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)
Peter Bentley
since 09/03/2012
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-1.15 %

1 Year rank in sector

122/138

Sector

FO Absolute Return

Yield
-
Fund size

£ 1.5 b

FE Risk score

28

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    94.01%
  • Australia
    65.25%
  • International
    14.91%
  • UK
    14.55%
  • Money Market
    4.26%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.57 %-0.92 %-1.15 %0.34 %3.5 %
Sector-0.05 %0.62 %2.74 %4.21 %9.04 %
Rank within sector116 / 148119 / 146122 / 13873 / 10244 / 67
Quartile th4 th4 th4 th3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.96 %0.93 %0.57 %0.24 %2.4 %
Sector2.54 %0.66 %0.69 %1.2 %3.58 %
Rank within sector115 / 13861 / 12246 / 10656 / 8540 / 67
Quartile th4 th2 nd2 nd3 rd3 rd

Risk statistics

Alpha-0.3
Beta0.63
Sharpe-0
Volatility2.69
Tracking error2.53
Information ratio-0.29
R-Squared0.18

Price movement

52 week high105.682
52 week low102.1877
Current bid price0
Current offer price0
Current mid price103.8401

Holdings by region

  • 94.01% USA
  • 65.25% Australia
  • 14.91% International
  • 14.55% UK
  • 4.26% Money Market
  • 3.08% France
  • 2.92% Netherlands
  • 2.89% Spain
  • 2.72% Switzerland
  • 2.38% Canada

Holdings by sector

-

Holdings by asset type

-

Individual holdings

  • 14.66% US TSY I/ 0.75% 15/45 IFL
  • 10.56% INSIGHT GFII-EMRG MKTS DB
  • 6.41% UNITED STATES OF AMER TREAS BONDS 0.875% TB 15/02/47 USD1000
  • 2.41% MORGAN ST FRN 12/03/19
  • 2.15% CANADIAN FRN 10/05/20
  • 2.06% AUSTRALIA FRN 08/19/20
  • 1.98% BK OF AMER FRN 07/26/19
  • 1.9% WESTPAC BANKING CORP FRN 06/03/20 USD2000
  • 1.63% UBS AG/LO FRN 06/08/20
  • 1.51% DNB BANK FRN 10/02/20