Fact sheet: Kames AbReBdCo

Fund information

Fund name
Kames Absolute Return Bond Constrained C Hedged Acc GBP
Fund company manager
Kames Capital plc
Fund type
SIB
Fund manager(s)
Euan McNeil
since 29/04/2015
James Lynch
since 29/04/2015
Fund objective
The investment objective is to generate positive absolute returns over a rolling 3 year period, irrespective of market conditions, by investing in global debt instruments in any currency, ranging from AAA government bonds through to high yield and emerging market bonds. The fund may invest in all types of fixed and floating rate fixed income securities.
Benchmark
1 MONTH EURIBOR +4.5%
Investment style
Absolute Return
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

0.61 %

1 Year rank in sector

55/140

Sector

FO Absolute Return

Yield

0.93

Fund size

£ 82.0 m

FE Risk score

3

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Industrials
    40.8%
  • Financials
    31.8%
  • Government Bonds
    11.5%
  • Utilities
    8.3%
  • Money Market
    6.3%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.12 %0.32 %0.61 %2.54 %0 %
Sector-0.76 %-1.12 %-0.47 %0.87 %6.38 %
Rank within sector54 / 15633 / 14755 / 14047 / 103 /
Quartile th2 nd1 st2 nd2 nd th

Calendar performance

YTD-20182017201620152014
Fund0.37 %0.67 %1.09 %0 %0 %
Sector-1.13 %2.62 %0.66 %0.69 %1.2 %
Rank within sector30 / 14796 / 13158 / 114 / /
Quartile th1 st3 rd3 rd th th

Risk statistics

Alpha0.81
Beta0.13
Sharpe-0
Volatility0.44
Tracking error1.61
Information ratio0.4
R-Squared0.29

Price movement

52 week high10.2805
52 week low10.196
Current bid price0
Current offer price0
Current mid price10.2612

Holdings by region

-

Holdings by sector

  • 40.8% Industrials
  • 31.8% Financials
  • 11.5% Government Bonds
  • 8.3% Utilities
  • 6.3% Money Market
  • 1.3% Asset/Mortgage-Backed Securities

Holdings by asset type

-

Individual holdings

  • 7.98% UNITED STATES OF AMER TREAS NOTES 0.125% NTS 15/04/22 USD100
  • 2.42% B.A.T.INTERNATIONAL FINANCE 4% GTD NTS 07/07/20 EUR50000
  • 2.31% CARNIVAL CORP 1.125% BDS 06/11/19 EUR100000
  • 1.98% RENTOKIL INITIAL 3.375% NTS 24/09/19 EUR100000
  • 1.95% BANK OF SCOTLAND PLC 6.375% SUBORD INST 16/8/2019 GBP(VAR)
  • 1.91% BECTON DICKINSON & CO 2.133% NTS 06/06/19 USD1000
  • 1.9% FCA CAPITAL IRELAND PLC 1.25% MTN 23/09/20 EUR1000
  • 1.89% PHILIP MORRIS INTERNATIONAL INC 2.125% BDS 30/05/19 EUR1000
  • 1.86% E.ON INTERNATIONAL FINANCE 6% SNR EMTN 30/10/19 GBP50000
  • 1.86% MARKS & SPENCER PLC 6.125% MTN 02/12/19 GBP50000