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

0.73 %

1 Year rank in sector

93/135

Sector

FO Absolute Return

Yield

1.16

Fund size

£ 1.9 b

FE Risk score

9

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    38.78%
  • USA
    16.75%
  • Money Market
    8.45%
  • Netherlands
    8.29%
  • Germany
    5.03%
  • Financials
    39.4%
  • Industrials
    35.1%
  • Utilities
    12.1%
  • Money Market
    8.4%
  • Government Bonds
    2.3%
  • UK Fixed Interest
    43.76%
  • US Fixed Interest
    13.25%
  • Dutch Fixed Interest
    8.29%
  • Money Market
    8.24%
  • French Fixed Interest
    7.88%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.07 %0.27 %0.73 %3.16 %6.93 %
Sector-0.08 %1.05 %3.13 %3.58 %9.77 %
Rank within sector69 / 15095 / 14793 / 13550 / 10233 / 66
Quartile th2 nd3 rd3 rd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund0.73 %1.44 %0.71 %2.12 %1.71 %
Sector2.52 %0.66 %0.69 %1.2 %3.58 %
Rank within sector95 / 14051 / 12445 / 10839 / 8545 / 67
Quartile th3 rd2 nd2 nd2 nd3 rd

Risk statistics

Alpha0.8
Beta0.17
Sharpe-0
Volatility0.73
Tracking error1.63
Information ratio-0.22
R-Squared0.18

Price movement

52 week high11.0819
52 week low10.9487
Current bid price0
Current offer price0
Current mid price11.0629

Holdings by region

  • 38.78% UK
  • 16.75% USA
  • 8.45% Money Market
  • 8.29% Netherlands
  • 5.03% Germany
  • 3.98% Not Specified
  • 2.24% Jersey
  • 2.24% France
  • 2.22% Switzerland
  • 2.18% Italy

Holdings by sector

  • 39.4% Financials
  • 35.1% Industrials
  • 12.1% Utilities
  • 8.4% Money Market
  • 2.3% Government Bonds
  • 1.8% Asset/Mortgage-Backed Securities
  • 0.9% Government Agency Bonds

Holdings by asset type

  • 43.76% UK Fixed Interest
  • 13.25% US Fixed Interest
  • 8.29% Dutch Fixed Interest
  • 8.24% Money Market
  • 7.88% French Fixed Interest
  • 4.45% German Fixed Interest
  • 2.22% Swiss Fixed Interest
  • 2.18% Italian Fixed Interest
  • 2.02% Spanish Fixed Interest
  • 1.76% Australian Fixed Interest

Individual holdings

  • 2.26% UNITED STATES OF AMER TREAS NOTES 0.375% NTS 15/01/27 USD100
  • 2.15% BG ENERGY CAPITAL 6.5% CAP SECS BDS 30/11/72 GBP100000
  • 2.09% MUNICH RE FINANCE BV 7.625% BDS 21/6/28 GBP1000
  • 2.02% STANDARD CHARTERED BANK 7.75% SUBORD NTS 03/04/18 GBP50000
  • 1.99% G4S PLC 7.75% NTS 13/05/19 GBP50000
  • 1.91% ING BANK NV LONDON 6.875% BDS 29/05/23 GBP50000
  • 1.86% BARCLAYS BANK PLC 6.75%/FLTG RTE SUB CALL NTS 16/01/23 GBP
  • 1.85% BANK OF AMERICA CORP 7.75% NTS 30/04/18 GBP50000
  • 1.84% SEVERN TRENT UTILITIES FINANCE PLC 6% GTD NTS 22/01/18 GBP75000
  • 1.77% CITIGROUP INC 5.125% BDS 12/12/18 GBP1000