Fact sheet: BlackRock SF Gbl AR Bd

Fund information

Fund name
BlackRock SF Global Absolute Return Bond A2
Fund company manager
BlackRock (Luxembourg) S.A.
Fund type
SIB
Fund manager(s)
Ian Winship
since 25/05/2012
Andreas Doerrenhaus
since 14/09/2015
Fund objective
The Fund aims to achieve positive absolute returns on your investment through a combination of capital growth and income regardless of market conditions. The Fund seeks to gain at least 70% of any investment exposure to fixed income (FI) securities and FI-related securities issued by, or giving exposure to, governments, government agencies, companies and supranationals worldwide. This is achieved by investing at least 70% of its total assets in FI securities, FIrelated securities, and where appropriate, deposits and cash. FI securities include bonds as well as money market instruments. FI-related securities include financial derivative instruments (FDIs). At any one time, a substantial amount, or even all of the Fund’s assets may be held as cash to provide cover for the exposure created by the use of FDIs or to assist in achieving its investment objective.
Benchmark
EURIBOR 3 Month
Investment style
Absolute Return
Investment method
Fixed Interest

Quick stats

1 Year return

1.27 %

1 Year rank in sector

89/135

Sector

FO Absolute Return

Yield
-
Fund size

£ 617.3 m

FE Risk score

79

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    29.42%
  • UK
    23.25%
  • Germany
    6.38%
  • EU
    6.2%
  • China
    5.91%
  • BBB
    29.77%
  • AAA
    26.18%
  • A
    14.57%
  • AA
    10.37%
  • BB
    10.24%
  • Global Fixed Interest
    97.36%
  • Money Market
    2.76%
  • International Equities
    0.01%
  • Alternative Investment Strategies
    -0.1%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.47 %0.76 %1.27 %2.18 %2.25 %
Sector0.79 %1.34 %2.87 %4.42 %8.87 %
Rank within sector96 / 14685 / 14489 / 13561 / 10147 / 64
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20182017201620152014
Fund0.37 %0.97 %0.14 %0.31 %-0.46 %
Sector0.63 %2.62 %0.66 %0.69 %1.2 %
Rank within sector88 / 14690 / 13470 / 11749 / 10158 / 81
Quartile th3 rd3 rd3 rd2 nd3 rd

Risk statistics

Alpha-0.41
Beta0.68
Sharpe-0
Volatility1.47
Tracking error1.03
Information ratio-0.81
R-Squared0.66

Price movement

52 week high105.24
52 week low103.35
Current bid price0
Current offer price0
Current mid price105.13

Holdings by region

  • 29.42% Others
  • 23.25% UK
  • 6.38% Germany
  • 6.2% EU
  • 5.91% China
  • 3.89% USA
  • 2.76% Money Market
  • 2.67% Spain
  • 2.49% Italy
  • 2.25% Russia

Holdings by sector

  • 29.77% BBB
  • 26.18% AAA
  • 14.57% A
  • 10.37% AA
  • 10.24% BB
  • 3.72% B
  • 2.76% Money Market
  • 2.3% Non-Rated
  • 0.21% CCC
  • -0.1% Others

Holdings by asset type

  • 97.36% Global Fixed Interest
  • 2.76% Money Market
  • 0.01% International Equities
  • -0.1% Alternative Investment Strategies

Individual holdings

  • 8.87% FNMA 30YR TBA(REG A) 3 01/11/2018
  • 7.86% FNMA 15YR TBA(REG B) 2.5 01/17/2018
  • 4.97% GNMA2 30YR TBA(REG C) 4 01/22/2018
  • 2.95% ISHARES JPM EM LCAL GVT BD ETF DST
  • 1.35% FNMA 30YR TBA(REG A) 4 01/11/2018
  • 1.17% GNMA2 30YR TBA(REG C) 4 02/21/2018
  • 1.15% GSMS_12-ALOH A 144A
  • 1.08% EUROPEAN FINANCIAL STABILITY FACIL MTN RegS 0.875 07/26/2027
  • 0.97% MOCA_17-1 A REGS
  • 0.9% DRVUK_6 A REGS