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
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

Quick stats

1 Year return

-1.32 %

1 Year rank in sector

122/141

Sector

FO Absolute Return

Yield
-
Fund size

£ 2.4 b

FE Risk score

24

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Germany
    88.5%
  • Australia
    62.1%
  • Money Market
    26.2%
  • International
    13.5%
  • Netherlands
    5.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.55 %-1.4 %-1.5 %-1.24 %0 %
Sector0.07 %1.08 %2.25 %3.37 %10.09 %
Rank within sector135 / 156134 / 152122 / 14176 / 99 /
Quartile th4 th4 th4 th4 th th

Calendar performance

YTD-20172016201520142013
Fund-1.72 %0.93 %0.57 %0.24 %2.4 %
Sector2.1 %0.66 %0.69 %1.2 %3.58 %
Rank within sector135 / 14862 / 13046 / 11357 / 8840 / 71
Quartile th4 th2 nd2 nd3 rd3 rd

Risk statistics

Alpha-1
Beta0.67
Sharpe-0
Volatility2.37
Tracking error2.12
Information ratio-0.65
R-Squared0.26

Price movement

52 week high105.682
52 week low102.9694
Current bid price0
Current offer price0
Current mid price103.039

Holdings by region

  • 88.5% Germany
  • 62.1% Australia
  • 26.2% Money Market
  • 13.5% International
  • 5.3% Netherlands
  • 4% France
  • 3.3% Switzerland
  • 1.5% Japan
  • 1.4% Ireland
  • 1.2% Spain

Holdings by sector

-

Holdings by asset type

-

Individual holdings

  • 15.02% US TSY I/ 0.75% 15/45 IFL
  • 8.75% INSIGHT GFII-EMRG MKTS DB
  • 5.55% FRANCE(GOVT OF) 1.25% BDS 25/05/36 EUR1
  • 4.39% UNITED STATES OF AMER TREAS BONDS 0.875% TB 15/02/47 USD1000
  • 2.96% FRANCE(GOVT OF) 1.75% BDS 25/05/66 EUR1
  • 2.7% MORGAN ST FRN 12/03/19
  • 2.38% NATIONWID FRN 11/02/18
  • 2.13% JPMORGAN FRN 06/14/18
  • 2.05% LLOYDS BA FRN 08/21/17
  • 1.88% ABN AMRO FRN 07/03/17