MoneyAM Fund Centre

Quick Stats

Fund Objective

The Fund aims to provide a return on your investment (generated through an increase in the value of the assets held by the Fund and/or income received from those assets) over the long term (5 consecutive years) which exceeds 3 month GBP LIBOR by 3.5 % (gross of fees). The Fund will invest on a global basis in any or all of the following asset classes: equity securities (e.g. shares), fixed income securities (e.g. bonds), permitted money-market instruments (e.g. debt instruments with short-term maturities), permitted deposits, cash, other funds and derivatives (i.e. investments the prices of which are based on one or more underlying assets). The above-mentioned asset classes and the extent to which the Fund is invested in these may vary without limit depending on market conditions and other factors at the investment manager’s discretion.

Fund Managers

Philip Hodges

Philip Hodges, PhD, Managing Director, is Head of Research for BlackRock's Factor-Based Strategies Group which manages macro and style factor multi-asset funds. The group optimizes factors to help meet investment outcomes, such as retirement savings, factor advisory mandates and bespoke factor solutions, and develops factor analytics tools leveraging BlackRock's Aladdin platform. Dr. Hodges is deputy CIO for the team's flagship factor strategies: Market Advantage and Style Advantage. Dr. Hodges' service with the firm dates back to 2007, including his years with Barclays Global Investors (BGI), which merged with BlackRock in 2009. Previously, Dr. Hodges has served as a research officer within the Client Solutions group in San Francisco and a quantitative analyst within the Liability Driven Investment team in London. Prior to joining BGI, Dr. Hodges was a post-doctoral research associate in physical chemistry at the University of Oxford and University Lyon I. Dr. Hodges earned a MChem degree in chemistry and a D.Phil. in molecular spectroscopy from the University of Oxford in 2002 and 2006, respectively.

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