Fact sheet: CMI US Bond

Fund information

Fund name
CMI US Bond DC1 NAV
Fund company manager
Lemanik Asset Management S.A
Fund type
SIB
Fund manager(s)
Guy Skinner
since 30/10/2009
Fund objective
The aim of this Sub-Fund is to achieve a combination of income and long-term capital growth by investing in a diversified portfolio of US Dollar denominated fixed interest securities. It will principally invest in US Dollar denominated bonds and other debt securities issued or guaranteed by governments, local authorities or public companies. The base currency of the Sub-Fund is US Dollars.
Benchmark
JPM USA GBI
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-0.81 %

1 Year rank in sector

18/18

Sector

FO Fixed Int - USD

Yield

1.561

Fund size

£ 81.9 m

FE Risk score

102

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    99.46%
  • Money Market
    0.54%
  • Fixed Interest
    99.46%
  • Money Market
    0.54%
  • Global Fixed Interest
    99.46%
  • Money Market
    0.54%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.38 %0.72 %-0.81 %3.78 %4.66 %
Sector0.18 %2.03 %2.25 %8.03 %12.72 %
Rank within sector23 / 2317 / 1918 / 186 / 126 / 8
Quartile th4 th4 th4 th2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund2.5 %0 %0 %5.12 %-3.89 %
Sector3.93 %4.96 %-0.48 %3.44 %0.01 %
Rank within sector16 / 18 / / 4 / 119 / 9
Quartile th4 th th th2 nd4 th

Risk statistics

Alpha-1.32
Beta1.17
Sharpe-0
Volatility3.99
Tracking error2.81
Information ratio-0.33
R-Squared0.51

Price movement

52 week high13.476
52 week low12.868
Current bid price0
Current offer price0
Current mid price13.304

Holdings by region

  • 99.46% USA
  • 0.54% Money Market

Holdings by sector

  • 99.46% Fixed Interest
  • 0.54% Money Market

Holdings by asset type

  • 99.46% Global Fixed Interest
  • 0.54% Money Market

Individual holdings

  • 14.09% US TREASURY NOTE2019-04-15
  • 13.83% UNITED STATES OF AMER TREAS NOTES 0.875% BDS 15/10/18 USD100
  • 12.69% UNITED STATES OF AMER TREAS BONDS 1.625% TB 30/11/20 USD100
  • 9.98% UNITED STATES OF AMER TREAS NOTES 2.125% TB 15/05/25 USD1000
  • 8.51% UNITED STATES OF AMER TREAS BONDS 3.875% BDS 15/08/40 USD100
  • 7.28% UNITED STATES OF AMER TREAS BONDS 0.75% BDS 15/08/19 USD100
  • 6.51% UNITED STATES OF AMER TREAS NOTES 1.75% NTS 31/05/22 USD100
  • 5.04% UNITED STATES OF AMER TREAS BONDS 2.5% BDS 15/02/45 USD1000
  • 4.76% UNITED STATES OF AMER TREAS BONDS 3.75% BDS 15/11/43 USD1000
  • 3.15% UNITED STATES OF AMER TREAS NOTES 1.375% TB 30/09/23 USD100