Fact sheet: SSgA GblTrsryBdIdx

Fund information
Fund name
SSgA Global Treasury Bond Index P
Fund manager company
State Street Gbl Advisors LUX
Fund type
Offshore Fund
Fund manager
  • John Philpotsince 18/04/2016
Fund objective
The Sub-fund seeks to track as closely as reasonably possible the performance of the Barclays Global Treasury Bond Index (the Index ) a sub-sector of the Barclays Global Aggregate Bond Index
Benchmark
  • Bloomberg Barclays Global Treasury Bond Index hedged into GBP
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised
Quick stats
1 Year return
3%
1 Year rank in sector
150/295
Sector
FO Fixed Int - Global
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.
0.37%
Fund size
£1,316m (£1,080m last year)
Top in this sector
Fund name1 Year
Capital Group GHIOL35.6%
Dodge & Cox Global Bond27.3%
HSBC GIF Gbl AsBk Bd24.3%
SKAGEN Tellus23.4%
Russell Gbl Bd23.4%
...more in FO Fixed Int - Global

Performance snapshot

Holdings snapshot

  • Japan31%
    USA27.8%
    International9.3%
    UK6.4%
    France6.2%
  • Government Bonds99.4%
    Money Market0.6%
  • Japanese Fixed Interest31%
    US Fixed Interest27.8%
    Global Fixed Interest9.3%
    UK Fixed Interest6.4%
    French Fixed Interest6.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-4.8%-8.1%-6.5%3%-2.7%-5.1%
Sector-1.6%-2.1%0.7%3.5%6.2%13.7%
Rank within sector301 / 315306 / 312299 / 306150 / 295205 / 235152 / 169
Quartile4th4th4th3rd4th4th
Calendar performance
 YTD - 20162015201420132012
Fund2.8%-3.7%-1.2%-4.7%2%
Sector4.2%-1.6%3.7%-1.6%8.2%
Rank within sector169 / 298208 / 274207 / 235161 / 206152 / 171
Quartile3rd4th4th4th4th
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.
-3.66
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.
1.42
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%.
6.23
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.
4.97
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.
-0.61
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.
0.4
Price movement
52 week high11.68
52 week low10.28
Current bid price-
Current offer price-
Current mid price10.63
Region
1Japan31%
2USA27.83%
3International9.25%
4UK6.37%
5France6.22%
6Italy6.04%
7Germany4.64%
8Spain3.44%
9Korea2.16%
Industry sector
1Government Bonds99.42%
2Money Market0.58%
Asset type
1Japanese Fixed Interest31%
2US Fixed Interest27.83%
3Global Fixed Interest9.25%
4UK Fixed Interest6.37%
5French Fixed Interest6.22%
6Italian Fixed Interest6.04%
7German Fixed Interest4.64%
8Spanish Fixed Interest3.44%
9South Korean Fixed Interest2.16%
Individual holdings
No data available.
Management
Fund manager group
State Street
Fund manager company
State Street Gbl Advisors LUX
Fund type
Offshore Fund
Fund objective
The Sub-fund seeks to track as closely as reasonably possible the performance of the Barclays Global Treasury Bond Index (the Index ) a sub-sector of the Barclays Global Aggregate Bond Index
Benchmark
  • Bloomberg Barclays Global Treasury Bond Index hedged into GBP
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised
Fund manager
NameSinceBiography
John Philpot18/04/2016John Patrick Philpot John is EMEA Head of Portfolio Management, Fixed Income Beta. He is responsible for overseeing a wide range of mandates, including government, corporate and inflation linked bonds. The mandates range across developed and emerging markets. John also oversees operational activities for the Fixed Income Beta team. Prior to commencing his current role, John managed a range of broad investment grade and inflation-linked portfolios. Previously John worked as a Senior Portfolio Analyst, also at SSGA. John earned his BSc (Honours) from the University of London, and has obtained the Investment Management Certificate.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Sweden
SSgA Global Treasury Bond Index B
Initial charge-
Annual charge0.15%
Min single investment£3,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.07%
Total expense ratio (TER)0.25%
Bid price-
Offer price-
Mid price9.7172
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeG7EU
SSgA Global Treasury Bond Index I
Initial charge3%
Annual charge0.15%
Min single investment£3,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.22%
Total expense ratio (TER)0.25%
Bid price-
Offer price-
Mid price10.7214
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI0B8
SSgA Global Treasury Bond Index I Hedged Dis USD
Initial charge3%
Annual charge0.18%
Min single investment£3,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)0.28%
Bid price-
Offer price-
Mid price10.892
CurrencyUSD
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJTCH
SSgA Global Treasury Bond Index I Hedged EUR
Initial charge3%
Annual charge0.18%
Min single investment£3,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)0.28%
Bid price-
Offer price-
Mid price11.0725
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJTCK
SSgA Global Treasury Bond Index I Hedged GBP
Initial charge3%
Annual charge0.18%
Min single investment£3,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.28%
Total expense ratio (TER)0.28%
Bid price-
Offer price-
Mid price9.9209
CurrencyGBP
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNIXZ
SSgA Global Treasury Bond Index I Hedged USD
Initial charge3%
Annual charge0.18%
Min single investment£3,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)0.28%
Bid price-
Offer price-
Mid price12.1307
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeLBA2
SSgA Global Treasury Bond Index P
Initial charge3%
Annual charge0.3%
Min single investment£50
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)0.37%
Total expense ratio (TER)0.4%
Bid price-
Offer price-
Mid price10.6259
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJZT3
Data provided by

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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.