Fact sheet: Natixis LS AbsoStrt Bd

Fund information
Fund name
Natixis Loomis Sayles Strategic Alpha Bond R USD
Fund manager company
Natixis Global Asset Mgmt S.A.
Fund type
Offshore Fund
Fund managers
  • Matthew J. Eagansince 02/11/2010
  • Kevin Kearnssince 02/11/2010
  • Todd Vandamsince 02/11/2010
Fund objective
Generate positive returns over time over a 3 year period.
Benchmark
  • LIBOR USD 3 month
Investment style
Absolute Return
Investment method
Fixed Interest
Quick stats
1 Year return
3.7%
1 Year rank in sector
17/132
Sector
FO Absolute Return
Yield
-
Fund size
£211m (£198m 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.
77
Top in this sector
Fund name1 Year
Pioneer SICV-AbsRetBd17.9%
Polar Capital UK Abs Eq10.3%
SW Mitchell Emerging European9.6%
Orbis Optimal SA9.4%
Orbis Optimal USD9.4%
...more in FO Absolute Return

Performance snapshot

Holdings snapshot

  • No data available.
  • BBB22.9%
    AAA18.3%
    Money Market17.3%
    BB14%
    A10.6%
  • Cash & Cash Equivalents25.5%
    Global Investment Grade Fixed Interest21.5%
    Global High Yield Fixed Interest14.9%
    Convertibles2.7%
    Global Emerging Market Equities0.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.2%0.8%2.9%3.7%4.6%-
Sector-0.5%-0.4%0.4%-0.4%2.2%9.7%
Rank within sector37 / 14132 / 14123 / 13817 / 13219 / 83-
Quartile2nd1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund5%-2.1%1.4%--
Sector0.1%0.7%1.2%3.6%3.9%
Rank within sector17 / 13286 / 11539 / 88--
Quartile1st3rd2nd
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.
0.44
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.
1.09
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%.
2.43
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.
1.45
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.
0.36
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.
0.65
Price movement
52 week high114.83
52 week low105.69
Current bid price-
Current offer price-
Current mid price114.76
Region
No data available.
Industry sector
1BBB22.91%
2AAA18.27%
3Money Market17.29%
4BB14.03%
5A10.61%
6B8.23%
7CCC-6.32%
8AA1.88%
9Unknown0.46%
Asset type
1Cash & Cash Equivalents25.48%
2Global Investment Grade Fixed Interest21.52%
3Global High Yield Fixed Interest14.9%
4Convertibles2.65%
5Global Emerging Market Equities0.74%
6Others-3.97%
7Global Fixed Interest-10.73%
Individual holdings
No data available.
Management
Fund manager group
Natixis Global Asset Mgmt
Fund manager company
Natixis Global Asset Mgmt S.A.
Fund type
Offshore Fund
Fund objective
Generate positive returns over time over a 3 year period.
Benchmark
  • LIBOR USD 3 month
Investment style
Absolute Return
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Matthew J. Eagan02/11/2010Matt Eagan is a vice president of Loomis, Sayles & Company and portfolio manager for the Loomis Sayles fixed income group. He has 25 years of investment industry experience as a portfolio manager and fixed income analyst. Matt is a co-portfolio manager of the firm’s flagship Loomis Sayles Bond Fund—which won the 2009 Morningstar Fund Manager of the Year award in the fixed income category—as well as the Dividend Income, Strategic Alpha, Strategic Income, High Income, Institutional High Income, Investment Grade Bond, Fixed Income and Investment Grade Fixed Income funds. Matt joined Loomis Sayles in 1997 as a fixed income research analyst for the multisector fixed income team. Prior to Loomis Sayles, he was a senior fixed income analyst at Liberty Mutual Insurance Company and a senior credit analyst at BancBoston Financial Company. Matt earned a BA from Northeastern University and an MBA from Boston University.
Kevin Kearns02/11/2010Kevin Kearns manages the Loomis Sayles Strategic Alpha Bond fund since 2010. He Joined the firm in 2007 and began his investment career in the year 1986. He has completed his graduation in BS from Bridgewater State College and MBA from Bryant University.
Todd Vandam02/11/2010Todd Vandam , manages the Loomis Sayles Strategic Alpha Bond fund since 2010. He Joined the firm in 1994 and began his investment career in the year 1994. He has completed his Graduation BA, Business/Economics from Brown University.
Compliance
IA Recognised, Reporting Fund Status, UCITS IV Compliant, MAS Unrestricted Scheme
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Spain, Finland, France, United Kingdom, Italy, Luxembourg, Netherlands, Norway, Offshore, Singapore, Sweden
Natixis Loomis Sayles Strategic Alpha Bond C USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.4%
