Fact sheet: BlueBay Gbl Convble Bd

Fund information
Fund name
BlueBay Global Convertible Bond C USD
Fund manager company
BlueBay Asset Management
Fund type
Offshore Fund
Fund managers
  • Pierre-Henri de Monts de Savassesince 30/06/2014
  • Mike Reedsince 30/09/2007
  • Lydia Chaumontsince 30/06/2014
Fund objective
To achieve a total return in excess of the Thomson Reuters Global Convertible Focus Index USD from a portfolio of convertible securities.
Benchmark
  • Thomson Reuters Global Convertible Focus
Investment style
Active
Investment method
Convertibles
Quick stats
1 Year return
-2%
1 Year rank in sector
48/72
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.
1.05%
Fund size
£466m (£504m 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.
74
Top in this sector
Fund name1 Year
Man Convertibles Am9.4%
CQS Global Convertible UCITS5.3%
Oaktree OaktreGbCnvBd3.5%
Franklin Gl Cnvtl Secrts3.4%
HAM Gbl Convtbl Bd2.9%
...more in FO Convertible

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-2.9%-4.6%-2.2%-2%--
Sector0.4%-0.9%1.1%-1.1%6.3%28.8%
Rank within sector72 / 7373 / 7371 / 7348 / 72--
Quartile4th4th4th3rd
Calendar performance
 YTD - 20162015201420132012
Fund-1.5%-1.9%---
Sector-0.5%2.9%2.3%11.7%10.9%
Rank within sector49 / 7264 / 67---
Quartile3rd4th
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 high108.93
52 week low97.81
Current bid price-
Current offer price-
Current mid price103.77
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 Global Convertible Focus Index USD from a portfolio of convertible securities.
Benchmark
  • Thomson Reuters Global Convertible Focus
Investment style
Active
Investment method
Convertibles
Fund managers
NameSinceBiography
Pierre-Henri de Monts de Savasse30/06/2014Pierre-Henri de Monts, Assistant Vice President, joined CSAM in October 2002 as a risk analyst. His responsibilities include portfolio management, risk management and quantitative analysis together with the maintenance and development for CSAM's proprietary risk and asset allocation systems. Pierre-Henri started his career in 1999 at Paribas Asset Management as a fixed income assistant portfolio manager, moving on to a role as a quantitative research analyst working on a global asset allocation strategy within BNP Paribas Asset Management. He has a BSc equivalent in Pure Mathematics and a Masters in Engineering (with a major in Applied Mathematics) from the Ecole Centrale de Lyon.
Mike Reed30/09/2007Mike joined BlueBay in October 2007 from Pendragon, where, as a Partner, he ran the company’s convertible arbitrage strategies. Prior to that, he was a Managing Director of Salomon Brothers, responsible for international convertible bond trading between 1994 and 2002. Michael joined the Japanese Warrant Arbitrage desk at Salomon in 1989 and spent 2 years trading Japanese Warrant Arbitrage in Tokyo. Michael holds a Bachelor of Engineering from Southampton University.
Lydia Chaumont30/06/2014
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Distributor Status, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Chile, Germany, Denmark, Spain, Estonia, European Economic Community, Finland, France, United Kingdom, Ireland, Italy, Lithuania, Luxembourg, Latvia, Netherlands, Norway, Offshore, Singapore, Sweden
BlueBay Global Convertible Bond B CHF
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 price106.24
CurrencyCHF
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code09JD
BlueBay Global Convertible Bond B EUR
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 price143.62
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code09JB
BlueBay Global 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 price178.81
CurrencyGBP
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code09JC
BlueBay Global Convertible Bond B Perf BHedged EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.8%
Total expense ratio (TER)0.8%
Bid price-
Offer price-
Mid price92.09
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFUEJ
BlueBay Global Convertible Bond B Perf BHedged USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.8%
Total expense ratio (TER)0.8%
Bid price-
Offer price-
Mid price93.73
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFUEK
BlueBay Global Convertible Bond B Perf EUR
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.8%
Total expense ratio (TER)0.8%
Bid price-
Offer price-
Mid price98.58
CurrencyEUR
Price updated09/07/2015
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQFE
BlueBay Global Convertible Bond B Perf USD
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.8%
Total expense ratio (TER)0.8%
Bid price-
Offer price-
Mid price101.15
CurrencyUSD
Price updated22/03/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQFD
BlueBay Global 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 price140.43
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code09JA
BlueBay Global Convertible Bond C EUR
Initial charge-
Annual charge-
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.05%
Bid price-
Offer price-
Mid price99.4
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE9CR
BlueBay Global Convertible Bond C GBP AIDiv
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)1.05%
Bid price-
Offer price-
Mid price92.75
CurrencyGBP
Price updated06/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeE2RT
BlueBay Global Convertible Bond C USD
Initial charge-
Annual charge2%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.05%
Total expense ratio (TER)1.05%
Bid price-
Offer price-
Mid price103.77
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQHN
BlueBay Global Convertible Bond C USD AIDiv
Initial charge-
Annual charge2%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.05%
Total expense ratio (TER)1.05%
