Fact sheet: BlueBay Fin Cap Bd

Fund information
Fund name
BlueBay Financial Capital Bond C 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 BofA Merrill Lynch Contingent Capital Index USD Hedged from a portfolio of subordinated debt securities issued by financial institutions.
Benchmark
  • BofA Merrill Lynch Contingent Capital Index USD Hedged
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Fixed Int - Global
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.
1.05%
Fund size
£0m
Top in this sector
Fund name1 Year
Capital Group GHIOL35.6%
Dodge & Cox Global Bond27.3%
HSBC GIF Gbl AsBk Bd24.3%
SKAGEN Tellus23.4%
Russell Gbl Bd23.4%
...more in FO Fixed Int - Global

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.7%0.3%7%---
Sector-1.6%-2.1%0.7%3.5%6.2%13.7%
Rank within sector13 / 31550 / 31220 / 306---
Quartile1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund-----
Sector4.2%-1.6%3.7%-1.6%8.2%
Rank within sector-----
Quartile
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 high107.64
52 week low98.26
Current bid price-
Current offer price-
Current mid price107.97
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 BofA Merrill Lynch Contingent Capital Index USD Hedged from a portfolio of subordinated debt securities issued by financial institutions.
Benchmark
  • BofA Merrill Lynch Contingent Capital Index USD Hedged
Investment style
None
Investment method
Fixed Interest
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, Estonia, European Economic Community, Finland, France, United Kingdom, Ireland, Italy, Lithuania, Luxembourg, Latvia, Netherlands, Norway, New Zealand, Offshore, Singapore, Sweden
BlueBay Financial Capital 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 price106.51
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFSVU
BlueBay Financial Capital Bond C GBP
Initial charge5%
Annual charge2%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.05%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price105.7
CurrencyGBP
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEA4S
BlueBay Financial Capital Bond C USD
Initial charge5%
Annual charge2%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.05%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price107.97
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE7QJ
BlueBay Financial Capital Bond I USD
Initial charge-
Annual charge-
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 price111.19
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQYA
BlueBay Financial Capital 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 price110.26
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE6RK
BlueBay Financial Capital Bond Q EUR
Initial charge-
Annual charge2%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price103.81
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFTWW
BlueBay Financial Capital Bond Q USD
Initial charge5%
Annual charge2%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price104.22
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE23P
BlueBay Financial Capital Bond R USD
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 price110.18
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFR2I
BlueBay Financial Capital Bond S EUR
Initial charge-
Annual charge2%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.8%
Total expense ratio (TER)0.8%
Bid price-
Offer price-
Mid price110.03
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQXT
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.