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(s)
Geraud Charpin
since 24/05/2011
Mark Dowding
since 24/05/2011
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

4.83 %

1 Year rank in sector

35/138

Sector

FO Absolute Return

Yield
-
Fund size

£ 2.8 b

FE Risk score

24

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund1.36 %3.1 %4.83 %1.78 %5.55 %
Sector0.23 %1.28 %2.72 %4.46 %9.77 %
Rank within sector15 / 15429 / 14935 / 138 / /
Quartile th1 st1 st2 nd th th

Calendar performance

YTD-20172016201520142013
Fund3.76 %-0.31 %-0.93 %0 %0 %
Sector2.59 %0.66 %0.69 %1.2 %3.58 %
Rank within sector53 / 14479 / 12970 / 112 / /
Quartile th2 nd3 rd3 rd th th

Risk statistics

Alpha-0.5
Beta1.03
Sharpe-0
Volatility2.94
Tracking error2.28
Information ratio-0.21
R-Squared0.4

Price movement

52 week high101.39
52 week low96.56
Current bid price0
Current offer price0
Current mid price101.39

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-