Equity

BlackRock Systematic Australian Equity Fund

Overview

Important Information: Capital at Risk. The value of investments and the income from them can fall as well as rise and are not guaranteed. Investors may not get back the amount originally invested.

The value of equities and equity-related securities can be affected by daily stock market movements. Other influential factors include political, economic news, company earnings and significant corporate events. The Fund uses quantitative models in order to make investment decisions. As market dynamics shift over time, a quantitative model may become less efficient or may even present deficiencies under certain market conditions.
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Performance

Performance

This chart has been left intentionally blank as there is less than one year's performance data.
Returns not available as there is less than one year’s performance data.
Returns not available as there is less than one year’s performance data.
Returns not available as there is less than one year’s performance data.

The figures shown relate to past performance. Past performance is not a reliable indicator of future performance. Markets could develop very differently in the future. It can help you to assess how the fund has been managed in the past

Share Class and Benchmark performance displayed in AUD, hedged share class benchmark performance is displayed in AUD.

Performance is shown on a Net Asset Value (NAV) basis, with gross income reinvested where applicable. The return of your investment may increase or decrease as a result of currency fluctuations if your investment is made in a currency other than that used in the past performance calculation. Source: Blackrock

Key Facts

Key Facts

Net Assets
-
Share Class launch date
09-Nov-2023
Share Class Currency
AUD
Asset Class
Equity
Initial Charge
0.00%
Management Fee
0.35%
Performance Fee
0.00%
Domicile
Switzerland
Management Company
BlackRock Asset Management Schweiz AG
Dealing Settlement
Trade Date + 2 days
Bloomberg Ticker
BLRSAIA
Net Assets of Fund
as of 10-Oct-2024
AUD 303’447’643.66
Fund Launch Date
09-Nov-2023
Base Currency
AUD
Benchmark Index
S&P/ASX 300 TR EOD
Ongoing Charges Figures
0.35%
ISIN
CH1274751614
Use of Income
Accumulating
Regulatory Structure
Non-UCITS KIID
Morningstar Category
-
Dealing Frequency
Daily, forward pricing basis
SEDOL
BRXD941

Portfolio Characteristics

Portfolio Characteristics

Number of Holdings
as of 30-Sept-2024
144
3y Beta
as of -
-
P/B Ratio
as of 30-Sept-2024
2.49
Standard Deviation (3y)
as of -
-
P/E Ratio
as of 30-Sept-2024
20.88

Sustainability Characteristics

Sustainability Characteristics

To be included in MSCI ESG Fund Ratings, 65% (or 50% for bond funds and money market funds) of the fund’s gross weight must come from securities with ESG coverage by MSCI ESG Research (certain cash positions and other asset types deemed not relevant for ESG analysis by MSCI are removed prior to calculating a fund’s gross weight; the absolute values of short positions are included but treated as uncovered), the fund’s holdings date must be less than one year old, and the fund must have at least ten securities. MSCI Ratings are currently unavailable for this fund.

Business Involvement

Business Involvement

Business Involvement metrics can help investors gain a more comprehensive view of specific activities in which a fund may be exposed through its investments.


Business Involvement metrics are not indicative of a fund’s investment objective, and, unless otherwise stated in fund documentation and included within a fund’s investment objective, do not change a fund’s investment objective or constrain the fund’s investable universe, and there is no indication that an ESG or Impact focused investment strategy or exclusionary screens will be adopted by a fund. For more information regarding a fund's investment strategy, please see the fund's prospectus.


Review the MSCI methodology behind the Business Involvement metrics, using links below.

MSCI - Controversial Weapons
as of 30-Sept-2024
0.00%
MSCI - Nuclear Weapons
as of 30-Sept-2024
0.00%
MSCI - Civilian Firearms
as of 30-Sept-2024
0.00%
MSCI - Tobacco
as of 30-Sept-2024
0.00%
MSCI - UN Global Compact Violators
as of 30-Sept-2024
0.00%
MSCI - Thermal Coal
as of 30-Sept-2024
10.43%
MSCI - Oil Sands
as of 30-Sept-2024
0.00%

Business Involvement Coverage
as of 30-Sept-2024
99.99%
Percentage of Fund not covered
as of 30-Sept-2024
0.01%
BlackRock business involvement exposures as shown above for Thermal Coal and Oil Sands are calculated and reported for companies that generate more than 5% of revenue from thermal coal or oil sands as defined by MSCI ESG Research. For the exposure to companies that generate any revenue from thermal coal or oil sands (at a 0% revenue threshold), as defined by MSCI ESG Research, it is as follows: Thermal Coal 12.01% and for Oil Sands 0.00%.

