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 16/04/2008
  • Geraud Charpinsince 31/07/2008
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
-1.1%
1 Year rank in sector
24/25
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
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Fund name1 Year
Robeco Eurpn Hi Yld Bds8.2%
T. Rowe Price EurHiYdBd8.2%
Fidelity Inst Eur Hi Yld8%
Henderson HzEurHighYldBd7.2%
Babson Capital EnHgYdBd6.9%
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Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.1%-0.1%0.2%-1.1%--
Sector-0.2%-0.5%2.1%3.5%11.3%30.5%
Rank within sector16 / 2612 / 2619 / 2524 / 25--
Quartile3rd2nd4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-1.2%0%---
Sector4.3%1.1%5.2%4.2%11.7%
Rank within sector25 / 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 price98.65
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 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 Robelin16/04/2008Raphael 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 Charpin31/07/2008Geraud 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£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 price97.5
CurrencyCHF
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQGS
BlueBay Investment Grade Libor 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 price122.63
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05AT
BlueBay Investment Grade Libor 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 price107.04
CurrencyGBP
Price updated07/12/2016
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£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 price107.96
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05AU
BlueBay Investment Grade Libor C EUR
Initial charge-
Annual charge2%
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 price97.8
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQID
BlueBay Investment Grade Libor C EUR AIDiv
Initial charge-
Annual charge2%
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 price93.65
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFQIA
BlueBay Investment Grade Libor C GBP
Initial charge-
Annual charge2%
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 price98.65
CurrencyGBP
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQIE
BlueBay Investment Grade Libor C GBP AIDiv
Initial charge-
Annual charge2%
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 price94.29
CurrencyGBP
Price updated07/12/2016
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 updated10/05/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFQIC
BlueBay Investment Grade Libor C USD AIDiv
Initial charge-
Annual charge2%
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 price95.55
CurrencyUSD
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFQHZ
BlueBay Investment Grade Libor D GBP QIDiv
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 price105.24
CurrencyGBP
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFAD5
BlueBay Investment Grade Libor 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 price118.4
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code05B1
BlueBay Investment Grade Libor I EUR AIDiv
Initial charge-
Annual charge-
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 price94.19
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFQEZ
BlueBay Investment Grade Libor I GBP
Initial charge-
Annual charge0.5%
Min single investment£300,000
Min regular saving£15,000
Available in ISANo
Ongoing charge (OCF)0.57%
Total expense ratio (TER)0.57%
Bid price-
Offer price-
Mid price114.09
CurrencyGBP
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code05B3
BlueBay Investment Grade Libor I NOK
Initial charge-
Annual charge-
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 price1043.02
CurrencyNOK
Price updated07/12/2016
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£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 price110.28
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code05B2
BlueBay Investment Grade Libor I USD AIDiv
Initial charge-
Annual charge-
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 price95.08
CurrencyUSD
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFQFC
BlueBay Investment Grade Libor M EUR
Initial charge-
Annual charge-
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 price97.42
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFUEG
BlueBay Investment Grade Libor R CHF
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 price99.16
CurrencyCHF
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05B0
BlueBay Investment Grade Libor 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 price112.54
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05AV
BlueBay Investment Grade Libor R EUR AIDiv
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 price89
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code05AW
BlueBay Investment Grade Libor 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 price1118.44
CurrencyNOK
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05AZ
BlueBay Investment Grade Libor R SEK
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 price1117.6
CurrencySEK
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code05AY
BlueBay Investment Grade Libor 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 price113.58
CurrencyUSD
Price updated07/12/2016
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 updated20/07/2015
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code0WM8
BlueBay Investment Grade Libor S CHF
Initial charge-
Annual charge-
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.51%
Total expense ratio (TER)0.51%
Bid price-
Offer price-
Mid price97.52
CurrencyCHF
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQKG
BlueBay Investment Grade Libor S EUR
Initial charge-
Annual charge-
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.06%
Total expense ratio (TER)0.51%
Bid price-
Offer price-
Mid price99.47
CurrencyEUR
Price updated07/12/2016
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 updated05/06/2016
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 updated20/09/2016
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.