Fact sheet: BlueBay StdHghIncLoan

Fund information
Fund name
BlueBay Structured High Income Loan S USD MFDiv
Fund manager company
BlueBay Asset Management
Fund type
No data available.
Fund managers
  • Rajat Mittalsince 31/05/2015
  • Justin Jewellsince 31/07/2013
  • Anthony Robertsonsince 11/11/2008
Fund objective
To generate a return in excess of 3-month EURIBOR +350bps on an annualised basis from a portfolio of leveraged loans issued by corporate borrowers.
Benchmark
  • Euribor (three month) plus 350 bps
Investment style
Total Return,High Yield
Investment method
Fixed Interest
Quick stats
1 Year return
6.2%
1 Year rank in sector
51/73
Sector
FO Fixed Int - Global High Yield
Yield
-
Fund size
£150m
Top in this sector
Fund name1 Year
Pioneer SICV-Gbl Hi Yld30.1%
Natixis LoomsSyles HInc21.7%
T. Rowe Price GblHghIncBd12.8%
NN (L) Gl HYd12.2%
T. Rowe Price Gbl HiYld Bd12.2%
...more in FO Fixed Int - Global High Yield

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.6%1.7%3.2%6.2%--
Sector-0%0.2%4.8%7.8%9%32.9%
Rank within sector15 / 827 / 7952 / 7551 / 73--
Quartile1st1st3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund6.2%----
Sector9.7%-2.5%1.4%5.2%15.5%
Rank within sector59 / 73----
Quartile4th
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.
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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%.
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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.
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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 high101.33
52 week low97.16
Current bid price-
Current offer price-
Current mid price101.24
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
No data available.
Fund objective
To generate a return in excess of 3-month EURIBOR +350bps on an annualised basis from a portfolio of leveraged loans issued by corporate borrowers.
Benchmark
  • Euribor (three month) plus 350 bps
Investment style
Total Return,High Yield
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Rajat Mittal31/05/2015
Justin Jewell31/07/2013Justin joined BlueBay in April 2009, initially as Head of High Yield Trading,before switching to portfolio management within the Global Leveraged Finance team, at the beginning of 2012. He has over 10 years industry experience and spent a large part of his career at UBS where, ultimately, he was Director of High Yield and distressed Trading in Europe. Justin worked as a Senior Trader at MKM Longboat LLP between June and November 2008, though he returned to UBS after the fund wound down. Justin has a BSc in Economics from the LSE.
Anthony Robertson11/11/2008Anthony joined BlueBay in August 2004 from Putnam Investments (formerly New Flag Asset Management) where he was a Senior Portfolio Manager responsible for European high yield portfolios. Anthony has over 15 years investment experience and prior to Putnam, Anthony held similar roles at Standard Asset Management, London & Capital Asset Management, and the West Merchant Bank (West LB). Anthony received his Bachelor of Commerce (Honours) from the University of Natal.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Germany, Denmark, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Portugal, Singapore, Sweden
BlueBay Structured High Income Loan H EUR
Initial charge-
Annual charge-
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price202.69
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0EGV
BlueBay Structured High Income Loan H SGD
Initial charge-
Annual charge0.75%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price109.81
CurrencySGD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQPY
BlueBay Structured High Income Loan L EUR
Initial charge-
Annual charge1%
Min single investment£50,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price196.9
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0EGT
BlueBay Structured High Income Loan L GBP Div
Initial charge-
Annual charge1%
Min single investment£50,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price96.91
CurrencyGBP
Price updated02/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFQPV
BlueBay Structured High Income Loan L SGD MFDiv
Initial charge-
Annual charge1%
Min single investment£50,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price99.7
CurrencySGD
Price updated23/10/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFQPW
BlueBay Structured High Income Loan L USD
Initial charge-
Annual charge1%
Min single investment£50,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price184.55
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0EGU
BlueBay Structured High Income Loan L USD MFDiv
Initial charge-
Annual charge1%
Min single investment£50,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price99.34
CurrencyUSD
Price updated02/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFQPX
BlueBay Structured High Income Loan S EUR
Initial charge-
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price104.93
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFU8F
BlueBay Structured High Income Loan S USD
Initial charge5%
Annual charge2%
Min single investment£200,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price106.18
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE5OF
BlueBay Structured High Income Loan S USD MFDiv
Initial charge-
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price101.24
CurrencyUSD
Price updated02/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFV5Z
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.