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
Andrew Wickham
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

Quick stats

1 Year return

0.44 %

1 Year rank in sector

102/138

Sector

FO Absolute Return

Yield
-
Fund size

£ 2.3 b

FE Risk score

24

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Australia
    64.33%
  • Money Market
    37.11%
  • International
    30%
  • Netherlands
    5.27%
  • France
    5.15%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.14 %-1.2 %0.44 %-0.56 %0 %
Sector0.25 %1.12 %2.5 %3.18 %9.49 %
Rank within sector22 / 154134 / 151102 / 13867 / 98 /
Quartile th1 st4 th3 rd3 rd th

Calendar performance

YTD-20172016201520142013
Fund-0.64 %0.93 %0.57 %0.24 %2.4 %
Sector2.28 %0.66 %0.69 %1.2 %3.58 %
Rank within sector122 / 14661 / 12946 / 11156 / 8740 / 70
Quartile th4 th2 nd2 nd3 rd3 rd

Risk statistics

Alpha-1.35
Beta0.66
Sharpe-0
Volatility2.54
Tracking error2.32
Information ratio-0.75
R-Squared0.22

Price movement

52 week high105.682
52 week low102.1877
Current bid price0
Current offer price0
Current mid price104.1742

Holdings by region

  • 64.33% Australia
  • 37.11% Money Market
  • 30% International
  • 5.27% Netherlands
  • 5.15% France
  • 3.84% Switzerland
  • 2.91% Spain
  • 1.7% Japan
  • 1.53% Ireland
  • 1.09% Canada

Holdings by sector

-

Holdings by asset type

-

Individual holdings

  • 13.5% US TSY I/ 0.75% 15/45 IFL
  • 9.89% INSIGHT GFII-EMRG MKTS DB
  • 5.76% UNITED STATES OF AMER TREAS BONDS 0.875% TB 15/02/47 USD1000
  • 3.13% MORGAN ST FRN 12/03/19
  • 2.55% NATIONWID FRN 11/02/18
  • 1.65% AUSTRALIA FRN 08/19/20
  • 1.6% BK OF AMER FRN 07/26/19
  • 1.52% SUMITOMO MITSUI TRUST BANK LTD FRN 06/03/19 USD1000144A
  • 1.52% WESTPAC BANKING CORP FRN 06/03/20 USD2000
  • 1.48% BANK OF AMERICA CORP FRN 19/06/19 EUR100000