Fact sheet: BlueBay InvGr AbsRet Bd

Fund information

Fund name
BlueBay Investment Grade Absolute Return Bond C GBP
Fund company manager
BlueBay Asset Management
Fund type
SIB
Fund manager
Raphael Robelin
since 24/05/2011
Fund objective
To achieve a total return in excess of the Merrill Lynch Euro Currency Libor 3-Month Constant Maturity Index from a portfolio of investment grade-rated fixed income securities.
Benchmark
BofA Merrill Lynch Euro Currency 3-Month Deposit Offered Rate Constant Maturity Index
Investment style
Absolute Return
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

4.25 %

1 Year rank in sector

42/137

Sector

FO Absolute Return

Yield
-
Fund size

£ 2.8 b

FE Risk score

24

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.76 %1.86 %4.25 %0.54 %6.26 %
Sector0.24 %1.31 %2.42 %3.28 %9.51 %
Rank within sector36 / 15363 / 15042 / 137 / /
Quartile th1 st2 nd2 nd th th

Calendar performance

YTD-20172016201520142013
Fund2.95 %-0.31 %-0.93 %0 %0 %
Sector2.3 %0.66 %0.69 %1.2 %3.58 %
Rank within sector61 / 14580 / 12868 / 110 / /
Quartile th2 nd3 rd3 rd th th

Risk statistics

Alpha-1.45
Beta1.04
Sharpe-0
Volatility3.04
Tracking error2.39
Information ratio-0.6
R-Squared0.38

Price movement

52 week high100.63
52 week low96.32
Current bid price0
Current offer price0
Current mid price100.6

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-