Fact sheet: Aviva Investors Gbl Agg Bd

Fund information
Fund name
Aviva Investors Global Aggregate Bond B EUR
Fund manager company
Aviva Investors Luxembourg SA
Fund type
Offshore Fund
Fund manager
  • Dan Jamessince 01/04/2011
Fund objective
The objective of the Fund is to earn income and increase the value of the Shareholder's investment over time.
Benchmark
  • Barclays Capital Global Aggregate Index EUR Hedged
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
4.9%
1 Year rank in sector
186/287
Sector
FO Fixed Int - Global
Yield
-
Fund size
£408m (£135m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
18
Top in this sector
Fund name1 Year
Capital Group GHIOL34.5%
Dodge & Cox Global Bond27.5%
Russell Gbl Bd27.2%
La Mondiale Global Bond26.9%
Aberdeen Global II GlGovtBd26.4%
...more in FO Fixed Int - Global

Performance snapshot

Holdings snapshot

  • USA41.4%
    Japan19.2%
    Others12.5%
    UK5.3%
    France4.7%
  • Government Bonds61.4%
    Asset/Mortgage-Backed Securities11.2%
    Financials9.4%
    Others6.1%
    Consumer Goods5.2%
  • US Fixed Interest41.4%
    Japanese Fixed Interest19.2%
    Global Fixed Interest12.5%
    UK Fixed Interest5.3%
    French Fixed Interest4.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.1%0.2%2.3%4.9%13.5%17.7%
Sector0%2%4.4%6.2%8.6%17.4%
Rank within sector173 / 305266 / 303236 / 301186 / 28780 / 22876 / 161
Quartile3rd4th4th3rd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund5.2%0.7%7.2%-1.5%4.1%
Sector6.4%-1.6%3.7%-1.6%8.2%
Rank within sector185 / 29756 / 27560 / 236103 / 204133 / 169
Quartile3rd1st2nd3rd4th
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
2.25
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.75
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
0.39
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
2.72
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
2
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
0.73
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.51
Price movement
52 week high12.23
52 week low11.56
Current bid price-
Current offer price-
Current mid price12.17
Region
1USA41.4%
2Japan19.17%
3Others12.49%
4UK5.27%
5France4.71%
6Germany4.49%
7Italy3.56%
8Canada3.01%
9Spain2.34%
Industry sector
1Government Bonds61.36%
2Asset/Mortgage-Backed Securities11.17%
3Financials9.42%
4Others6.13%
5Consumer Goods5.17%
6Industrials2.98%
7Telecommunications1.96%
8Utilities1.81%
Asset type
1US Fixed Interest41.4%
2Japanese Fixed Interest19.17%
3Global Fixed Interest12.49%
4UK Fixed Interest5.27%
5French Fixed Interest4.71%
6German Fixed Interest4.49%
7Italian Fixed Interest3.56%
8Canadian Fixed Interest3.01%
9Spanish Fixed Interest2.34%
Individual holdings
1JAPAN(GOVERNMENT OF) 0.1% BDS 20/12/19 JPY500004.93%
2TREASURY NOTE 1.75 31/12/203.96%
3JAPAN(GOVERNMENT OF) 0.2% BDS 20/09/18 JPY100002.85%
4JAPAN(GOVERNMENT OF) 1% BDS 20/12/35 JPY500002.33%
5JAPAN(GOVERNMENT OF) 0.1% BDS 20/03/26 JPY500001.91%
6JAPAN(GOVERNMENT OF) 1.5% NTS 20/03/45 JPY10001.83%
7TREASURY NOTE 1 31/12/171.49%
8POLAND(STATE TREASURY OF) 2.5% BDS 25/07/26 PLN10001.47%
9TREASURY BOND 3.75 15/11/431.45%
Management
Fund manager group
Aviva
Fund manager company
Aviva Investors Luxembourg SA
Fund type
Offshore Fund
Fund objective
The objective of the Fund is to earn income and increase the value of the Shareholder's investment over time.
Benchmark
  • Barclays Capital Global Aggregate Index EUR Hedged
Investment style
None
Investment method
Fixed Interest
Fund manager
NameSinceBiography
Dan James01/04/2011Dan James is the Head of Global Markets Alpha and he Joined investment industry in 1995 & Aviva investors in March 2011.His Experience and Qualification are, Dan joined Aviva Investors from Francis Trees & Watts (FFTW), where he was the Chief Investment officer (CIO) for absolute return, portable alpha strategies and short duration aggregate fixed income. He has also held senior role at Fortis Investment and ABN Amro Asset management including CIO for absolute return, head of portable alpha strategies and CIO for global aggregate fixed income. Dan began his career as portfolio manager specializing in high net worth client's portfolio at Mercury Asset management in London.Dan hold Investment management certificate from the CFA society of the UK.
Compliance
Transparent for German Tax, Distributor Status, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Belgium, Switzerland, United Kingdom, Luxembourg, Offshore, Taiwan - Province Of China
Aviva Investors Global Aggregate Bond B EUR
Initial charge5%
Annual charge0.7%
Min single investment£2,000
Min regular saving£2,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price12.1738
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN3K0
Aviva Investors Global Aggregate Bond B USD
Initial charge5%
Annual charge0.7%
Min single investment£2,000
Min regular saving£2,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.7017
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code12HO
Aviva Investors Global Aggregate Bond Bm EUR
Initial charge5%
Annual charge0.7%
Min single investment£2,000
Min regular saving£2,000
Available in ISANo
Ongoing charge (OCF)1.29%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.6491
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeN3K1
Aviva Investors Global Aggregate Bond Bm USD
Initial charge5%
Annual charge0.7%
Min single investment£2,000
Min regular saving£2,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price8.5657
CurrencyUSD
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code12HP
Aviva Investors Global Aggregate Bond Zh GBP
Initial charge-
Annual charge-
Min single investment£1,000,000
Min regular saving£2,000
Available in ISANo
Ongoing charge (OCF)0.12%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1272.9877
CurrencyGBP
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0OG2
Data provided by

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