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 31/03/2011
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
1.8%
1 Year rank in sector
191/294
Sector
FO Fixed Int - Global
Yield
-
Fund size
£294m (£130m 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.
20
Top in this sector
Fund name1 Year
Capital Group GHIOL35.6%
Dodge & Cox Global Bond26.5%
SKAGEN Tellus24.9%
Morg Stnly Gbl Mrtg Securts24.4%
HSBC GIF Gbl AsBk Bd24.3%
...more in FO Fixed Int - Global

Performance snapshot

Holdings snapshot

  • USA40.6%
    Japan18.8%
    Others13.3%
    France5.6%
    UK5.4%
  • Government Bonds61.7%
    Asset/Mortgage-Backed Securities13.1%
    Financials7.9%
    Consumer Goods6.6%
    Others3.8%
  • US Fixed Interest40.6%
    Japanese Fixed Interest18.8%
    Global Fixed Interest13.3%
    French Fixed Interest5.6%
    UK Fixed Interest5.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.2%-3%-1.4%1.8%10.2%14%
Sector-1.7%-2.3%0.6%3.4%6%13.5%
Rank within sector123 / 314173 / 311225 / 306191 / 29484 / 23588 / 169
Quartile2nd3rd3rd3rd2nd3rd
Calendar performance
 YTD - 20162015201420132012
Fund2.2%0.7%7.2%-1.5%4.1%
Sector4%-1.6%3.7%-1.6%8.2%
Rank within sector193 / 29857 / 27460 / 235105 / 206134 / 171
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.
1.78
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.
0.77
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
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%.
2.97
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.
2.13
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.
0.63
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.
0.53
Price movement
52 week high12.23
52 week low11.56
Current bid price-
Current offer price-
Current mid price11.83
Region
1USA40.64%
2Japan18.78%
3Others13.3%
4France5.63%
5UK5.42%
6Germany4.94%
7Canada3.54%
8Italy3.06%
9Thailand1.82%
Industry sector
1Government Bonds61.71%
2Asset/Mortgage-Backed Securities13.1%
3Financials7.94%
4Consumer Goods6.62%
5Others3.77%
6Industrials3.36%
7Utilities2.02%
8Telecommunications1.48%
Asset type
1US Fixed Interest40.64%
2Japanese Fixed Interest18.78%
3Global Fixed Interest13.3%
4French Fixed Interest5.63%
5UK Fixed Interest5.42%
6German Fixed Interest4.94%
7Canadian Fixed Interest3.54%
8Italian Fixed Interest3.06%
9Thai Fixed Interest1.82%
Individual holdings
1JAPAN(GOVERNMENT OF) 0.1% BDS 20/12/19 JPY500004.01%
2JAPAN(GOVERNMENT OF) 0.2% BDS 20/09/18 JPY100003.21%
3TREASURY NOTE 1.75 31/12/202.74%
4TREASURY NOTE 0.88 31/05/20182.62%
5JAPAN(GOVERNMENT OF) 1% BDS 20/12/35 JPY500002.56%
6GERMANY(FEDERAL REPUBLIC OF) 0.1% BDS 15/04/23 EUR0.011.95%
7JAPAN(GOVERNMENT OF) 0.1% BDS 20/03/26 JPY500001.85%
8TREASURY NOTE 1.63 30/04/20231.76%
9TREASURY BOND 2.5 15/02/20461.63%
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 James31/03/2011Main responsibilities Dan is responsible for management and oversight of the Global Fixed Income team in London, Paris, Warsaw, Chicago, Toronto and Singapore including performance, process and people. He also co-manages our AIMS Target Return Strategy and will co-manage the upcoming Fixed Income absolute return proposition. Experience and qualifications Prior to assuming his current role, Dan was our Global Head of Rates and Multi-Strategy Fixed Income, responsible for our global rates businesses encompassing both developed and emerging market debt capabilities. In addition, he was responsible for our global liquidity and our multi strategy fixed income capability covering our global unconstrained bond and absolute return bond solutions. Before joining Aviva Investors in 2011, Dan was Chief Investment Officer at Fischer Francis Trees & Watts where he was responsible for fixed income, absolute return and global aggregate products. Previously, he held positions at ABN AMRO Asset Management and Mercury Asset Management.
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 price11.8306
CurrencyEUR
Price updated06/12/2016
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 price9.0415
CurrencyUSD
Price updated06/12/2016
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 price10.2734
CurrencyEUR
Price updated06/12/2016
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 price7.9105
CurrencyUSD
Price updated06/12/2016
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 price1243.4101
CurrencyGBP
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0OG2
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.