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
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

Quick stats

1 Year return

0.77 %

1 Year rank in sector

92/138

Sector

FO Absolute Return

Yield

0.98

Fund size

£ 2.0 b

FE Risk score

9

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    43.28%
  • USA
    13.52%
  • Netherlands
    7.66%
  • Money Market
    6.13%
  • Not Specified
    4.76%
  • Industrials
    38.2%
  • Financials
    35.8%
  • Utilities
    13.2%
  • Money Market
    6.6%
  • Government Bonds
    2.9%
  • UK Fixed Interest
    45.81%
  • US Fixed Interest
    13.26%
  • French Fixed Interest
    8.4%
  • Dutch Fixed Interest
    7.66%
  • Money Market
    6.38%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.06 %0.46 %0.77 %3.22 %7.43 %
Sector0.25 %1.12 %2.5 %3.18 %9.49 %
Rank within sector102 / 15497 / 15192 / 13840 / 9837 / 65
Quartile th3 rd3 rd3 rd2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.71 %1.44 %0.71 %2.12 %1.71 %
Sector2.28 %0.66 %0.69 %1.2 %3.58 %
Rank within sector102 / 14651 / 12944 / 11138 / 8746 / 70
Quartile th3 rd2 nd2 nd2 nd3 rd

Risk statistics

Alpha0.95
Beta0.18
Sharpe-0
Volatility0.72
Tracking error1.61
Information ratio0.03
R-Squared0.21

Price movement

52 week high11.0819
52 week low10.9433
Current bid price0
Current offer price0
Current mid price11.0601

Holdings by region

  • 43.28% UK
  • 13.52% USA
  • 7.66% Netherlands
  • 6.13% Money Market
  • 4.76% Not Specified
  • 4.76% Germany
  • 3.36% France
  • 2.72% Canada
  • 2.29% Switzerland
  • 2.06% Spain

Holdings by sector

  • 38.2% Industrials
  • 35.8% Financials
  • 13.2% Utilities
  • 6.6% Money Market
  • 2.9% Government Bonds
  • 2.5% Asset/Mortgage-Backed Securities
  • 0.8% Government Agency Bonds

Holdings by asset type

  • 45.81% UK Fixed Interest
  • 13.26% US Fixed Interest
  • 8.4% French Fixed Interest
  • 7.66% Dutch Fixed Interest
  • 6.38% Money Market
  • 4.76% German Fixed Interest
  • 2.72% Canadian Fixed Interest
  • 2.29% Swiss Fixed Interest
  • 2.06% Spanish Fixed Interest
  • 1.84% Australian Fixed Interest

Individual holdings

  • 2.39% UNITED STATES OF AMER TREAS NOTES 0.375% NTS 15/01/27 USD100
  • 2.18% BG ENERGY CAPITAL 6.5% CAP SECS BDS 30/11/72 GBP100000
  • 2.12% MUNICH RE FINANCE BV 7.625% BDS 21/6/28 GBP1000
  • 1.93% ING BANK NV LONDON 6.875% BDS 29/05/23 GBP50000
  • 1.88% 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
  • 1.8% CITIGROUP INC 5.125% BDS 12/12/18 GBP1000
  • 1.79% STANDARD CHARTERED BANK 7.75% SUBORD NTS 03/04/18 GBP50000
  • 1.76% RELX (INVESTMENTS) PLC 7% GTD NTS 11/12/17 GBP50000
  • 1.71% G4S PLC 7.75% NTS 13/05/19 GBP50000