Fact sheet: BlackRock GF $ Sht Drtn Bd

Fund information

Fund name
BlackRock GF USD Short Duration Bond A2 USD
Fund company manager
BlackRock (Luxembourg) S.A.
Fund type
SIB
Fund manager
Scott Amero
since 02/10/2006
Fund objective
The Fund aims to maximise the return on your investment through a combination of capital growth and income on the Fund’s assets. The Fund invests at least 80% of its total assets in fixed income (FI) securities. The FI securities may be issued by the United States (US) government and its agencies, non-US, governments and government agencies, and companies and supranationals domiciled inside or outside of the US.
Benchmark
BofA ML Government Corporate 1-3 Yr Index
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

1.46 %

1 Year rank in sector

7/19

Sector

FO Fixed Int - USD Short/ Medium Maturity

Yield
-
Fund size

£ 1.7 b

FE Risk score

84

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    84.24%
  • Canada
    5.03%
  • UK
    4.26%
  • Cayman Islands
    2.69%
  • Germany
    1.38%
  • Asset/Mortgage-Backed Securities
    38.41%
  • Mortgage & Secured Bonds
    22.21%
  • Government Bonds
    17.52%
  • Investment Grade Bonds
    17.16%
  • Fixed Interest
    8.96%
  • US Fixed Interest
    89.35%
  • US Government Fixed Interest
    17.52%
  • US Corporate Fixed Interest
    1.28%
  • Alternative Investment Strategies
    -1.97%
  • Money Market
    -6.16%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %1 %1.46 %2.97 %5.95 %
Sector0.07 %0.93 %1.21 %4.44 %6.22 %
Rank within sector11 / 226 / 217 / 195 / 175 / 15
Quartile th2 nd2 nd2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund1.46 %1.33 %0.31 %1.11 %0.8 %
Sector1.35 %3.15 %-0.08 %0.37 %0.86 %
Rank within sector7 / 2110 / 184 / 175 / 164 / 15
Quartile th2 nd3 rd1 st2 nd2 nd

Risk statistics

Alpha0.38
Beta0.43
Sharpe-0
Volatility0.66
Tracking error0.79
Information ratio-0.51
R-Squared0.58

Price movement

52 week high13.2
52 week low12.95
Current bid price0
Current offer price0
Current mid price13.17

Holdings by region

  • 84.24% USA
  • 5.03% Canada
  • 4.26% UK
  • 2.69% Cayman Islands
  • 1.38% Germany
  • 1.02% Australia
  • 0.97% Switzerland
  • 0.93% Netherlands
  • 0.71% International
  • 0.64% Singapore

Holdings by sector

  • 38.41% Asset/Mortgage-Backed Securities
  • 22.21% Mortgage & Secured Bonds
  • 17.52% Government Bonds
  • 17.16% Investment Grade Bonds
  • 8.96% Fixed Interest
  • 2.61% Others
  • 1.28% High Yield Bond
  • -1.97% Derivatives
  • -6.16% Money Market

Holdings by asset type

  • 89.35% US Fixed Interest
  • 17.52% US Government Fixed Interest
  • 1.28% US Corporate Fixed Interest
  • -1.97% Alternative Investment Strategies
  • -6.16% Money Market

Individual holdings

  • 7.2% UNITED STATES OF AMER TREAS BILLS 1.5% TB 15/08/20 USD100
  • 3.41% FNMA 15YR TBA(REG B) 2.5 09/18/2017
  • 3.3% TREASURY NOTE 0.75 09/30/2018
  • 2.8% FNMA 15YR 2017 PRODUCTION
  • 1.64% FNMA 15YR 2016 PRODUCTION
  • 1.28% FGOLD 30YR TBA(REG A) 3 09/13/2017
  • 1.08% JPMMT _17-3 1A6 144A
  • 1.04% ALBERTA(PROVINCE OF) 1.9% BDS 06/12/19 USD200000
  • 0.85% FNMA 15YR TBA(REG B) 3 09/18/2017
  • 0.81% FGOLD 15YR TBA(REG B) 3.5 09/18/2017