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Morningstar Fund Report

Analytic Global Managed Volatility

Retail

Fund Report | Report generated 24 Jan 2017 |

Performance

31 Dec 2016

Growth of $10,000

Fund
Fund: Analytic Global Managed Volatility
Index
Index: MSCI World Ex Australia NR AUD
Category
Category: Equity World Large Blend

Financial Year Total Returns

Jun-14 Jun-15 Jun-16 Dec-16
Fund 16.36 22.03 10.40 -1.98
+/- Cat -2.07 -1.48 12.10 -10.62
+/- Index -4.05 -3.15 10.00 -11.76

Trailing Total Returns

as at 31 Dec 2016
Total Return +/- Cat +/- Index Cat Rank
1 Month 2.05 -1.87 -2.43 219 / 224
3 Month -0.70 -6.73 -8.38 216 / 222
1 Year 3.62 -2.01 -4.30 161 / 214
3 Year 11.17 1.62 -0.37 38 / 177
5 Year -- -- -- --

Risk Analysis

as at 31 Dec 2016
3-Year Risk Measures Fund Category Index
Standard Deviation 8.4 10.78 10.71
Sharpe Ratio 1.04 0.7 0.86
R-Squared 63.22 88.85 --
Beta 0.62 0.94 --
Alpha 2.95 -1.27 --

Fund Details

Fund Inception 21 Aug 2012
Responsible Entity Macquarie Investment Management Aus Ltd.
Fund Manager Macquarie Investment Management Aus Ltd.
Base Currency $A
Net Assets $Mil
(as at 31 Dec 2016)
44.45
Minimum Investment $ 20,000
Regular Savings Plan
(Yes/No)
--
Cash Distributions Semi-Annually

Current Investment Style

as at 30 Sep 2016

Size | Large Style | Blend

Asset Allocation

% as at 31 Dec 2016

Domestic Equity 0.000
International Equity 90.644
Listed Property 6.922
Unlisted Property 0.000
Domestic Fixed Interest 0.000
International Fixed Interest 0.000
Cash 2.434
Other 0.000

Morningstar Sustainability Rating New  Learn more

Quick Stats

as at 16 Jan 2017

APIR Code MAQ0796AU
Legal Type Investment Trusts
Status Open
Category Equity World Large Blend
Entry Price $ 1.2849
Exit Price $ 1.2824
Exit Price
1 Week Change $
-0.0154

Morningstar Ratings

Overall 4
3 Year 4
5 Year  
10 Year  

Fees & Expenses

One-Time

Entry Fee/Contribution Fee 0.00%
Exit Fee/Withdrawal Fee 0.00%
Buy/Sell Spread 0.1879

Annual

ICR pa (30 Jun 2015) 0.6200
Max Management Fee pa 0.62%
Max Admin Fee pa 0.00%
Performance Fee pa
(30 Jun 2015)
--
Max Brokerage 0.0000