Fact sheet: BlueBay EmgMt InvGrdCorpBd

Fund information
Fund name
BlueBay Emerging Market Investment Grade Corporate Bond R EUR
Fund manager company
BlueBay Asset Management
Fund type
Offshore Fund
Fund managers
  • Anthony Kettlesince 01/03/2006
  • Polina Kurdyavkosince 30/06/2005
  • Adam Borneleitsince 31/05/2008
Fund objective
To achieve a total return in excess of the JP Morgan Corporate Emerging Market Diversified High Grade Index.
Benchmark
  • JP Morgan Corporate Emerging Market Diversified High Grade Index
Investment style
Active
Investment method
Fixed Interest
Quick stats
1 Year return
1.5%
1 Year rank in sector
198/218
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
£321m (£324m 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.
78
Top in this sector
Fund name1 Year
UBS (L)BdSIC-Brazil$40.5%
Pictet Lat Am Lcl Cur Dt33.9%
Rubrics Ind Fxd Inc UCITS32.2%
Pioneer SICV-Emg Mkt Bd29%
Schroder ISF EmgMktBd28.3%
...more in FO Fixed Int - Emerging Markets

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-3.2%-4.3%-0.9%1.5%--
Sector-4.2%-3.4%2.8%6%-0.2%6.2%
Rank within sector85 / 227135 / 225196 / 223198 / 218--
Quartile2nd3rd4th4th
Calendar performance
 YTD - 20162015201420132012
Fund2.6%-2.3%---
Sector8.4%-7.3%-0.6%-7%14.7%
Rank within sector210 / 22088 / 203---
Quartile4th2nd
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 high122.19
52 week low112.57
Current bid price-
Current offer price-
Current mid price116.39
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 JP Morgan Corporate Emerging Market Diversified High Grade Index.
Benchmark
  • JP Morgan Corporate Emerging Market Diversified High Grade Index
Investment style
Active
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Anthony Kettle01/03/2006Anthony 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 Kurdyavko30/06/2005Polina 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.
Adam Borneleit31/05/2008Adam joined BlueBay in June 2008 from Pacific Investment Management Company (PIMCO) where he worked from 2000. He was part of the Emerging Markets Portfolio Management team with a focus on corporate bonds. Prior to that, he was a Credit Analyst in SunAmerica's high-yield bond group, a Manager at PriceWaterhouse Moscow's corporate finance group in Russia, and an Analyst in Prudential's private-placement group. Adam holds bachelor's degrees in both economics and French from the University of Pennsylvania's Wharton School and College of Arts and Sciences, and an MBA from Stanford University's Graduate School of Business.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, 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 Investment Grade Corporate 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 price117.41
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0M2M
BlueBay Emerging Market Investment Grade Corporate Bond B USD
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 price116.61
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQGT
BlueBay Emerging Market Investment Grade Corporate 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 price121.83
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code07BI
BlueBay Emerging Market Investment Grade Corporate Bond I EUR AIDiv
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 price97.32
CurrencyEUR
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code07BH
BlueBay Emerging Market Investment Grade Corporate 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 price101.96
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQGU
BlueBay Emerging Market Investment Grade Corporate Bond M EUR
Initial charge5%
Annual charge1%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.2%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price99.34
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE8TG
BlueBay Emerging Market Investment Grade Corporate 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 price116.39
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0QWL
BlueBay Emerging Market Investment Grade Corporate Bond R EUR AIDiv
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)-
Bid price-
Offer price-
Mid price98.05
CurrencyEUR
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeE9RD
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.