General Information

Analytic Global Managed Volatility
Macquarie Investment Management Aus Ltd.
MAQ0796AU
Equity World Large Blend
starstarstar (as at 30 Apr 2017)
Investment Fund
21 Aug 2012
$52.98 million (as at 30 Apr 2017)
$1.412 (as at 25 May 2017)
$1.4093 (as at 25 May 2017)

Fund performance (30 Apr 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 3.8 7.28 9.13 8.37 6.93 12.59 - -
Growth return 3.8 7.28 8.26 1.59 -2.08 2.22 - -
Income return 0 0 0.87 6.78 9.01 10.37 - -

Market index (MSCI World Ex Australia NR AUD)

Total return 3.58 6.99 14.05 16.93 7.7 13.7 17.66 5.06
Your data is being crunched

Fund Performance Comparison

This fund is benchmarked against the {{ selectedModel.benchmark.name }} index.

This fund's fees are: {{ mer | percentage:2 }}

Returns {{ fund.name }} Peers Benchmark {{ selectedModel.name }} Peers Fees InvestSMART's Fees
1 Month {{ fund.returns.return1Month | percentage:2 }} {{ selectedModel.benchmark.peers.returns.return1Month | percentage:2 }} {{ selectedModel.benchmark.index.returns.return1Month | percentage:2 }} {{ selectedModel.stats.returns.return1Month | percentage:2 }} {{ selectedModel.benchmark.peers.mer | percentage:2 }} {{ selectedModel.stats.mer | percentage:2 }}
3 Months {{ fund.returns.return3Month | percentage:2 }} {{ selectedModel.benchmark.peers.returns.return3Month | percentage:2 }} {{ selectedModel.benchmark.index.returns.return3Month | percentage:2 }} {{ selectedModel.stats.returns.return3Month | percentage:2 }} {{ selectedModel.benchmark.peers.mer | percentage:2 }} {{ selectedModel.stats.mer | percentage:2 }}
6 Months {{ fund.returns.return6Month | percentage:2 }} {{ selectedModel.benchmark.peers.returns.return6Month | percentage:2 }} {{ selectedModel.benchmark.index.returns.return6Month | percentage:2 }} {{ selectedModel.stats.returns.return6Month | percentage:2 }} {{ selectedModel.benchmark.peers.mer | percentage:2 }} {{ selectedModel.stats.mer | percentage:2 }}
1 Year {{ fund.returns.return1Year | percentage:2 }} {{ selectedModel.benchmark.peers.returns.return1Year | percentage:2 }} {{ selectedModel.benchmark.index.returns.return1Year | percentage:2 }} {{ selectedModel.stats.returns.return1Year | percentage:2 }} {{ selectedModel.benchmark.peers.mer | percentage:2 }} {{ selectedModel.stats.mer | percentage:2 }}
3 Years {{ fund.returns.return3Year | percentage:2 }} {{ selectedModel.benchmark.peers.returns.return3Year | percentage:2 }} {{ selectedModel.benchmark.index.returns.return3Year | percentage:2 }} {{ selectedModel.stats.returns.return3Year | percentage:2 }} {{ selectedModel.benchmark.peers.mer | percentage:2 }} {{ selectedModel.stats.mer | percentage:2 }}
5 Years {{ fund.returns.return5Year | percentage:2 }} {{ selectedModel.benchmark.peers.returns.return5Year | percentage:2 }} {{ selectedModel.benchmark.index.returns.return5Year | percentage:2 }} {{ selectedModel.stats.returns.return5Year | percentage:2 }} {{ selectedModel.benchmark.peers.mer | percentage:2 }} {{ selectedModel.stats.mer | percentage:2 }}
10 Years {{ fund.returns.return10Year | percentage:2 }} {{ selectedModel.benchmark.peers.returns.return10Year | percentage:2 }} {{ selectedModel.benchmark.index.returns.return10Year | percentage:2 }} {{ selectedModel.stats.returns.return10Year | percentage:2 }} {{ selectedModel.benchmark.peers.mer | percentage:2 }} {{ selectedModel.stats.mer | percentage:2 }}

Relative Fund Performance

Asset Allocation (30 Apr 2017)

Australian Equities 0%
International Equities 90.87%
Cash 3.70%
Property 5.43%
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 30 Apr 2017)

Holding Type % of Portfolio
Annaly Capital Management Inc Equity 2.56%
Login now to view the complete list of holdings.

© 2017 Morningstar. All rights reserved. Neither any Morningstar company nor any of their content providers guarantee the data or content contained herein to be accurate, complete or timely nor will they have any liability for its use or distribution. Any general advice has been prepared by Morningstar Australasia Pty Ltd (ABN: 95 090 665 544, AFSL: 240892) and/or Morningstar Research Limited, subsidiaries of Morningstar, Inc, without reference to your objectives, financial situation or needs. You should consider the advice in light of these matters and, if applicable, the relevant Product Disclosure Statement (in respect of Australian products) or Investment Statement (in respect of New Zealand products) before making any decision to invest. No Morningstar-affiliated company or any of their employees is providing you with personalised financial advice. To obtain advice tailored to your particular circumstances, please contact a professional financial adviser. 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. DISCLOSURE: InvestSMART Group Limited employees may have an interest in the securities and managed funds displayed via this service. Please refer to our Financial Services Guide for more information.