Fact sheet: BlueBay InvGr Lib

Fund information
Fund name
BlueBay Investment Grade Libor C GBP
Fund manager company
BlueBay Asset Management
Fund type
Offshore Fund
Fund managers
  • Raphael Robelinsince 17/04/2008
  • Geraud Charpinsince 01/08/2008
Fund objective
To achieve a total return in excess of the Merrill Lynch Euro Currency Libor 3-Month Constant Maturity Index from a portfolio of investment grade-rated fixed income securities.
Benchmark
  • ML Euro Currency Libor 3 month constant maturity Idx
Investment style
Active
Investment method
Fixed Interest
Quick stats
1 Year return
-0.3%
1 Year rank in sector
23/23
Sector
FO Fixed Int - Europe
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.
0.61%
Fund size
£1,071m
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.
6
Top in this sector
Fund name1 Year
Robeco Eurpn Hi Yld Bds11.1%
Fidelity Inst Eur Hi Yld10.5%
T. Rowe Price EurHiYdBd10.2%
Morg Stnly Erpn Cur HiYd Bd10.2%
F&C European High Yield Bond9.8%
...more in FO Fixed Int - Europe

Performance snapshot

Holdings snapshot

  • Europe46.7%
    Money Market28.1%
    UK12.3%
    North America11.1%
    International1.8%
  • Others34.3%
    BBB29.6%
    Money Market28.1%
    AAA21.5%
    BB9.5%
  • European Fixed Interest46.7%
    Money Market28.1%
    UK Fixed Interest12.3%
    North American Fixed Interest11.1%
    Global Fixed Interest1.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.1%0.4%0.4%-0.3%--
Sector0.2%2.8%3.7%5.6%13.5%30.8%
Rank within sector14 / 2524 / 2525 / 2523 / 23--
Quartile3rd4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-1.2%0%---
Sector4.7%1.1%5.2%4.2%11.7%
Rank within sector24 / 2516 / 20---
Quartile4th4th
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 high99.88
52 week low98.15
Current bid price-
Current offer price-
Current mid price98.61
Region
1Europe46.72%
2Money Market28.13%
3UK12.34%
4North America11.05%
5International1.76%
Industry sector
1Others34.28%
2BBB29.57%
3Money Market28.13%
4AAA21.48%
5BB9.54%
6A5.6%
7AA0.38%
8B-3.17%
9Non-Rated-25.81%
Asset type
1European Fixed Interest46.72%
2Money Market28.13%
3UK Fixed Interest12.34%
4North American Fixed Interest11.05%
5Global Fixed Interest1.76%
Individual holdings
1PNC 0% 03/490.11%
2SIGNET UK FINANCE PLC 4.7% BDS 15/06/24 USD10000.07%
3GENERAL MOTORS CO 6.25% BDS 02/10/43 USD2000 144A0.06%
4NASDAQ INC 4.25% LN STK 01/06/24 USD10000.06%
5STX 4 7/8% 06/270.06%
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 Merrill Lynch Euro Currency Libor 3-Month Constant Maturity Index from a portfolio of investment grade-rated fixed income securities.
Benchmark
  • ML Euro Currency Libor 3 month constant maturity Idx
Investment style
Active
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Raphael Robelin17/04/2008Raphael 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.
Geraud Charpin01/08/2008Geraud joined BlueBay in August 2008 from UBS where he was Head of European Credit Strategy. Prior to that, he was a credit strategist with BNP Paribas and a credit analyst with Dresdner Kleinwort Benson and NatWest Markets. Geraud holds a degree in Engineering from ICPI Lyon, France as well as a Master of Finance from ESSEC International Business School Paris.
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, Mexico, Netherlands, Norway, Offshore, Singapore, Sweden
BlueBay Investment Grade Libor B CHF
Initial charge-
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price97.71
CurrencyCHF
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQGS
BlueBay Investment Grade Libor B EUR
Initial charge-
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price122.76
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05AT
BlueBay Investment Grade Libor B GBP
Initial charge-
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price107.02
CurrencyGBP
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeL1T2
BlueBay Investment Grade Libor B Perf USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price104.78
CurrencyUSD
Price updated18/03/2011
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0WM9
BlueBay Investment Grade Libor B USD
Initial charge-
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price107.66
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05AU
BlueBay Investment Grade Libor C EUR
Initial charge-
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.61%
Total expense ratio (TER)0.61%
Bid price-
Offer price-
Mid price97.89
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQID
BlueBay Investment Grade Libor C EUR AIDiv
Initial charge-
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.61%
Total expense ratio (TER)0.61%
Bid price-
Offer price-
Mid price95.19
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFQIA
BlueBay Investment Grade Libor C GBP
Initial charge-
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.61%
Total expense ratio (TER)0.61%
Bid price-
Offer price-
Mid price98.61
CurrencyGBP
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQIE
BlueBay Investment Grade Libor C GBP AIDiv
Initial charge-
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.61%
