Fact sheet: Kames Abslut Rtrn Bd

Fund information

Fund name
Kames Absolute Return Bond B Acc GBP
Fund company manager
Kames Capital plc
Fund type
SIB
Fund manager(s)
Stephen Snowden
since 30/09/2011
Colin Finlayson
since 30/09/2011
Fund objective
The investment objective of the Fund is to generate positive absolute returns for investors over a rolling 3 year period irrespective of market conditions.
Benchmark
LIBOR GBP 3m
Investment style
Absolute Return
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

0.72 %

1 Year rank in sector

99/135

Sector

FO Absolute Return

Yield

1.19

Fund size

£ 1.9 b

FE Risk score

9

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    33.5%
  • USA
    19.06%
  • Not Specified
    13.76%
  • Netherlands
    9.17%
  • France
    8.82%
  • Financials
    42.7%
  • Industrials
    33.5%
  • Utilities
    13.6%
  • Money Market
    7%
  • Asset/Mortgage-Backed Securities
    1.8%
  • UK Fixed Interest
    45.89%
  • US Fixed Interest
    10.88%
  • Dutch Fixed Interest
    9.17%
  • French Fixed Interest
    8.82%
  • Money Market
    7.39%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.09 %0.08 %0.72 %2.93 %6.91 %
Sector0.77 %1.35 %3.1 %4.48 %8.85 %
Rank within sector119 / 147104 / 14499 / 13559 / 10131 / 64
Quartile th4 th3 rd3 rd3 rd2 nd

Calendar performance

YTD-20182017201620152014
Fund0.03 %0.81 %1.44 %0.71 %2.12 %
Sector0.74 %2.62 %0.66 %0.69 %1.2 %
Rank within sector122 / 14793 / 13449 / 11743 / 10136 / 80
Quartile th4 th3 rd2 nd2 nd2 nd

Risk statistics

Alpha0.74
Beta0.19
Sharpe-0
Volatility0.72
Tracking error1.57
Information ratio-0.21
R-Squared0.21

Price movement

52 week high11.0819
52 week low10.9808
Current bid price0
Current offer price0
Current mid price11.0744

Holdings by region

  • 33.5% UK
  • 19.06% USA
  • 13.76% Not Specified
  • 9.17% Netherlands
  • 8.82% France
  • 7.42% Money Market
  • 2.73% Switzerland
  • 2.69% Jersey
  • 2.01% Spain
  • 1.6% Italy

Holdings by sector

  • 42.7% Financials
  • 33.5% Industrials
  • 13.6% Utilities
  • 7% Money Market
  • 1.8% Asset/Mortgage-Backed Securities
  • 0.9% Government Agency Bonds
  • 0.5% Government Bonds

Holdings by asset type

  • 45.89% UK Fixed Interest
  • 10.88% US Fixed Interest
  • 9.17% Dutch Fixed Interest
  • 8.82% French Fixed Interest
  • 7.39% Money Market
  • 3.66% German Fixed Interest
  • 2.73% Swiss Fixed Interest
  • 2.01% Spanish Fixed Interest
  • 1.73% Australian Fixed Interest
  • 1.6% Italian Fixed Interest

Individual holdings

  • 2.12% MUNICH RE FINANCE BV 7.625% BDS 21/6/28 GBP1000
  • 2.04% ING BANK NV LONDON 6.875% BDS 29/05/23 GBP50000
  • 2.04% STANDARD CHARTERED BANK 7.75% SUBORD NTS 03/04/18 GBP50000
  • 2.03% CITIGROUP INC 5.125% BDS 12/12/18 GBP1000
  • 2.01% G4S PLC 7.75% NTS 13/05/19 GBP50000
  • 1.88% BARCLAYS BANK PLC 6.75%/FLTG RTE SUB CALL NTS 16/01/23 GBP
  • 1.87% BANK OF AMERICA CORP 7.75% NTS 30/04/18 GBP50000
  • 1.86% SEVERN TRENT UTILITIES FINANCE PLC 6% GTD NTS 22/01/18 GBP75000
  • 1.84% HEATHROW FUNDING LTD 6.25% BDS 10/09/18 GBP50000 B-1
  • 1.52% DANSKE BANK A/S 5.375%/VAR NTS 29/9/21 GBP1000