Fact sheet: SSgA GblTruryBdId

Fund information
Fund name
SSgA Global Treasury Bond Index P USD
Fund manager company
State Street Gbl Advisors LUX
Fund type
Offshore Fund
Fund manager
No data available.
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
  • Barclays Global Treasury Bond Index hedged into EUR
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised
Quick stats
1 Year return
10.5%
1 Year rank in sector
39/287
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
£1,325m (£1,076m 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.
74
Top in this sector
Fund name1 Year
Capital Group GHIOL34.5%
Dodge & Cox Global Bond27.5%
Russell Gbl Bd27.2%
La Mondiale Global Bond26.9%
Aberdeen Global II GlGovtBd26.4%
...more in FO Fixed Int - Global

Performance snapshot

Holdings snapshot

  • Japan30.4%
    USA26.9%
    International9.3%
    UK7.2%
    France6.3%
  • Government Bonds99.4%
    Money Market0.6%
  • Japanese Fixed Interest30.4%
    US Fixed Interest26.9%
    Global Fixed Interest9.3%
    UK Fixed Interest7.2%
    French Fixed Interest6.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.6%0.5%5.4%10.5%5.2%2.3%
Sector0%2%4.4%6.2%8.6%17.4%
Rank within sector286 / 305256 / 30397 / 30139 / 287159 / 228139 / 161
Quartile4th4th2nd1st3rd4th
Calendar performance
 YTD - 20162015201420132012
Fund11.9%-3.7%-1.2%-4.7%2%
Sector6.4%-1.6%3.7%-1.6%8.2%
Rank within sector31 / 297209 / 275208 / 236158 / 204150 / 169
Quartile1st4th4th4th4th
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.
-1.34
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.
1.15
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%.
5.23
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.
4.3
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.
-0.23
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.
0.33
Price movement
52 week high11.68
52 week low10.2
Current bid price-
Current offer price-
Current mid price11.57
Region
1Japan30.44%
2USA26.86%
3International9.34%
4UK7.15%
5France6.25%
6Italy6.01%
7Germany4.61%
8Spain3.45%
9Korea2.27%
Industry sector
1Government Bonds99.44%
2Money Market0.56%
Asset type
1Japanese Fixed Interest30.44%
2US Fixed Interest26.86%
3Global Fixed Interest9.34%
4UK Fixed Interest7.15%
5French Fixed Interest6.25%
6Italian Fixed Interest6.01%
7German Fixed Interest4.61%
8Spanish Fixed Interest3.45%
9South Korean Fixed Interest2.27%
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
  • Barclays Global Treasury Bond Index hedged into EUR
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised
Fund manager
No data available.
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 USD
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 price10.5731
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeG7EU
SSgA Global Treasury Bond Index I Hedged Acc 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)0.24%
Bid price-
Offer price-
Mid price11.4563
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJTCK
SSgA Global Treasury Bond Index I Hedged Acc 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)0.24%
Bid price-
Offer price-
Mid price12.5035
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeLBA2
SSgA Global Treasury Bond Index I Hedged Inc 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)0.24%
Bid price-
Offer price-
Mid price11.2259
CurrencyUSD
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeJTCH
SSgA Global Treasury Bond Index I USD
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)0.21%
Bid price-
Offer price-
Mid price11.6691
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI0B8
SSgA Global Treasury Bond Index P USD
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)0.36%
Bid price-
Offer price-
Mid price11.5684
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJZT3
Data provided by

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