Fact sheet: Federated US Total Retn Bd

Fund information
Fund name
Federated US Total Return Bond A EUR
Fund manager company
Federated International Funds
Fund type
No data available.
Fund managers
  • Robert J. Ostrowskisince 11/01/2005
  • John T. Gentrysince 11/01/2005
Fund objective
The investment objective of Federated Total Return U.S. Bond Fund is to provide total return over time. The fund pursues its objective by investing primarily in US dollar valued investment grade debt securities of US issuers. The fund’s investments are focused on government and corporate debt securities, as well as mortgage-backed and asset-backed securities. The fund may invest up to 25% of its assets in non-investment grade securities, and up to 20% of its assets in securities valued in currencies other than the US dollar on an unhedged basis. In addition, the fund may invest a portion of its assets in debt securities from issuers in emerging markets, when the Adviser considers the risk-return prospects to be attractive. The fund’s investment manager selects securities based on duration, yield curve, sector allocation, and individual security selection within each sector.
Benchmark
  • Barclays US Aggregate Bond Index
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
5.4%
1 Year rank in sector
19/43
Sector
FO Fixed Int - USD 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.
1%
Fund size
£6m (£6m last year)
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.
70
Top in this sector
Fund name1 Year
JPM EmMtInvGrBd12.3%
Blackrock Gbl Infltn Lkd Bd $12%
Nikko AM Asia Credit10%
Fidelity Asian Bd9.4%
Pimco GIS GblInvGrCr9.3%
...more in FO Fixed Int - USD Investment Grade

Performance snapshot

Holdings snapshot

  • USA96.9%
    Money Market3.1%
  • Others29.2%
    Government Bonds19.1%
    Mortgage & Secured Bonds18.9%
    Mutual Funds7.1%
    Financials5.4%
  • US Fixed Interest96.9%
    Cash & Cash Equivalents3.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0%1.2%3.9%5.4%5.4%-
Sector-0.1%1.1%3.9%6.1%13%24.2%
Rank within sector29 / 4617 / 4616 / 4419 / 4338 / 41-
Quartile3rd2nd2nd2nd4th
Calendar performance
 YTD - 20162015201420132012
Fund6.2%-1.8%1.7%-4.3%-
Sector6.4%-0.7%6%-1.1%10.1%
Rank within sector16 / 4334 / 4239 / 4135 / 40-
Quartile2nd4th4th4th
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.
-2.07
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.
0.92
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%.
2.77
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.
1.17
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.
-2.09
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.
0.83
Price movement
52 week high99.3
52 week low94.14
Current bid price-
Current offer price-
Current mid price98.86
Region
1USA96.9%
2Money Market3.1%
Industry sector
1Others29.2%
2Government Bonds19.1%
3Mortgage & Secured Bonds18.9%
4Mutual Funds7.1%
5Financials5.4%
6Asset/Mortgage-Backed Securities5.2%
7Government Agency Bonds4.4%
8Cash & Cash Equivalents3.1%
9Utilities2.6%
Asset type
1US Fixed Interest96.9%
2Cash & Cash Equivalents3.1%
Individual holdings
No data available.
Management
Fund manager group
Federated International Funds
Fund manager company
Federated International Funds
Fund type
No data available.
Fund objective
The investment objective of Federated Total Return U.S. Bond Fund is to provide total return over time. The fund pursues its objective by investing primarily in US dollar valued investment grade debt securities of US issuers. The fund’s investments are focused on government and corporate debt securities, as well as mortgage-backed and asset-backed securities. The fund may invest up to 25% of its assets in non-investment grade securities, and up to 20% of its assets in securities valued in currencies other than the US dollar on an unhedged basis. In addition, the fund may invest a portion of its assets in debt securities from issuers in emerging markets, when the Adviser considers the risk-return prospects to be attractive. The fund’s investment manager selects securities based on duration, yield curve, sector allocation, and individual security selection within each sector.
Benchmark
  • Barclays US Aggregate Bond Index
Investment style
None
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Robert J. Ostrowski11/01/2005Mr. Robert J. Ostrowski is Senior Vice President, Chief Investment Officer of Federated Premier Municipal Income Fund. He joined Federated in 1987 as an Investment Analyst and became a Portfolio Manager in 1990. He was named Chief Investment Officer of taxable fixed-income products in 2004 and also serves as a Senior Portfolio Manager. Mr. Ostrowski became an Executive Vice President of the Fund's Adviser in 2009 and served as a Senior Vice President of the Fund's Adviser from 1997 to 2009. Mr. Ostrowski has received the Chartered Financial Analyst designation. He received his M.S. in Industrial Administration from Carnegie Mellon University.
John T. Gentry11/01/2005
Compliance
Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Belgium, Switzerland, Germany, Spain, France, United Kingdom, Ireland, Luxembourg
Federated US Total Return Bond A EUR
Initial charge3%
Annual charge1%
Min single investment£1,500
Min regular saving£100
Available in ISANo
Ongoing charge (OCF)1%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price98.86
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeI8CR
Federated US Total Return Bond I EUR
Initial charge-
Annual charge0.65%
Min single investment£25,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.65%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price138.98
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeI8CO
Federated US Total Return Bond I GBP
Initial charge-
Annual charge0.65%
Min single investment£25,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.65%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price98.86
CurrencyGBP
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeI8CQ
Federated US Total Return Bond I USD
Initial charge-
Annual charge0.65%
Min single investment£25,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.65%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price98.86
CurrencyUSD
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeI8CP
Data provided by

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