Fact sheet: Dimensional Gbl Sht Dtd Bd

Fund information

Fund name
Dimensional Global Short Dated Bond Acc
Fund company manager
Dimensional Fund Advisors
Fund type
OIC
Fund manager
Garrett Quigley
since 14/01/2004
Fund objective
The investment objective of the Global Short-Dated Bond Fund is to seek to maximise current income while preserving capital.
Benchmark
Citigroup World Government Bond Index 1-5 Years (Hedged to GBP)
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

0.57 %

1 Year rank in sector

63/66

Sector

UT Global Bonds

Yield

1.52

Fund size

£ 3.9 b

FE Risk score

14

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    28.6476%
  • Canada
    17.102%
  • Australia
    8.4054%
  • UK
    7.0576%
  • Sweden
    6.2915%
  • US Corporate Fixed Interest
    26.3918%
  • Canadian Fixed Interest
    16.8476%
  • Australian Fixed Interest
    8.1074%
  • UK Fixed Interest
    7.0576%
  • Swedish Fixed Interest
    6.2915%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.06 %1.55 %0.57 %6.06 %9.37 %
Sector1.21 %2.92 %9.81 %16.47 %20.44 %
Rank within sector59 / 7251 / 6963 / 6649 / 5743 / 45
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Calendar performance

YTD-20172016201520142013
Fund1.29 %1.9 %1.26 %2.94 %-0.41 %
Sector2.47 %12.58 %-1.32 %3.81 %-1.96 %
Rank within sector51 / 6960 / 6417 / 5841 / 5529 / 52
Quartile th3 rd4 th2 nd3 rd3 rd

Risk statistics

Alpha0.69
Beta0.18
Sharpe-0
Volatility1.75
Tracking error5.35
Information ratio-0.79
R-Squared0.43

Price movement

52 week high15.86
52 week low15.48
Current bid price0
Current offer price0
Current mid price15.76

Holdings by region

  • 28.6476% USA
  • 17.102% Canada
  • 8.4054% Australia
  • 7.0576% UK
  • 6.2915% Sweden
  • 5.6702% France
  • 5.5977% Netherlands
  • 5.2426% Germany
  • 4.765% Money Market
  • 3.9862% International

Holdings by sector

-

Holdings by asset type

  • 26.3918% US Corporate Fixed Interest
  • 16.8476% Canadian Fixed Interest
  • 8.1074% Australian Fixed Interest
  • 7.0576% UK Fixed Interest
  • 6.2915% Swedish Fixed Interest
  • 5.1089% Dutch Fixed Interest
  • 5.0298% German Fixed Interest
  • 4.765% Money Market
  • 4.7243% French Fixed Interest
  • 3.9862% Supranational Fixed Interest

Individual holdings

  • 3.91% HM TREASURY UNITED KINGDOM DMO 2% GILT 22/07/20 GBP0.01
  • 2.85% HM TREASURY UNITED KINGDOM DMO 1.5% GILT 22/01/21 GBP0.01
  • 2.33% CISCO SYSTEMS INC 2.45% BDS 15/06/20 USD2000
  • 2.3% GE CAPITAL INTERNATIONAL FUNDING CO 2.342% MTN 15/11/20 USD1000
  • 2% KREDITANSTALT FUER WIEDERAUFBAU KFW 1.375% BDS 01/02/21 GBP300000000
  • 1.66% SHELL INTERNATIONAL FINANCE BV 2.125% BDS 11/05/20 USD1000
  • 1.5% ONTARIO(PROVINCE OF) 2.4% NTS 08/02/22 USD1000
  • 1.48% ALBERTA(PROVINCE OF) 1.75% NTS 26/08/20 USD150000 144A
  • 1.43% SINGAPORE(GOVT OF) 0% BDS 02/06/21 SGD1000
  • 1.36% EUROPEAN INVESTMENT BANK 5.375% GTD BDS 7/6/2021 GBP(VAR)