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
Stephen Snowden
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

Quick stats

1 Year return

1.7 %

1 Year rank in sector

82/140

Sector

FO Absolute Return

Yield

1.08

Fund size

£ 2.0 b

FE Risk score

8

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    48.14%
  • USA
    13.52%
  • Netherlands
    9.38%
  • Australia
    8.51%
  • Money Market
    5.18%
  • Industrials
    37.7%
  • Financials
    34.4%
  • Utilities
    15.5%
  • Money Market
    5.1%
  • Asset/Mortgage-Backed Securities
    4.5%
  • UK Fixed Interest
    47.73%
  • US Fixed Interest
    10.63%
  • Dutch Fixed Interest
    9.38%
  • French Fixed Interest
    6.73%
  • Money Market
    5.05%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.37 %0.46 %1.69 %3.7 %8.01 %
Sector0.04 %1.57 %2.63 %3.23 %10.6 %
Rank within sector57 / 153106 / 15182 / 14037 / 9737 / 68
Quartile th2 nd3 rd3 rd2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.76 %1.44 %0.71 %2.12 %1.71 %
Sector1.94 %0.66 %0.69 %1.2 %3.58 %
Rank within sector101 / 14951 / 12942 / 11236 / 8746 / 71
Quartile th3 rd2 nd2 nd2 nd3 rd

Risk statistics

Alpha0.99
Beta0.18
Sharpe-0
Volatility0.71
Tracking error1.6
Information ratio0.09
R-Squared0.22

Price movement

52 week high11.0747
52 week low10.8579
Current bid price0
Current offer price0
Current mid price11.0653

Holdings by region

  • 48.14% UK
  • 13.52% USA
  • 9.38% Netherlands
  • 8.51% Australia
  • 5.18% Money Market
  • 4.28% Spain
  • 4.11% France
  • 3.24% Jersey
  • 2.54% Canada
  • 2.46% Cayman Islands

Holdings by sector

  • 37.7% Industrials
  • 34.4% Financials
  • 15.5% Utilities
  • 5.1% Money Market
  • 4.5% Asset/Mortgage-Backed Securities
  • 1.9% Government Bonds
  • 0.9% Government Agency Bonds

Holdings by asset type

  • 47.73% UK Fixed Interest
  • 10.63% US Fixed Interest
  • 9.38% Dutch Fixed Interest
  • 6.73% French Fixed Interest
  • 5.05% Money Market
  • 4.28% Spanish Fixed Interest
  • 3.65% German Fixed Interest
  • 2.54% Canadian Fixed Interest
  • 2.46% American Emerging Fixed Interest
  • 2.08% Swiss Fixed Interest

Individual holdings

  • 2.03% BG ENERGY CAPITAL 6.5% CAP SECS BDS 30/11/72 GBP100000
  • 2.02% BANK OF AMERICA CORP 7.75% NTS 30/04/18 GBP50000
  • 2% SEVERN TRENT UTILITIES FINANCE PLC 6% GTD NTS 22/01/18 GBP75000
  • 1.98% THAMES WATER UTILITIES CAYMAN FIN 5.375% TO FLT RT BDS 21/07/25 GBP50000 B
  • 1.96% AA BOND CO LTD 4.7201% BDS 02/07/43 GBP100000
  • 1.94% TELEFONICA EMISIONES SAU 5.375% INST 02/02/18 GBP50000
  • 1.91% RELX (INVESTMENTS) PLC 7% GTD NTS 11/12/17 GBP50000
  • 1.8% ING BANK NV LONDON 6.875% BDS 29/05/23 GBP50000
  • 1.77% BSKYB FINANCE UK 5.75% SNR UNS NTS 20/10/17 GBP `REGS`
  • 1.67% STANDARD CHARTERED BANK 7.75% SUBORD NTS 03/04/18 GBP50000