Fact sheet: Payden & Rygel Gbl Infl LkdBd

Fund information
Fund name
Payden & Rygel Global Inflation Linked Bond USD
Fund manager company
Payden & Rygel
Fund type
No data available.
Fund manager
No data available.
Fund objective
The objective of the fund is to provide investors with the diversification benefit of holding global inflation-linked securities (GILS) as a portion of their overall fixed-income allocation.Inflation-linked securities protect investors from unforeseen jumps in global inflation as the fund’s holdings accrue actual inflation while also earning a real yield.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
Fixed Interest
Quick stats
1 Year return
5.3%
1 Year rank in sector
39/296
Sector
FO Fixed Int - Global
Yield
-
Fund size
£64,455m
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.
85
Top in this sector
Fund name1 Year
Capital Group GHIOL31%
Dodge & Cox Global Bond25.5%
HSBC GIF Gbl AsBk Bd24.3%
CG Real Return23.4%
SKAGEN Tellus22.4%
...more in FO Fixed Int - Global

Performance snapshot

Holdings snapshot

  • USA46%
    UK31%
    France9%
    Italy7%
    Germany4%
  • AAA53%
    AA40%
    BBB7%
  • US Fixed Interest46%
    UK Fixed Interest31%
    French Fixed Interest9%
    Italian Fixed Interest7%
    German Fixed Interest4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-3.6%-3.5%3.6%5.3%14.4%16%
Sector-2%-2.2%0.8%2.6%5.6%13.8%
Rank within sector254 / 316220 / 31345 / 30839 / 29639 / 23771 / 169
Quartile4th3rd1st1st1st2nd
Calendar performance
 YTD - 20162015201420132012
Fund7.8%-1.2%8.5%-6%5%
Sector3.8%-1.6%3.7%-1.6%8.2%
Rank within sector38 / 300145 / 27641 / 237181 / 206119 / 171
Quartile1st3rd1st4th3rd
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.
1.98
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.
0.21
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%.
5.38
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.
3.74
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.
0.73
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.
0.56
Price movement
52 week high14.56
52 week low12.78
Current bid price-
Current offer price-
Current mid price13.84
Region
1USA46%
2UK31%
3France9%
4Italy7%
5Germany4%
6Canada3%
Industry sector
1AAA53%
2AA40%
3BBB7%
Asset type
1US Fixed Interest46%
2UK Fixed Interest31%
3French Fixed Interest9%
4Italian Fixed Interest7%
5German Fixed Interest4%
6Canadian Fixed Interest3%
Individual holdings
No data available.
Management
Fund manager group
Payden & Rygel
Fund manager company
Payden & Rygel
Fund type
No data available.
Fund objective
The objective of the fund is to provide investors with the diversification benefit of holding global inflation-linked securities (GILS) as a portion of their overall fixed-income allocation.Inflation-linked securities protect investors from unforeseen jumps in global inflation as the fund’s holdings accrue actual inflation while also earning a real yield.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
Fixed Interest
Fund manager
No data available.
Compliance
Distributor Status, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Ireland, Offshore
Payden & Rygel Global Inflation Linked Bond Acc 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 price10.1799
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN8PV
Payden & Rygel Global Inflation Linked Bond Acc GBP
Initial charge-
Annual charge0.32%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price12.6008
CurrencyGBP
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIMP5
Payden & Rygel Global Inflation Linked Bond GBP
Initial charge-
Annual charge0.32%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.38%
Bid price-
Offer price-
Mid price13.127
CurrencyGBP
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeG4O5
Payden & Rygel Global Inflation Linked Bond USD
Initial charge-
Annual charge0.32%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.38%
Bid price-
Offer price-
Mid price13.84
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeG4O6
Payden & Rygel Global Inflation Linked Bond Unhedged GBP
Initial charge-
Annual charge0.32%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.38%
Bid price-
Offer price-
Mid price13.2063
CurrencyGBP
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeIOL3
Data provided by

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