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

4.29 %

1 Year rank in sector

47/141

Sector

FO Absolute Return

Yield
-
Fund size

£ 2.8 b

FE Risk score

22

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.51 %1.38 %4.2 %-0.68 %10.72 %
Sector0.12 %1.75 %2.84 %3.55 %10.24 %
Rank within sector53 / 15480 / 15147 / 141 / /
Quartile th2 nd3 rd2 nd th th

Calendar performance

YTD-20172016201520142013
Fund2.12 %-0.31 %-0.93 %0 %0 %
Sector2.06 %0.66 %0.69 %1.2 %3.58 %
Rank within sector71 / 15084 / 13067 / 113 / /
Quartile th2 nd3 rd3 rd th th

Risk statistics

Alpha-1.69
Beta1.05
Sharpe-0
Volatility3.08
Tracking error2.44
Information ratio-0.68
R-Squared0.37

Price movement

52 week high100.15
52 week low95.74
Current bid price0
Current offer price0
Current mid price99.79

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-