Fact sheet: T. Rowe Price USAggBd

Fund information
Fund name
T. Rowe Price US Aggregate Bond JD USD
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
1.1%
1 Year rank in sector
27/38
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.
0.03%
Fund size
£308m (£178m 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.
22
Top in this sector
Fund name1 Year
Nordea 1 US Tot Ret Bd15.6%
Ashmore Emg Mkt Sovrn Dbt13.8%
CG Gearing Portfolio13.6%
NN (L) EM DebtHC10.2%
First State Emg Mkts Bd8.7%
...more in FO Fixed Int - USD

Performance snapshot

Holdings snapshot

  • USA86.5%
    Money Market3.5%
    UK2.5%
    Australia1.5%
    China1.1%
  • Corporate Bonds31.3%
    Mortgage & Secured Bonds31%
    Asset/Mortgage-Backed Securities15.8%
    Government Bonds12.8%
    Government Guaranteed4%
  • US Fixed Interest49.8%
    US Corporate Fixed Interest31.3%
    US Government Fixed Interest16.8%
    Money Market2.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.5%0.9%-2.5%1.1%8.2%14.2%
Sector0.1%1.5%-0.2%4.7%7.6%14.5%
Rank within sector37 / 4020 / 3931 / 3927 / 3812 / 348 / 20
Quartile4th3rd4th3rd2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund0.8%2.8%0.2%6.2%-1.4%
Sector1.4%5%-0.5%3.4%0%
Rank within sector21 / 3924 / 3715 / 357 / 3113 / 27
Quartile3rd3rd2nd1st2nd
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.
0.64
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.
0.88
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%.
2.86
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.
1.78
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.
0.18
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.
0.63
Price movement
52 week high11.23
52 week low10.66
Current bid price-
Current offer price-
Current mid price10.76
Region
1USA86.48%
2Money Market3.46%
3UK2.52%
4Australia1.49%
5China1.12%
6Mexico0.86%
7Canada0.79%
8Netherlands0.72%
9Switzerland0.55%
Industry sector
1Corporate Bonds31.3%
2Mortgage & Secured Bonds31%
3Asset/Mortgage-Backed Securities15.8%
4Government Bonds12.8%
5Government Guaranteed4%
6Government Index Linked2.9%
7Cash & Cash Equivalents2.1%
8Local Government Bonds0.1%
Asset type
1US Fixed Interest49.8%
2US Corporate Fixed Interest31.3%
3US Government Fixed Interest16.8%
4Money Market2.1%
Individual holdings
1UNITED STATES OF AMER TREAS NOTES 2% TB 31/08/21 USD10003.84%
2FEDERAL NATIONAL MORTGAGE ASSOC 3.5% MTG BDS 31/12/49 USD10002.41%
3UNITED STATES OF AMER TREAS NOTES 1.25% NTS 31/10/18 USD10001.72%
4UNITED STATES OF AMER TREAS NOTES 0.625% NTS 15/01/26 USD1001.49%
5UNITED STATES OF AMER TREAS NOTES 1.5% NTS 30/11/19 USD10001.38%
6UNITED STATES OF AMER TREAS NOTES FXD RTE BDS 30/06/18 USD1001.35%
7UNITED STATES OF AMER TREAS BONDS FXD RT BDS 15/05/46 USD1001.09%
8UNITED STATES OF AMER TREAS BILLS 0.125% BDS 15/07/26 USD1001.03%
9FNCL AS84830.99%
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)0.48%
Total expense ratio (TER)0.48%
Bid price-
Offer price-
Mid price11.63
CurrencyUSD
Price updated29/03/2017
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)0.48%
Total expense ratio (TER)0.47%
Bid price-
Offer price-
Mid price11.6
CurrencyEUR
Price updated29/03/2017
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)0.48%
Total expense ratio (TER)0.47%
Bid price-
Offer price-
Mid price12.48
CurrencyUSD
Price updated29/03/2017
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
CurrencyEUR
Price updated29/03/2017
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 price10.76
CurrencyUSD
Price updated29/03/2017
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 price10.27
CurrencyGBP
Price updated29/03/2017
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 price9.88
CurrencyUSD
Price updated29/03/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeKORT
Data provided by

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