Fact sheet: Waverton Global Bond

Fund information
Fund name
Waverton Global Bond A USD
Fund manager company
Waverton Investment Management
Fund type
OEIC
Fund managers
  • Chun Leesince 11/01/2010
  • Jeff Keensince 11/01/2010
Fund objective
To achieve capital growth and income through investment in UK and international government and corporate bonds.The Fund's performance benchmark is US Cash Indices LIBOR Total Return 1 month.
Benchmark
  • BBA Libor 1 Month
Investment style
Strategic Investment
Investment method
Fixed Interest
Quick stats
1 Year return
3.5%
1 Year rank in sector
-
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.
0.72%
Fund size
£65m (£99m 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.
71
Top in this sector
Fund name1 Year
Capital Group GHIOL33.2%
Aberdeen Global II GlGovtBd27.8%
Baring Intl Bd26.8%
Russell Gbl Bd26.5%
Capital Group GBdFL26.4%
...more in FO Fixed Int - Global

Performance snapshot

Holdings snapshot

  • No data available.
  • Financials61%
    Government Bonds23.6%
    Money Market8.8%
    Cyclical Consumer Goods2.1%
    Energy2.1%
  • Global Fixed Interest91.2%
    Money Market8.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.2%2.9%3.9%3.5%3.5%13.8%
Sector-0.2%2.5%4.2%5.5%8.6%16.6%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund1.7%0.6%0.8%1.3%7.8%
Sector6.2%-1.6%3.7%-1.6%8.2%
Rank within sector-----
Quartile
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.
-0.86
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.
0.85
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%.
3.51
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.
2.76
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.
-0.49
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.
0.39
Price movement
52 week high8.81
52 week low8.28
Current bid price-
Current offer price-
Current mid price8.61
Region
No data available.
Industry sector
1Financials61%
2Government Bonds23.6%
3Money Market8.8%
4Cyclical Consumer Goods2.1%
5Energy2.1%
6Non-Cyclical Consumer Goods1.5%
7Communications0.9%
Asset type
1Global Fixed Interest91.2%
2Money Market8.8%
Individual holdings
1U.S TREASURY12.8%
2LLOYDS BANK6.9%
3MEXICAN GOVERNMENT4.9%
4RABOBANK4.8%
5BARCLAYS BANK4.3%
6ROYAL BANK OF CANADA4.3%
7ROYAL BANK OF SCOTLAND4%
8STANDARD CHARTERED BANK3.8%
9PERSHING SQUARE HOLDINGS3.6%
Management
Fund manager group
Waverton Investment Management
Fund manager company
Waverton Investment Management
Fund type
OEIC
Fund objective
To achieve capital growth and income through investment in UK and international government and corporate bonds.The Fund's performance benchmark is US Cash Indices LIBOR Total Return 1 month.
Benchmark
  • BBA Libor 1 Month
Investment style
Strategic Investment
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Chun Lee11/01/2010Jeff Keen joined JOHIM as a Director and co-head of Fixed Income in June 2009. He is Chairman of the JOHIM Asset Allocation Committee. After graduation from Bristol University in 1984 he joined the Colonial Mutual (which became First State) and whilst there he managed funds across a range of asset classes before becoming Head of UK Equities. In 1999 he moved to TriAlpha Investment Advisors and was CIO and Chairman of the Asset Allocation committee as well as lead manager on their global bond mandates including the TriAlpha International Bond Fund.
Jeff Keen11/01/2010Jeff Keen joined JOHIM as a Director and co-head of Fixed Income in June 2009 and is the lead manager for the Waverton Global Bond Fund and the JOHIM Sterling Bond Fund. After graduation from Bristol University in 1984 he joined the Colonial Mutual which became Colonial First State. Whilst there he managed funds across a range of asset classes before becoming Head of UK Equities. In 1999 he moved to TriAlpha Investment Advisors where he became CIO and Chairman of the asset allocation committee and lead manager on their Global Bond mandates including the TriAlpha International Bond Fund.
Compliance
Transparent for Austrian Tax, IA Recognised, Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Switzerland, Germany, Spain, United Kingdom, Ireland, Offshore
Waverton Global Bond A GBP
Initial charge-
Annual charge0.5%
Min single investment£1,500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.72%
Total expense ratio (TER)0.74%
Bid price-
Offer price-
Mid price8.486
CurrencyGBP
Price updated23/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeI3G7
Waverton Global Bond A GBP USD
Initial charge-
Annual charge0.5%
Min single investment£1,500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.72%
Total expense ratio (TER)0.74%
Bid price-
Offer price-
Mid price11.005
CurrencyUSD
Price updated23/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMVLY
Waverton Global Bond A USD
Initial charge-
Annual charge0.5%
Min single investment£2,500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.72%
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price8.614
CurrencyUSD
Price updated23/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeI3G8
Waverton Global Bond I Acc EUR
Initial charge-
Annual charge0.75%
Min single investment£1,500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.97%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.912
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKW2J
Waverton Global Bond I EUR USD
Initial charge-
Annual charge0.75%
Min single investment£1,500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.97%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.121
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMVMA
Waverton Global Bond I USD
Initial charge-
Annual charge0.75%
Min single investment£2,500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.97%
Total expense ratio (TER)0.99%
Bid price-
Offer price-
Mid price9.133
CurrencyUSD
Price updated23/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code0GHP
Data provided by

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