Fact sheet: BlueBay Emg Mkt Agg Bd

Fund information
Fund name
BlueBay Emerging Market Aggregate Bond R USD
Fund manager company
BlueBay Asset Management
Fund type
Offshore Fund
Fund managers
  • Jana Velebovasince 05/07/2015
  • David Dowsettsince 05/07/2015
  • Anthony Kettlesince 05/07/2015
  • Polina Kurdyavkosince 05/07/2015
Fund objective
No data available.
Benchmark
No data available.
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
9.5%
1 Year rank in sector
92/218
Sector
FO Fixed Int - Emerging Markets
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
1.7%
Fund size
£11m (£24m 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.
86
Top in this sector
Fund name1 Year
Aberdeen Global II EMTlRB480%
UBS (L)BdSIC-Brazil$46%
Pictet Lat Am Lcl Cur Dt36%
Ashmore EMHghYldCrDb29.9%
Gramercy Allct Emg Mket Debt27%
...more in FO Fixed Int - Emerging Markets

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0%3.7%0.1%9.5%--
Sector0.6%4.4%1.2%9.5%5.8%5.9%
Rank within sector173 / 234134 / 233151 / 22592 / 218--
Quartile3rd3rd3rd2nd
Calendar performance
 YTD - 20172016201520142013
Fund3.4%8.6%---
Sector4.1%10.2%-7.3%-0.6%-7%
Rank within sector136 / 233135 / 217---
Quartile3rd3rd
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high110.61
52 week low100.5
Current bid price-
Current offer price-
Current mid price110.35
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
BlueBay Asset Management
Fund manager company
BlueBay Asset Management
Fund type
Offshore Fund
Fund objective
No data available.
Benchmark
No data available.
Investment style
None
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Jana Velebova05/07/2015
David Dowsett05/07/2015David joined BlueBay in April 2002. Previously he spent seven years at Deutsche Asset Management (formerly Morgan Grenfell Asset Management) where he was a Board Director with responsibility for emerging markets and a member of the Investment Policy Committee for all fixed income. David has a BA (Hons) degree in Politics and Economics from Durham University.
Anthony Kettle05/07/2015Anthony Kettle is Portfolio Manager - Emerging Market Corporate Debt Group. He joined BlueBay Asset Management LLP in 2006. Previously, he held a management position at National Australia Bank. Anthony holds a Bachelor of Commerce degree from the University of Melbourne, a Graduate Diploma in Applied Finance and Investment from the Australian Securities and Investments Commission, and is a CFA charterholder.
Polina Kurdyavko05/07/2015Polina joined BlueBay in July 2005 from UBS where she worked as a Credit Analyst in EMEA corporate research. Her role involved secondary coverage of CEEMEA issuers and research support for primary issuance of select corporates. Prior to this, Polina was with Alliance Capital where she started as an emerging markets equity analyst and then moved on to pioneer emerging markets quantitative research at Alliance. Polina holds an MSc (Hons) in Finance from the People’s Friendship University of Russia, Moscow and is a CFA charterholder.
Compliance
IA Recognised, Reporting Fund Status, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, Estonia, Finland, France, United Kingdom, Ireland, Italy, Lithuania, Luxembourg, Latvia, Netherlands, Norway, Offshore, Singapore, Sweden
BlueBay Emerging Market Aggregate Bond B GBP
Initial charge-
Annual charge-
Min single investment£50,000
Min regular saving£2,500
Available in ISANo
Ongoing charge (OCF)1.3%
Total expense ratio (TER)1.3%
Bid price-
Offer price-
Mid price110.36
CurrencyGBP
Price updated20/10/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVGC
BlueBay Emerging Market Aggregate Bond B USD
Initial charge5%
Annual charge1.1%
Min single investment£100,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.3%
Total expense ratio (TER)1.3%
Bid price-
Offer price-
Mid price111.27
CurrencyUSD
Price updated22/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVGD
BlueBay Emerging Market Aggregate Bond I USD
Initial charge5%
Annual charge1.1%
Min single investment£500,000
Min regular saving£25,000
Available in ISANo
Ongoing charge (OCF)1.26%
Total expense ratio (TER)1.26%
Bid price-
Offer price-
Mid price111.18
CurrencyUSD
Price updated22/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVFD
BlueBay Emerging Market Aggregate Bond R USD
Initial charge5%
Annual charge1.5%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.7%
Total expense ratio (TER)1.7%
Bid price-
Offer price-
Mid price110.35
CurrencyUSD
Price updated22/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFVFE
Data provided by

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