ASI Global Absolute Return Strategies Fund Retail Accumulation

Investment Style Details31/10/2019
Morningstar Style Box®
Equity Style
SizeRel to Cat
Average Mkt Cap (Mil)GBP 41952-
Market Capitalisation% of Equity
Giant58.88
Large27.77
Medium13.19
Small0.16
Micro0.00
Valuations and Growth RatesEquity PortfolioRelative to Category
Price/Prospective Earnings15.210.97
Price/Book1.700.83
Price/Sales1.310.93
Price/Cash Flow8.360.96
Dividend-Yield Factor3.861.41
 
Long-Term Projected Earnings Growth7.840.79
Historical Earnings Growth8.741.36
Sales Growth2.31-0.20
Cash-Flow Growth5.751.21
Book-Value Growth4.161.14
 
Fixed Income Style-
Morningstar Style Box®
Fixed Income Style
SizeRel to Cat
Total Market Value (Mil)GBP 6096
Maturity Distribution %
1 to 31.63
3 to 58.29
5 to 710.47
7 to 1011.10
10 to 154.50
15 to 203.85
20 to 3011.86
Over 300.34
Effective Maturity-
Effective Duration-
Credit Quality Breakdown %     %
AAA -   BB-
AA-   B-
A-   Below B-
BBB-   Not Rated-
 
Asset Allocation31/10/2019
Asset Allocation
 % Long% Short% Net Assets
Stock74.0315.1358.90
Bond59.6322.1037.54
Property0.000.000.00
Cash204.69212.45-7.76
Other5.440.005.44
World Regions31/10/2019
 % of EquityRelative to Category
United States15.350.37
Canada0.270.10
Latin America0.010.03
United Kingdom26.842.14
Eurozone51.503.02
Europe - ex Euro4.660.60
Europe - Emerging0.040.06
Africa0.000.00
Middle East0.070.38
Japan0.830.11
Australasia0.190.20
Asia - Developed0.160.03
Asia - Emerging0.080.03
 
Sector Weightings31/10/2019
 % of EquityRelative to Category
Basic MaterialsBasic Materials6.811.29
Consumer CyclicalConsumer Cyclical10.491.12
Financial ServicesFinancial Services16.961.01
Real EstateReal Estate8.991.54
Consumer DefensiveConsumer Defensive9.771.84
HealthcareHealthcare9.210.77
UtilitiesUtilities7.661.66
Communication ServicesCommunication Services5.370.62
EnergyEnergy6.851.59
IndustrialsIndustrials11.070.77
TechnologyTechnology6.810.51
 
Top 10 Holdings31/10/2019
 Portfolio
Total Number of Equity Holdings225
Total Number of Bond Holdings291
Assets in Top 10 Holdings91.99
NameSectorCountry% of Assets
Option on EURO STOXX 50 PR EURGermany33.66
US 10 Year Note (CBT) Dec19United States30.29
Option on FTSE 100 PR GBPUnited Kingdom13.46
Aberdeen Standard Liqdty (Lux) Stlg Z-1Luxembourg4.31
Etd FutureUnited States2.36
Mexico (United Mexican States) 10%Mexico2.31
Mexico (United Mexican States) 8%Mexico1.75
Mexico (United Mexican States) 8%Mexico1.37
Indonesia (Republic of) 7%Indonesia1.27
Indonesia (Republic of) 8.38%Indonesia1.21
 
 
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In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(https://www.morningstar.com/research/signature)

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