Total expense ratio (TER)0.61%
Bid price-
Offer price-
Mid price95.97
CurrencyGBP
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFQIB
BlueBay Investment Grade Libor C USD
Initial charge-
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.61%
Total expense ratio (TER)0.61%
Bid price-
Offer price-
Mid price97.67
CurrencyUSD
Price updated11/05/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQIC
BlueBay Investment Grade Libor C USD AIDiv
Initial charge-
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.61%
Total expense ratio (TER)0.61%
Bid price-
Offer price-
Mid price96.79
CurrencyUSD
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFQHZ
BlueBay Investment Grade Libor D GBP QIDiv
Initial charge-
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price105.66
CurrencyGBP
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFAD5
BlueBay Investment Grade Libor DR GBP QIDiv
Initial charge-
Annual charge0.75%
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 price95.35
CurrencyGBP
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeM8T1
BlueBay Investment Grade Libor I EUR
Initial charge-
Annual charge0.5%
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 price118.49
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code05B1
BlueBay Investment Grade Libor 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 price95.73
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFQEZ
BlueBay Investment Grade Libor I GBP
Initial charge-
Annual charge0.5%
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 price114.05
CurrencyGBP
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code05B3
BlueBay Investment Grade Libor I NOK
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 price1041.01
CurrencyNOK
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQKJ
BlueBay Investment Grade Libor I Perf EUR
Initial charge-
Annual charge0.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.37%
Total expense ratio (TER)0.37%
Bid price-
Offer price-
Mid price124.86
CurrencyEUR
Price updated29/12/2015
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code05B4
BlueBay Investment Grade Libor I USD
Initial charge-
Annual charge0.5%
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 price109.99
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code05B2
BlueBay Investment Grade Libor I USD 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 price96.31
CurrencyUSD
Price updated28/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFQFC
BlueBay Investment Grade Libor M EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.61%
Total expense ratio (TER)0.61%
Bid price-
Offer price-
Mid price97.51
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFUEG
BlueBay Investment Grade Libor R CHF
Initial charge-
Annual charge0.75%
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 price99.42
CurrencyCHF
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code05B0
BlueBay Investment Grade Libor R EUR
Initial charge-
Annual charge0.75%
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 price112.71
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05AV
BlueBay Investment Grade Libor R EUR AIDiv
Initial charge-
Annual charge0.75%
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 price90.53
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code05AW
BlueBay Investment Grade Libor R NOK
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 price1117.57
CurrencyNOK
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05AZ
BlueBay Investment Grade Libor R SEK
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 price1120.29
CurrencySEK
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05AY
BlueBay Investment Grade Libor R USD
Initial charge-
Annual charge0.75%
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 price113.36
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05AX
BlueBay Investment Grade Libor R USD 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 price99.11
CurrencyUSD
Price updated21/07/2015
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code0WM8
BlueBay Investment Grade Libor S CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.51%
Total expense ratio (TER)0.51%
Bid price-
Offer price-
Mid price97.69
CurrencyCHF
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQKG
BlueBay Investment Grade Libor S EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.06%
Total expense ratio (TER)0.51%
Bid price-
Offer price-
Mid price99.54
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQKH
BlueBay Investment Grade Libor S EUR AIDiv
Initial charge5%
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.51%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price98.65
CurrencyEUR
Price updated06/06/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE53W
BlueBay Investment Grade Libor S SEK
Initial charge5%
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.51%
Total expense ratio (TER)0.51%
Bid price-
Offer price-
Mid price982.34
CurrencySEK
Price updated21/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE3WT
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.