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

-0.14 %

1 Year rank in sector

107/135

Sector

FO Absolute Return

Yield
-
Fund size

£ 1.6 b

FE Risk score

27

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Australia
    63.65%
  • International
    58.71%
  • UK
    14.49%
  • USA
    6.03%
  • France
    3.95%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.62 %-0.25 %-0.14 %0.75 %4.49 %
Sector-0.26 %0.48 %3.08 %3.62 %9.83 %
Rank within sector15 / 150102 / 147107 / 13564 / 10243 / 66
Quartile th1 st3 rd4 th3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.24 %0.93 %0.57 %0.24 %2.4 %
Sector2.34 %0.66 %0.69 %1.2 %3.58 %
Rank within sector110 / 14060 / 12447 / 10856 / 8540 / 67
Quartile th4 th2 nd2 nd3 rd3 rd

Risk statistics

Alpha-0.73
Beta0.65
Sharpe-0
Volatility2.66
Tracking error2.47
Information ratio-0.5
R-Squared0.19

Price movement

52 week high105.682
52 week low102.1877
Current bid price0
Current offer price0
Current mid price104.5903

Holdings by region

  • 63.65% Australia
  • 58.71% International
  • 14.49% UK
  • 6.03% USA
  • 3.95% France
  • 3.9% Netherlands
  • 3.55% Spain
  • 3.46% Switzerland
  • 2.14% Canada
  • 1.83% 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