Business Involvement metrics are calculated by BlackRock using data from MSCI ESG Research which provides a profile of each company’s specific business involvement. BlackRock leverages this data to provide a summed up view across holdings and translates it to a fund's market value exposure to the listed Business Involvement areas above.


Business Involvement metrics are designed only to identify companies where MSCI has conducted research and identified as having involvement in the covered activity. As a result, it is possible there is additional involvement in these covered activities where MSCI does not have coverage. This information should not be used to produce comprehensive lists of companies without involvement. Business Involvement metrics are only displayed if at least 1% of the fund’s gross weight includes securities covered by MSCI ESG Research.

ESG Integration

ESG Integration

ESG integration is the practice of incorporating financially material environmental, social and governance (ESG) data or information into the investment decision process with the objective of enhancing risk-adjusted returns of our clients’ portfolios. Unless otherwise stated in Fund documentation or included within the Fund's investment objective, inclusion of this statement does not imply that the Fund has an ESG-aligned investment objective or strategy, but rather describes how ESG data or information is considered as part of the overall investment process.

The Fund manager may include ESG considerations in the research and decision phases of the investment process. Funds with ESG-related objectives may also include ESG considerations in the portfolio construction phase of the investment process. The research phase may include relevant, internal ESG research used to assess certain characteristics, including, but not limited to, economic and environmental transition, market structure, superior growth, management quality, and risk characteristics associated with environmental, social, and governance matters. ESG insights may be combined with other internal research views to inform active portfolio weighting versus a reference benchmark (or weighting implemented to achieve an absolute return outcome, if applicable). The Fund manager conducts regular portfolio reviews with the Risk and Quantitative Analysis group and with the Chief Investment Officers. These reviews include discussion, where appropriate, of the portfolio's exposure to material ESG risks, as well as exposure to sustainability-related business involvements, climate metrics, and other factors.

 

Risk Indicator

Risk Indicator

1
2
3
4
5
6
7
Low Risk High Risk
Typically low rewards Typically high rewards

Ratings

Portfolio Managers

Portfolio Managers

Ryan Kim
Ryan Kim
Siya Gao
Siya Gao

Holdings

Holdings

as of 30-Sept-2024
Name Weight (%)
BHP GROUP LTD 10.19
COMMONWEALTH BANK OF AUSTRALIA 9.90
CSL LTD 6.25
ANZ GROUP HOLDINGS LTD 4.61
NATIONAL AUSTRALIA BANK LTD 3.46
Name Weight (%)
WESTPAC BANKING CORP 3.26
WESFARMERS LTD 3.13
GOODMAN GROUP 2.39
MACQUARIE GROUP LTD 2.19
RIO TINTO LTD 2.03
Holdings subject to change

Exposure Breakdowns

Exposure Breakdowns

as of 30-Sept-2024

% of Market Value

Type Fund Benchmark Net
Negative weightings may result from specific circumstances (including timing differences between trade and settle dates of securities purchased by the funds) and/or the use of certain financial instruments, including derivatives, which may be used to gain or reduce market exposure and/or risk management. Allocations are subject to change.

Pricing & Exchange

Pricing & Exchange

Investor Class Currency NAV NAV Amount Change NAV % Change NAV As Of 52wk High 52wk Low ISIN
Class Z AUD 1’196.84 3.03 0.25 09-Oct-2024 1’206.91 993.77 CH1274751614

PRIIPs Performance Scenarios

PRIIPs Performance Scenarios

The EU Packaged Retail and Insurance-Based Products Regulation (PRIIPs) prescribes the calculation methodology, and publication of the outcomes, of four hypothetical performance scenarios regarding how the product may perform under certain conditions and for such to be published on a monthly basis. The figures shown include all the costs of the product itself, but may not include all the costs that you pay to your advisor or distributor. The figures do not take into account your personal tax situation, which may also affect how much you get back. What you will get from this product depends on future market performance. Market developments in the future are uncertain and cannot be accurately predicted. The unfavourable, moderate, and favourable scenarios shown are illustrations using the worst, average, and best performance of the product, which may include input from benchmark(s) / proxy, over the last ten years.
Recommended holding period : 5 years
Example Investment AUD 15’000
Scenario
If you exit after 1 year
If you exit after 5 years

Minimum

There is no minimum guaranteed return. You could lose some or all of your investment.

Stress

What you might get back after costs
Average return each year
10’380 AUD
-30.8%
3’940 AUD
-23.4%

Unfavourable

What you might get back after costs
Average return each year
12’750 AUD
-15.0%
15’610 AUD
0.8%

Moderate

What you might get back after costs
Average return each year
16’340 AUD
8.9%
21’880 AUD
7.8%

Favourable

What you might get back after costs
Average return each year
20’630 AUD
37.5%
24’830 AUD
10.6%

The stress scenario shows what you might get back in extreme market circumstances.



Literature

Literature