)

Total return 1.45 3.49 5.25 12.37 4.89 10.79 17.33 4.55

Asset Allocation (28 Feb 2017)

Australian Equities 0%
International Equities 92.25%
Cash 1.90%
Property 5.86%
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 2016)
Performance fee 0
Minimum initial investment $20,000
Minimum additional investments

Top 10 holdings (as at 28 Feb 2017)

Holding Type % of Portfolio
AGNC Investment Corp Equity 2.74%
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* Dates for historical returns vary from fund to fund