Fact sheet: BNY Mellon Abs Rtn Bd

Fund information

Fund name
BNY Mellon Absolute Return Bond R EUR
Fund company manager
BNY Mellon Investment Manageme
Fund type
SIB
Fund manager(s)
Andrew Wickham
since 09/03/2012
Peter Bentley
since 09/03/2012
Fund objective
To provide a positive absolute return in all market conditions over a rolling 12 month period by investing primarily in debt and debt-related securities and instruments located worldwide and in financial derivative instruments relating to such securities and instruments.
Benchmark
3 Months EURIBOR + 3%
Investment style
Absolute Return
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-0.51 %

1 Year rank in sector

115/139

Sector

FO Absolute Return

Yield
-
Fund size

£ 2.3 b

FE Risk score

25

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    81.06%
  • Australia
    61.16%
  • International
    34.61%
  • Switzerland
    4.33%
  • France
    3.73%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.37 %-0.36 %-0.51 %0.72 %0 %
Sector0.3 %1.5 %2.53 %4.72 %9.59 %
Rank within sector66 / 155126 / 150115 / 13973 / 103 /
Quartile th2 nd4 th4 th3 rd th

Calendar performance

YTD-20172016201520142013
Fund-0.62 %0.93 %0.57 %0.24 %2.4 %
Sector2.6 %0.66 %0.69 %1.2 %3.58 %
Rank within sector124 / 14561 / 13047 / 11358 / 8843 / 72
Quartile th4 th2 nd2 nd3 rd3 rd

Risk statistics

Alpha-0.97
Beta0.68
Sharpe-0
Volatility2.71
Tracking error2.49
Information ratio-0.55
R-Squared0.2

Price movement

52 week high105.682
52 week low102.1877
Current bid price0
Current offer price0
Current mid price104.1993

Holdings by region

  • 81.06% Money Market
  • 61.16% Australia
  • 34.61% International
  • 4.33% Switzerland
  • 3.73% France
  • 3.46% Netherlands
  • 2.81% Spain
  • 1.88% Japan
  • 1.57% Ireland
  • 1.33% Sweden

Holdings by sector

-

Holdings by asset type

-

Individual holdings

  • 14.45% US TSY I/ 0.75% 15/45 IFL
  • 10.74% INSIGHT GFII-EMRG MKTS DB
  • 6.51% UNITED STATES OF AMER TREAS BONDS 0.875% TB 15/02/47 USD1000
  • 2.18% INSIGHT-EUR CASH FUND-2
  • 2.18% MORGAN ST FRN 12/03/19
  • 1.83% AUSTRALIA FRN 08/19/20
  • 1.79% BK OF AMER FRN 07/26/19
  • 1.69% SUMITOMO MITSUI TRUST BANK LTD FRN 06/03/19 USD1000144A
  • 1.68% WESTPAC BANKING CORP FRN 06/03/20 USD2000
  • 1.45% UBS AG/LO FRN 06/08/20