Fact sheet: BlueBay Inv Gr Eur Agg

Fund information
Fund name
BlueBay Investment Grade Euro Aggregate Bond C EUR
Fund manager company
BlueBay Asset Management
Fund type
Offshore Fund
Fund managers
  • Raphael Robelinsince 01/08/2003
  • Mark Dowdingsince 01/08/2010
  • Russel Matthewssince 01/09/2010
Fund objective
To achieve a total return in excess of the Barclays Euro Aggregate Index from a portfolio of investment grade-rated fixed income securities.
Benchmark
  • Barclays Euro Aggregate
Investment style
Active
Investment method
Fixed Interest
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Fixed Int - EUR Investment Grade
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.
0.46%
Fund size
£1,700m (£1,253m last year)
Top in this sector
Fund name1 Year
Capital Group EBdFL26.7%
Russell IC II Euro FI25.1%
BlueBay Inv Grd € Govt Bd10.7%
Fidelity Core Euro Bond8.1%
Robeco Inv Grd Corp Bds7.9%
...more in FO Fixed Int - EUR Investment Grade

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.6%5.5%4.2%---
Sector-0.2%2.4%3.4%6.3%17.1%37.3%
Rank within sector3 / 624 / 628 / 62---
Quartile1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund-----
Sector5.7%-0.2%8.9%3.4%15.2%
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 high106.17
52 week low99.31
Current bid price-
Current offer price-
Current mid price105.99
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 Barclays Euro Aggregate Index from a portfolio of investment grade-rated fixed income securities.
Benchmark
  • Barclays Euro Aggregate
Investment style
Active
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Raphael Robelin01/08/2003Raphael joined BlueBay in August 2003 from Invesco where he was the Head of European Investment Grade Credit and managed Invesco’s top decile performing corporate investment grade bond fund. Prior to that, Raphael was a Portfolio Manager with BNP Group and Saudi International Bank.
Mark Dowding01/08/2010Mark Dowding Partner, Co-Head Investment Grade - Senior Portfolio Manager Mark joined BlueBay in August 2010 from Deutsche Asset Management, where he was Head of Fixed Income in Europe. Prior to this, Mark was Head of Fixed Income in Europe for Invesco, where he worked with Raphael Robelin, prior to Raphael joining BlueBay in 2003. Mark started his career as a Fixed Income Portfolio Manager at Morgan Grenfell in 1993 and holds a BA Hons in Economics from the University of Warwick.
Russel Matthews01/09/2010Russel began his investment career in 1997 & joined the Group in 2000. He has completed his Bachelor of Arts, Journalism & Economics from Rhodes University & his Postgraduate Diploma in Management from the University of Cape Town.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV 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, Offshore, Singapore, Sweden
BlueBay Investment Grade Euro Aggregate Bond B CHF
Initial charge-
Annual charge0.5%
Min single investment£100,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price110.24
CurrencyCHF
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQGR
BlueBay Investment Grade Euro Aggregate Bond B EUR
Initial charge-
Annual charge0.5%
Min single investment£100,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price121.88
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQFV
BlueBay Investment Grade Euro Aggregate Bond B GBP
Initial charge-
Annual charge0.5%
Min single investment£50,000
Min regular saving£2,500
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price115.73
CurrencyGBP
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQFX
BlueBay Investment Grade Euro Aggregate Bond B USD
Initial charge-
Annual charge0.5%
Min single investment£100,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price147.09
CurrencyUSD
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQFW
BlueBay Investment Grade Euro Aggregate Bond C EUR
Initial charge5%
Annual charge2%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.46%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price105.99
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE4TJ
BlueBay Investment Grade Euro Aggregate Bond I EUR
Initial charge-
Annual charge0.5%
Min single investment£500,000
Min regular saving£25,000
Available in ISANo
Ongoing charge (OCF)0.57%
Total expense ratio (TER)0.57%
Bid price-
Offer price-
Mid price162.73
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0MEL
BlueBay Investment Grade Euro Aggregate Bond I EUR AIDiv
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.57%
Total expense ratio (TER)0.57%
Bid price-
Offer price-
Mid price112.13
CurrencyEUR
Price updated22/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFQGC
BlueBay Investment Grade Euro Aggregate Bond I NOK
Initial charge-
Annual charge0.5%
Min single investment£5,000,000
Min regular saving£250,000
Available in ISANo
Ongoing charge (OCF)0.57%
Total expense ratio (TER)0.57%
Bid price-
Offer price-
Mid price1227.77
CurrencyNOK
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQKO
BlueBay Investment Grade Euro Aggregate Bond I USD
Initial charge5%
Annual charge0.5%
Min single investment£500,000
Min regular saving£25,000
Available in ISANo
Ongoing charge (OCF)0.57%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100.93
CurrencyUSD
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC08O
BlueBay Investment Grade Euro Aggregate Bond M EUR
Initial charge-
Annual charge0.5%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.61%
Total expense ratio (TER)0.61%
Bid price-
Offer price-
Mid price125.3
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQGD
BlueBay Investment Grade Euro Aggregate Bond Q EUR
Initial charge5%
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.41%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price106.05
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE8FT
BlueBay Investment Grade Euro Aggregate Bond R EUR
Initial charge-
Annual charge0.75%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)0.95%
Bid price-
Offer price-
Mid price161.35
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQFY
BlueBay Investment Grade Euro Aggregate Bond R EUR AIDiv
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)0.95%
Bid price-
Offer price-
Mid price121.6
CurrencyEUR
Price updated22/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFQFZ
BlueBay Investment Grade Euro Aggregate Bond R GBP
Initial charge-
Annual charge-
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)0.95%
Bid price-
Offer price-
Mid price116.25
CurrencyGBP
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQDD
BlueBay Investment Grade Euro Aggregate Bond R NOK
Initial charge-
Annual charge1%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.2%
Total expense ratio (TER)1.2%
Bid price-
Offer price-
Mid price1200.01
CurrencyNOK
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQGB
BlueBay Investment Grade Euro Aggregate Bond R USD
Initial charge-
Annual charge0.75%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)0.95%
Bid price-
Offer price-
Mid price145.46
CurrencyUSD
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQGA
BlueBay Investment Grade Euro Aggregate Bond S EUR
Initial charge-
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.36%
Total expense ratio (TER)0.36%
Bid price-
Offer price-
Mid price124.67
CurrencyEUR
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQKP
Data provided by

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