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

5.04 %

1 Year rank in sector

35/135

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
Fund1.31 %3.53 %5.04 %4.44 %0.44 %
Sector0.77 %1.35 %3.1 %4.48 %8.85 %
Rank within sector39 / 14727 / 14435 / 13547 / 101 /
Quartile th2 nd1 st2 nd2 nd th

Calendar performance

YTD-20182017201620152014
Fund1.08 %4.59 %-0.31 %-0.93 %0 %
Sector0.74 %2.62 %0.66 %0.69 %1.2 %
Rank within sector40 / 14739 / 13476 / 11764 / 101 /
Quartile th2 nd2 nd3 rd3 rd th

Risk statistics

Alpha-0.13
Beta0.94
Sharpe-0
Volatility2.7
Tracking error2.13
Information ratio-0.11
R-Squared0.38

Price movement

52 week high103.31
52 week low98.07
Current bid price0
Current offer price0
Current mid price103.31

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-