Fact sheet: LM BWGblFxInc

Fund information

Fund name
Legg Mason Brandywine Global Fixed Income X Dis USD
Fund company manager
Legg Mason Global Funds Plc
Fund type
SIB
Fund manager(s)
Jack P. McIntyre
since 01/10/2003
David F Hoffman
since 01/10/2003
Stephen Smith
since 01/10/2003
Fund objective
The Fund seeks to maximise total return through capital appreciation and income by investing at least two-thirds of its Net Asset Value in investment grade debt securities denominated in the currencies of, or issuers located primarily in developed countries around the world. The Sub-Investment Manager will concentrate investments in undervalued markets that provide the best opportunity for declining interest rates and a return to lower real rates over time.
Benchmark
Citigroup World Government Bond
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

4.41 %

1 Year rank in sector

-

Sector

FO Fixed Int - Global

Yield

2.4317

Fund size

£ 1.2 b

FE Risk score

58

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    37.01%
  • Mexico
    12.64%
  • Poland
    7.67%
  • International
    7.28%
  • Malaysia
    5.92%
  • Government Bonds
    77.75%
  • Fixed Interest
    7.28%
  • Others
    6.61%
  • Money Market
    4.39%
  • Government Agency Bonds
    3.97%
  • US Fixed Interest
    37.01%
  • Mexican Fixed Interest
    12.64%
  • Global Fixed Interest
    12.33%
  • Polish Fixed Interest
    7.67%
  • Malaysian Fixed Interest
    5.92%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-2.22 %3.96 %4.41 %2.43 %5.24 %
Sector0.15 %1.7 %1.9 %6.27 %9.28 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund10.66 %3.07 %-8.66 %3.44 %-3.66 %
Sector3.52 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-2.64
Beta2.16
Sharpe-0
Volatility7.13
Tracking error5.25
Information ratio-0.1
R-Squared0.64

Price movement

52 week high98.06
52 week low86.56
Current bid price0
Current offer price0
Current mid price94.2

Holdings by region

  • 37.01% USA
  • 12.64% Mexico
  • 7.67% Poland
  • 7.28% International
  • 5.92% Malaysia
  • 5.39% UK
  • 5.05% Others
  • 4.68% Brazil
  • 4.39% Money Market
  • 3.97% Australia

Holdings by sector

  • 77.75% Government Bonds
  • 7.28% Fixed Interest
  • 6.61% Others
  • 4.39% Money Market
  • 3.97% Government Agency Bonds

Holdings by asset type

  • 37.01% US Fixed Interest
  • 12.64% Mexican Fixed Interest
  • 12.33% Global Fixed Interest
  • 7.67% Polish Fixed Interest
  • 5.92% Malaysian Fixed Interest
  • 5.39% UK Fixed Interest
  • 4.68% Brazilian Fixed Interest
  • 4.39% Money Market
  • 3.97% Australian Fixed Interest
  • 3.6% South African Fixed Interest

Individual holdings

  • 17.92% UNITED STATES OF AMER TREAS NOTES FRN 31/01/19 USD100
  • 10.42% UNITED STATES OF AMER TREAS NOTES TREASURY FRN 30/04/19 USD100
  • 5.55% HM TREASURY UNITED KINGDOM DMO 1.25% GILT 22/7/18 GBP0.01
  • 5% MEXICO(UNITED MEXICAN STATES) 7.75% NTS 13/11/42 MXN100000
  • 4.58% UNITED STATES OF AMER TREAS BONDS 2.875% BDS 15/11/46 USD100
  • 3.84% EUROPEAN INVESTMENT BANK 7.2% BDS 09/07/19 IDR10000000144A
  • 3.78% POLAND(STATE TREASURY OF) 2.5% BDS 25/07/26 PLN1000
  • 3.59% MEXICO(UNITED MEXICAN STATES) 8.5% BDS 18/11/38 MXN100
  • 3.17% SVENSK EXPORTKREDIT AKTIEBOLAGET NTS 28/09/17 USD1000
  • 3.13% MEXICO(UNITED MEXICAN STATES) 8.5%% BDS 31/05/29 MXN1000