Standard Life Investments Global SICAV - Global Absolute Return Strategies Fund A Acc USD Hedged

Investment Style Details31/03/2020
Morningstar Style Box®
Equity Style
SizeRel to Cat
Average Mkt Cap (Mil)EUR 30787-
Market Capitalisation% of Equity
Giant28.32
Large41.82
Medium28.96
Small0.90
Micro0.00
Valuations and Growth RatesEquity PortfolioRelative to Category
Price/Prospective Earnings17.810.90
Price/Book1.870.95
Price/Sales1.941.37
Price/Cash Flow10.231.16
Dividend-Yield Factor3.531.31
 
Long-Term Projected Earnings Growth8.720.46
Historical Earnings Growth10.651.96
Sales Growth-2.98-0.86
Cash-Flow Growth7.940.36
Book-Value Growth6.490.83
 
Fixed Income Style-
Morningstar Style Box®
Fixed Income Style
SizeRel to Cat
Total Market Value (Mil)EUR 2242
Maturity Distribution %
1 to 32.22
3 to 518.86
5 to 76.77
7 to 1013.97
10 to 152.35
15 to 202.71
20 to 306.40
Over 300.08
Effective Maturity-
Effective Duration-
Credit Quality Breakdown %     %
AAA -   BB-
AA-   B-
A-   Below B-
BBB-   Not Rated-
 
Asset Allocation31/03/2020
Asset Allocation
 % Long% Short% Net Assets
Stock20.8624.09-3.23
Bond82.7868.1414.65
Property0.020.000.02
Cash278.16195.2082.96
Other2.131.540.58
World Regions31/03/2020
 % of EquityRelative to Category
United States45.841.05
Canada1.100.66
Latin America0.000.00
United Kingdom1.410.13
Eurozone31.701.72
Europe - ex Euro14.861.77
Europe - Emerging0.000.00
Africa0.000.00
Middle East0.381.19
Japan3.130.58
Australasia0.651.34
Asia - Developed0.510.11
Asia - Emerging0.410.08
 
Sector Weightings31/03/2020
 % of EquityRelative to Category
Basic MaterialsBasic Materials1.440.27
Consumer CyclicalConsumer Cyclical4.250.39
Financial ServicesFinancial Services7.900.62
Real EstateReal Estate30.496.01
Consumer DefensiveConsumer Defensive4.990.75
HealthcareHealthcare8.600.59
UtilitiesUtilities15.854.20
Communication ServicesCommunication Services5.090.52
EnergyEnergy1.880.76
IndustrialsIndustrials13.181.03
TechnologyTechnology6.320.40
 
Top 10 Holdings31/03/2020
 Portfolio
Total Number of Equity Holdings186
Total Number of Bond Holdings325
Assets in Top 10 Holdings23.15
NameSectorCountry% of Assets
Aberdeen Standard Liqdty (Lux) Euro Z3Luxembourg9.16
Republic of South Africa 8%South Africa3.41
Equity OptionUnited States1.94
Etd FutureJapan1.80
Etd FutureUnited States1.55
Mexico (United Mexican States) 10%Mexico1.39
Total Return SwapUnited States1.32
Mexico (United Mexican States) 8%Mexico0.96
Mexico (United Mexican States) 10%Mexico0.84
Secretaria Tesouro Nacional 10%Brazil0.77
 
 
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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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