Fact sheet: T. Rowe Price USAggBd

Fund information
Fund name
T. Rowe Price US Aggregate Bond Qh GBP
Fund manager company
T. Rowe Price
Fund type
Offshore Fund
Fund manager
  • Brian J Brennansince 05/12/2003
Fund objective
To maximise the value of its shares through both growth in the value of, and income from, its investments. The fund invests mainly in a diversified portfolio of US bonds. The fund may use derivatives for hedging, efficient portfolio management and to seek gains. The fund may also use derivatives to create synthetic short positions in debt securities.
Benchmark
  • Barclays US Aggregate Index
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
1.4%
1 Year rank in sector
26/40
Sector
FO Fixed Int - USD
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.
0.57%
Fund size
£353m (£167m last year)
Top in this sector
Fund name1 Year
CG Dollar24.5%
Nordea 1 US Tot Ret Bd20.3%
CG Gearing Portfolio12.5%
Ashmore Emg Mkt Sovrn Dbt9.7%
NN (L) EM DebtHC7.3%
...more in FO Fixed Int - USD

Performance snapshot

Holdings snapshot

  • USA100%
  • Mortgage & Secured Bonds33%
    Corporate Bonds28%
    Asset/Mortgage-Backed Securities16.2%
    Government Bonds13.5%
    Fixed Interest3.9%
  • US Fixed Interest100%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-2.7%-3.6%-1.5%1.4%7.6%12.7%
Sector-2%-1.5%1.7%3.6%7.4%16%
Rank within sector27 / 4331 / 4337 / 4326 / 40--
Quartile3rd3rd4th3rd
Calendar performance
 YTD - 20162015201420132012
Fund1.9%----
Sector4.4%-0.5%3.4%0%6.8%
Rank within sector28 / 40----
Quartile3rd
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high10.61
52 week low9.98
Current bid price-
Current offer price-
Current mid price10.19
Region
1USA100%
Industry sector
1Mortgage & Secured Bonds33%
2Corporate Bonds28%
3Asset/Mortgage-Backed Securities16.2%
4Government Bonds13.5%
5Fixed Interest3.9%
6Government Guaranteed3.4%
7Government Index Linked1.7%
8Local Government Bonds0.3%
Asset type
1US Fixed Interest100%
Individual holdings
1UNITED STATES OF AMER TREAS NOTES 2% TB 31/08/21 USD10003.37%
2FNMA TBA 30YR %3.01%
3FEDERAL NATIONAL MORTGAGE ASSOC 3.5% MTG BDS 10/03/40 USD10002.43%
4UNITED STATES OF AMER TREAS NOTES 1.5% NTS 31/05/19 USD1001.81%
5UNITED STATES OF AMER TREAS NOTES 1.25% NTS 31/10/18 USD10001.65%
6UNITED STATES OF AMER TREAS NOTES 0.625% NTS 15/01/26 USD1001.48%
7UNITED STATES OF AMER TREAS BONDS 3% NTS 15/05/45 USD10001.34%
8UNITED STATES OF AMER TREAS NOTES 1.5% NTS 30/11/19 USD10001.34%
9FEDERAL NATIONAL MORTGAGE ASSOC 2.5% MTG BDS 25/08/27 USD10001.31%
Management
Fund manager group
T. Rowe Price
Fund manager company
T. Rowe Price
Fund type
Offshore Fund
Fund objective
To maximise the value of its shares through both growth in the value of, and income from, its investments. The fund invests mainly in a diversified portfolio of US bonds. The fund may use derivatives for hedging, efficient portfolio management and to seek gains. The fund may also use derivatives to create synthetic short positions in debt securities.
Benchmark
  • Barclays US Aggregate Index
Investment style
None
Investment method
Fixed Interest
Fund manager
NameSinceBiography
Brian J Brennan05/12/2003Brain joined the firm on September 2000.He holds a B.S.Economics in computer science and a M.A.Economics from Trinity College, Hartford, Connecticut.
Compliance
Transparent for Swiss Tax, Transparent for German Tax, IA Recognised, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, Estonia, Finland, France, United Kingdom, Ireland, Iceland, Italy, Lithuania, Luxembourg, Latvia, Netherlands, Norway, Offshore, Peru, Portugal, Singapore, Sweden
T. Rowe Price US Aggregate Bond I USD
Initial charge-
Annual charge0.4%
Min single investment£2,500,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.5%
Total expense ratio (TER)0.48%
Bid price-
Offer price-
Mid price11.49
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0IW0
T. Rowe Price US Aggregate Bond IH Acc EUR
Initial charge-
Annual charge0.4%
Min single investment£2,500,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.49%
Total expense ratio (TER)0.47%
Bid price-
Offer price-
Mid price11.54
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code07OH
T. Rowe Price US Aggregate Bond IH Acc EUR USD
Initial charge-
Annual charge0.4%
Min single investment£2,500,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)0.49%
Total expense ratio (TER)0.47%
Bid price-
Offer price-
Mid price12.23
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code002V
T. Rowe Price US Aggregate Bond JD EUR
Initial charge-
Annual charge-
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.03%
Total expense ratio (TER)0.03%
Bid price-
Offer price-
Mid price10.13
CurrencyEUR
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeTF20
T. Rowe Price US Aggregate Bond JD USD
Initial charge-
Annual charge-
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.03%
Total expense ratio (TER)0.03%
Bid price-
Offer price-
Mid price10.73
CurrencyUSD
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeTF37
T. Rowe Price US Aggregate Bond Q USD
Initial charge-
Annual charge0.4%
Min single investment£15,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.57%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyUSD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMZSN
T. Rowe Price US Aggregate Bond QDH GBP
Initial charge-
Annual charge0.4%
Min single investment£15,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.57%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyGBP
Price updated01/01/1900
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeN80I
T. Rowe Price US Aggregate Bond Qh Acc EUR
Initial charge-
Annual charge0.4%
Min single investment£15,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.57%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyEUR
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE2KG
T. Rowe Price US Aggregate Bond Qh GBP
Initial charge-
Annual charge0.4%
Min single investment£15,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)0.57%
Total expense ratio (TER)0.57%
Bid price-
Offer price-
Mid price10.19
CurrencyGBP
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMQRZ
T. Rowe Price US Aggregate Bond SD
Initial charge-
Annual charge-
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)0.1%
Bid price-
Offer price-
Mid price9.89
CurrencyUSD
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeKORT
Data provided by

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