Fact sheet: Manulife US Treas Infln Ptd Sec

Fund information
Fund name
Manulife US Treasury Inflation Protected Securities AA
Fund manager company
Manulife Global Fund
Fund type
Offshore Fund
Fund manager
  • Manulife Asset Management (US) LLCsince 31/01/2007
Fund objective
The sub-fund has, as its primary objective, the maximization of total returns, consistent with capital preservation, by investing in U.S. Treasury Inflation Protected Securities. In addition, the sub-fund may also invest in other types of inflationindexed and non-inflation indexed debt securities issued or guaranteed by the U.S. government, its agencies, instrumentalities and political sub-divisions.
Benchmark
  • Barclays Capital U.S. Treasury Inflation Protected Securities Index (USD)
Investment style
None
Investment method
None
Quick stats
1 Year return
1.9%
1 Year rank in sector
3/4
Sector
FO Fixed Int - USD Securitised
Yield
-
Fund size
£7m (£7m 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.
78
Top in this sector
Fund name1 Year
Fidelity US Loan5.1%
GAM Star MBS Ttl Rtn4%
Manulife US Treas Infln Ptd Sec1.9%
BNP Paribas FlexIUSMrtg1.5%
Allianz ShDrGblREBd-
...more in FO Fixed Int - USD Securitised

Performance snapshot

Holdings snapshot

  • USA98.5%
    Money Market1.5%
  • Government Guaranteed97.8%
    Money Market1.5%
    Mortgage & Secured Bonds0.8%
  • US Government Fixed Interest97.8%
    Money Market1.5%
    Global Fixed Interest0.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-2.1%-2.8%-1.5%1.9%1.2%-2.5%
Sector-0.7%-0.8%0.7%2.4%6.6%12.7%
Rank within sector6 / 65 / 55 / 53 / 42 / 21 / 1
Quartile4th4th4th3rd
Calendar performance
 YTD - 20162015201420132012
Fund2.8%-2.9%2%-9.6%5.7%
Sector3.2%-1.8%5.3%-2.5%8%
Rank within sector3 / 44 / 42 / 21 / 11 / 1
Quartile3rd4th
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.
-2.55
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.
1.45
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%.
4.34
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.
2.62
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.
-0.68
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.
0.7
Price movement
52 week high1.33
52 week low1.24
Current bid price-
Current offer price-
Current mid price1.28
Region
1USA98.52%
2Money Market1.48%
Industry sector
1Government Guaranteed97.75%
2Money Market1.48%
3Mortgage & Secured Bonds0.77%
Asset type
1US Government Fixed Interest97.75%
2Money Market1.48%
3Global Fixed Interest0.77%
Individual holdings
1TSY INFL IX N/B 0.125% 15/04/20187.34%
2United States Treasury Inflation Indexed Bonds 2.125 JAN 15 196.27%
3TSY INFL IX N/B 0.375% 15/7/20236.06%
4TSY INFL IX N/B 0.125% 15/01/20235.73%
5TSY INFL IX N/B 2.375% 15/1/20255.41%
6TSY INFL IX N/B 0.625% 15/01/20245.12%
7TSY INFL IX N/B 0.125% 1/15/20224.01%
8TSY INFL IX N/B 1.25% 7/15/20203.78%
9TSY INFL IX N/B 0.125% 7/15/20223.69%
Management
Fund manager group
Manulife Global Fund
Fund manager company
Manulife Global Fund
Fund type
Offshore Fund
Fund objective
The sub-fund has, as its primary objective, the maximization of total returns, consistent with capital preservation, by investing in U.S. Treasury Inflation Protected Securities. In addition, the sub-fund may also invest in other types of inflationindexed and non-inflation indexed debt securities issued or guaranteed by the U.S. government, its agencies, instrumentalities and political sub-divisions.
Benchmark
  • Barclays Capital U.S. Treasury Inflation Protected Securities Index (USD)
Investment style
None
Investment method
None
Fund manager
NameSinceBiography
Manulife Asset Management (US) LLC31/01/2007
Compliance
Distributor Status, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Hong Kong, Luxembourg, Offshore, Singapore
Manulife US Treasury Inflation Protected Securities AA
Initial charge5%
Annual charge1.25%
Min single investment£20,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1.2832
CurrencyUSD
Price updated08/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeO916
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

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.