Bid price-
Offer price-
Mid price86.38
CurrencyUSD
Price updated06/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFRYM
BlueBay Global Convertible Bond D GBP QIDiv
Initial charge-
Annual charge1%
Min single investment£50,000
Min regular saving£2,500
Available in ISANo
Ongoing charge (OCF)1.2%
Total expense ratio (TER)1.2%
Bid price-
Offer price-
Mid price117.01
CurrencyGBP
Price updated06/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeM8T2
BlueBay Global Convertible Bond DR GBP QIDiv
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 price97.37
CurrencyGBP
Price updated06/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeM8T3
BlueBay Global Convertible Bond I AUD
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.16%
Total expense ratio (TER)1.16%
Bid price-
Offer price-
Mid price116.2
CurrencyAUD
Price updated23/07/2015
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQFP
BlueBay Global Convertible Bond I BHedged EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.16%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price97.05
CurrencyEUR
Price updated09/11/2015
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFU6T
BlueBay Global Convertible Bond I CAD ACDiv
Initial charge-
Annual charge-
Min single investment£500,000
Min regular saving£25,000
Available in ISANo
Ongoing charge (OCF)1.03%
Total expense ratio (TER)1.16%
Bid price-
Offer price-
Mid price92.78
CurrencyCAD
Price updated06/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFQHL
BlueBay Global Convertible Bond I CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.16%
Total expense ratio (TER)1.16%
Bid price-
Offer price-
Mid price95.83
CurrencyCHF
Price updated11/08/2015
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQGQ
BlueBay Global Convertible Bond I EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.16%
Total expense ratio (TER)1.16%
Bid price-
Offer price-
Mid price168.99
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code09JJ
BlueBay Global Convertible Bond I EUR AIDiv
Initial charge5%
Annual charge1%
Min single investment£500,000
Min regular saving£25,000
Available in ISANo
Ongoing charge (OCF)1.16%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price94.22
CurrencyEUR
Price updated06/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE83V
BlueBay Global Convertible Bond I GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.16%
Total expense ratio (TER)1.16%
Bid price-
Offer price-
Mid price176.13
CurrencyGBP
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code09JK
BlueBay Global Convertible Bond I Perf USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.76%
Total expense ratio (TER)0.76%
Bid price-
Offer price-
Mid price181.27
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code09J9
BlueBay Global Convertible 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 price180.79
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code09JI
BlueBay Global Convertible Bond I USD AIDiv
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 price87.84
CurrencyUSD
Price updated06/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFQFF
BlueBay Global Convertible Bond M GBP
Initial charge-
Annual charge1%
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 price101.51
CurrencyGBP
Price updated19/07/2015
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQHM
BlueBay Global Convertible Bond R CHF
Initial charge-
Annual charge-
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 price109.75
CurrencyCHF
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0GBZ
BlueBay Global Convertible Bond R EUR
Initial charge-
Annual charge-
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 price114
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code09JG
BlueBay Global Convertible Bond R EUR AIDiv
Initial charge-
Annual charge-
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 price99.59
CurrencyEUR
Price updated06/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code09JH
BlueBay Global Convertible Bond R NOK
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.95%
Total expense ratio (TER)1.95%
Bid price-
Offer price-
Mid price1183.31
CurrencyNOK
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0HF9
BlueBay Global Convertible 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 price135.13
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code09JE
BlueBay Global Convertible Bond R USD AIDiv
Initial charge-
Annual charge-
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 price95.77
CurrencyUSD
Price updated06/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code09JF
BlueBay Global Convertible Bond S Bhedged CHF
Initial charge5%
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.8%
Total expense ratio (TER)0.8%
Bid price-
Offer price-
Mid price97.53
CurrencyCHF
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE2RU
BlueBay Global Convertible Bond S Bhedged EUR
Initial charge5%
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.8%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100.67
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE53U
BlueBay Global Convertible Bond S Bhedged EUR AIDiv
Initial charge5%
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.8%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price99.3
CurrencyEUR
Price updated06/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeE7HH
BlueBay Global Convertible 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 price94.55
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQJT
BlueBay Global Convertible Bond S USD
Initial charge-
Annual charge-
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 price97.24
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQJU
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.