Bid price-
Offer price-
Mid price101.32
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMAS7
Natixis Loomis Sayles Strategic Alpha Bond H-N GBP
Initial charge3%
Annual charge-
Min single investment£50,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price99.44
CurrencyGBP
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeF4PI
Natixis Loomis Sayles Strategic Alpha Bond H-Q EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.35%
Bid price-
Offer price-
Mid price-
CurrencyEUR
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMAS6
Natixis Loomis Sayles Strategic Alpha Bond H-R/A EUR
Initial charge3%
Annual charge-
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.7%
Bid price-
Offer price-
Mid price111.31
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMAR7
Natixis Loomis Sayles Strategic Alpha Bond H-S EUR
Initial charge3%
Annual charge-
Min single investment£15,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.8%
Bid price-
Offer price-
Mid price103.23
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMAS2
Natixis Loomis Sayles Strategic Alpha Bond H-S GBP
Initial charge3%
Annual charge-
Min single investment£7,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.8%
Bid price-
Offer price-
Mid price-
CurrencyGBP
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMAS3
Natixis Loomis Sayles Strategic Alpha Bond HS1 EUR
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 price-
CurrencyEUR
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM91N
Natixis Loomis Sayles Strategic Alpha Bond HS1 GBP
Initial charge3%
Annual charge-
Min single investment£25,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.6%
Bid price-
Offer price-
Mid price102.79
CurrencyGBP
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM91O
Natixis Loomis Sayles Strategic Alpha Bond I EUR
Initial charge3%
Annual charge-
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price111.32
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMAR4
Natixis Loomis Sayles Strategic Alpha Bond I GBP
Initial charge3%
Annual charge-
Min single investment£50,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price-
CurrencyGBP
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMAR5
Natixis Loomis Sayles Strategic Alpha Bond I USD
Initial charge3%
Annual charge-
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price118.74
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMAR3
Natixis Loomis Sayles Strategic Alpha Bond Q EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.35%
Bid price-
Offer price-
Mid price-
CurrencyEUR
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMAS5
Natixis Loomis Sayles Strategic Alpha Bond R GBP
Initial charge3%
Annual charge-
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.7%
Bid price-
Offer price-
Mid price-
CurrencyGBP
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMAR8
Natixis Loomis Sayles Strategic Alpha Bond R USD
Initial charge3%
Annual charge-
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.7%
Bid price-
Offer price-
Mid price114.76
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMAR6
Natixis Loomis Sayles Strategic Alpha Bond R/A SGD
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 price105.62
CurrencySGD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMPMD
Natixis Loomis Sayles Strategic Alpha Bond RE 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 price-
CurrencyUSD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeM91L
Natixis Loomis Sayles Strategic Alpha Bond S EUR
Initial charge3%
Annual charge-
Min single investment£15,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.8%
Bid price-
Offer price-
Mid price-
CurrencyEUR
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMAS0
Natixis Loomis Sayles Strategic Alpha Bond S GBP
Initial charge3%
Annual charge-
Min single investment£7,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.8%
Bid price-
Offer price-
Mid price-
CurrencyGBP
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMAS1
Natixis Loomis Sayles Strategic Alpha Bond S USD
Initial charge3%
Annual charge-
Min single investment£15,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.8%
Bid price-
Offer price-
Mid price106.09
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMAR9
Natixis Loomis Sayles Strategic Alpha Bond S1 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 price-
CurrencyUSD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM91M
Data provided by

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