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
Mark Dowding
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

3.9 %

1 Year rank in sector

42/141

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
Fund-0.2 %0.85 %3.9 %-1.51 %9.12 %
Sector0.21 %1.21 %2.28 %3.72 %10.01 %
Rank within sector110 / 15585 / 15142 / 141 / /
Quartile th3 rd3 rd2 nd th th

Calendar performance

YTD-20172016201520142013
Fund2.07 %-0.31 %-0.93 %0 %0 %
Sector2.12 %0.66 %0.69 %1.2 %3.58 %
Rank within sector74 / 14983 / 13068 / 113 / /
Quartile th2 nd3 rd3 rd th th

Risk statistics

Alpha-1.32
Beta1.04
Sharpe-0
Volatility3.02
Tracking error2.36
Information ratio-0.55
R-Squared0.39

Price movement

52 week high100.33
52 week low95.83
Current bid price0
Current offer price0
Current mid price99.74

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-