Fact sheet: CMI US Bond

Fund information
Fund name
CMI US Bond DC1 NAV
Fund manager company
Lemanik Asset Management S.A
Fund type
Offshore Fund
Fund manager
  • Guy Skinnersince 30/10/2009
Fund objective
The aim of this Sub-Fund is to achieve a combination of income and long-term capital growth by investing in a diversified portfolio of US Dollar denominated fixed interest securities. It will principally invest in US Dollar denominated bonds and other debt securities issued or guaranteed by governments, local authorities or public companies.
Benchmark
  • JPM USA GBI
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Fixed Int - USD
Yield
1.6%
Fund size
£98m
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.
89
Top in this sector
Fund name1 Year
CG Dollar24.3%
Nordea 1 US Tot Ret Bd19.3%
CG Gearing Portfolio12%
Ashmore Emg Mkt Sovrn Dbt11.9%
NN (L) EM DebtHC10.2%
...more in FO Fixed Int - USD

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-3%-4.4%-2.9%-4%2.4%
Sector-1.7%-1.5%1.2%4.1%8%15.5%
Rank within sector37 / 4338 / 4342 / 43-20 / 3217 / 21
Quartile4th4th4th3rd4th
Calendar performance
 YTD - 20162015201420132012
Fund--5.1%-3.9%1.4%
Sector4.6%-0.5%3.4%0%6.8%
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.
-1.26
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.
1.05
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.
-0
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%.
3.74
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.
2.56
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.
-0.46
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.
0.53
Price movement
52 week high13.95
52 week low12.99
Current bid price-
Current offer price-
Current mid price13.02
Region
1USA92.13%
2Money Market7.87%
Industry sector
1Fixed Interest92.13%
2Money Market7.87%
Asset type
1US Fixed Interest92.13%
2Money Market7.87%
Individual holdings
1UNITED STATES OF AMER TREAS BONDS 0.75% BDS 15/08/19 USD10019.62%
2UNITED STATES OF AMER TREAS NOTES 1.375% BDS 30/04/20 USD10018.62%
3UNITED STATES OF AMER TREAS BONDS 4.5% BDS 15/02/36 USD10009.08%
4UNITED STATES OF AMER TREAS NOTES 2.125% TB 15/05/25 USD10008.01%
5UNITED STATES OF AMER TREAS BILLS 0% TB 19/01/17 USD10007.33%
6UNITED STATES OF AMER TREAS BONDS 2.5% BDS 15/02/45 USD10007.27%
7UNITED STATES OF AMER TREAS NOTES 1.375% TB 30/04/21 USD1006.34%
8UNITED STATES OF AMER TREAS NOTES 1.375% TB 30/09/23 USD1006.18%
9AUSTRALIA(COMMONWEALTH OF) 2.75% BDS 21/10/19 AUD100 (CDI)4.4%
Management
Fund manager group
Lemanik Asset Management
Fund manager company
Lemanik Asset Management S.A
Fund type
Offshore Fund
Fund objective
The aim of this Sub-Fund is to achieve a combination of income and long-term capital growth by investing in a diversified portfolio of US Dollar denominated fixed interest securities. It will principally invest in US Dollar denominated bonds and other debt securities issued or guaranteed by governments, local authorities or public companies.
Benchmark
  • JPM USA GBI
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Guy Skinner30/10/2009Guy joined SWIP in 2008 as an Investment Director in the Global Rates team responsible for the management of all global government core, core plus and non-Sterling single currency funds.Guy was previously at Morley Fund Management where he held a similar role, managing money for a wide range of clients, internal and third party, across many markets and sectors, including derivatives.Guy has a BSocSc in Money, Banking and Finance from Birmingham University and qualified as an associate member of the Institute of Investment Management and Research in 1992.
Compliance
Distributor Status, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Germany, United Kingdom, Luxembourg, Offshore
CMI US Bond DC1 NAV
Initial charge8.5%
Annual charge0.75%
Min single investment£5,000
Min regular saving£5,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.83%
Bid price-
Offer price-
Mid price13.019
CurrencyUSD
Price updated08/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeIM70
CMI US Bond DC2
Initial charge-
Annual charge0.23%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price13.037
CurrencyUSD
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFDFC
CMI US Bond DC3
Initial charge-
Annual charge0.12%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price13.039
CurrencyUSD
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFDFD
CMI US Bond DC7
Initial charge-
Annual charge0.15%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price22.253
CurrencyUSD
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFDFE
Data provided by

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