Fact sheet: BlueBay EmgMktConvtlBd

Fund information
Fund name
BlueBay Emerging Market Convertible Bond R USD
Fund manager company
BlueBay Asset Management
Fund type
Offshore Fund
Fund manager
No data available.
Fund objective
To achieve a total return in excess of the Thomson Reuters Growth Markets Convertible Bond Index (USD) from a portfolio of convertible securities.
Benchmark
  • Thomson Reuters Growth Markets Convertible Bond Index (USD)
Investment style
Active
Investment method
Convertibles
Quick stats
1 Year return
3.6%
1 Year rank in sector
22/71
Sector
FO Convertible
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
£13m (£31m 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.
64
Top in this sector
Fund name1 Year
Man Convertibles Am10.5%
Franklin Gl Cnvtl Secrts8.4%
CQS Global Convertible UCITS7.8%
HAM Gbl Convtbl Bd6.8%
Calamos Gbl Convtl Opps6.3%
...more in FO Convertible

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.6%5.2%4%3.6%1.8%-
Sector0.3%2.7%2.9%1.8%8.6%31.5%
Rank within sector17 / 7414 / 7424 / 7422 / 7159 / 62-
Quartile1st1st2nd2nd4th
Calendar performance
 YTD - 20162015201420132012
Fund3.6%-4.3%0.2%8.7%-
Sector0.2%2.9%2.3%11.7%10.9%
Rank within sector11 / 7368 / 6855 / 6241 / 56-
Quartile1st4th4th3rd
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.
-2.11
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.
0.93
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%.
7.08
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.
4.52
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.
-0.54
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.
0.59
Price movement
52 week high111.34
52 week low103.16
Current bid price-
Current offer price-
Current mid price111.03
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
To achieve a total return in excess of the Thomson Reuters Growth Markets Convertible Bond Index (USD) from a portfolio of convertible securities.
Benchmark
  • Thomson Reuters Growth Markets Convertible Bond Index (USD)
Investment style
Active
Investment method
Convertibles
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Chile, Germany, Denmark, Spain, Estonia, Finland, France, United Kingdom, Ireland, Italy, Lithuania, Luxembourg, Latvia, Netherlands, Norway, Offshore, Singapore, Sweden
BlueBay Emerging Market Convertible Bond B EUR
Initial charge-
Annual charge1%
Min single investment£100,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)1.2%
Total expense ratio (TER)1.2%
Bid price-
Offer price-
Mid price110.46
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFB0L
BlueBay Emerging Market Convertible Bond B GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.2%
Total expense ratio (TER)1.2%
Bid price-
Offer price-
Mid price95.02
CurrencyGBP
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQIG
BlueBay Emerging Market Convertible Bond B USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.2%
Total expense ratio (TER)1.2%
Bid price-
Offer price-
Mid price113.21
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQIF
BlueBay Emerging Market Convertible Bond D GBP QIDiv
Initial charge-
Annual charge1%
Min single investment£5,000
Min regular saving£2,500
Available in ISANo
Ongoing charge (OCF)1.2%
Total expense ratio (TER)1.2%
Bid price-
Offer price-
Mid price96.09
CurrencyGBP
Price updated23/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFAMC
BlueBay Emerging Market Convertible Bond I EUR
Initial charge-
Annual charge1%
Min single investment£500,000
Min regular saving£25,000
Available in ISANo
Ongoing charge (OCF)1.16%
Total expense ratio (TER)1.16%
Bid price-
Offer price-
Mid price103.73
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFB0K
BlueBay Emerging Market Convertible Bond I USD
Initial charge-
Annual charge1%
Min single investment£500,000
Min regular saving£25,000
Available in ISANo
Ongoing charge (OCF)1.16%
Total expense ratio (TER)1.16%
Bid price-
Offer price-
Mid price113.39
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFB0J
BlueBay Emerging Market Convertible Bond R EUR
Initial charge-
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 price108.31
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFB0N
BlueBay Emerging Market Convertible Bond R USD
Initial charge-
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.7%
Total expense ratio (TER)1.7%
Bid price-
Offer price-
Mid price111.03
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFB0M
Data provided by

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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.