Fact sheet: LM BrywGlFxInARn

Fund information

Fund name
Legg Mason Brandywine Global Fixed Income Absolute Return E Acc USD
Fund company manager
Legg Mason Global Funds Plc
Fund type
SIB
Fund manager
Brandywine Global Investment Management
since 03/04/2012
Fund objective
The Fund seeks to generate positive returns that are independent of market cycles, through income and capital appreciation, by investing at least 70% of its Net Asset Value in debt securities, convertible securities that can be exchanged into shares, investment funds, and financial contracts, which are listed or traded anywhere in the world. The Fund may take advantage of the entire range of maturities and durations when purchasing debt securities, and may adjust the average duration of the Fund's investments from time to time.
Benchmark
LIBOR USD 3 month
Investment style
Absolute Return
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

5.7 %

1 Year rank in sector

32/140

Sector

FO Absolute Return

Yield
-
Fund size

£ 1.2 b

FE Risk score

40

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    40.41%
  • Mexico
    12.73%
  • Poland
    5.56%
  • Money Market
    5.25%
  • Others
    5%
  • A
    38.86%
  • AAA
    21.82%
  • BBB
    17.4%
  • BB
    9.48%
  • AA
    7.19%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.81 %6.07 %5.62 %3.56 %0 %
Sector0.07 %1.67 %2.65 %3.23 %10.57 %
Rank within sector6 / 15311 / 15032 / 14038 / 97 /
Quartile th1 st1 st1 st2 nd th

Calendar performance

YTD-20172016201520142013
Fund6.84 %2.64 %-6.32 %3.66 %0 %
Sector1.97 %0.66 %0.69 %1.2 %3.58 %
Rank within sector9 / 14939 / 129107 / 11222 / 87 /
Quartile th1 st2 nd4 th2 nd th

Risk statistics

Alpha-0.11
Beta1.33
Sharpe-0
Volatility4.73
Tracking error4.13
Information ratio0.03
R-Squared0.26

Price movement

52 week high105.15
52 week low96.91
Current bid price0
Current offer price0
Current mid price104.87

Holdings by region

  • 40.41% USA
  • 12.73% Mexico
  • 5.56% Poland
  • 5.25% Money Market
  • 5% Others
  • 4.63% Malaysia
  • 4.62% Brazil
  • 4.27% Indonesia
  • 4.25% South Africa
  • 3.86% Australia

Holdings by sector

  • 38.86% A
  • 21.82% AAA
  • 17.4% BBB
  • 9.48% BB
  • 7.19% AA
  • 5.25% Money Market

Holdings by asset type

-

Individual holdings

  • 8.91% U.S. TSY NOTES 0.690 2018
  • 5.01% USTSY N/B 2.875 2046
  • 4.8% MEXICO(UNITED MEXICAN STATES) 7.75% NTS 13/11/42 MXN100000
  • 3.85% UNITED ST 0.656 2019
  • 3.66% GOLDMAN SACHS 2.139 2018
  • 3.34% MEXICO(UNITED MEXICAN STATES) 8.5% BDS 18/11/38 MXN100
  • 3.27% BRAZIL 9.761 2027
  • 3.18% MEXICO(UNITED MEXICAN STATES) 8.5%% BDS 31/05/29 MXN1000
  • 3.14% U.S. TSY NOTES 0.686 2018
  • 3.09% MORGAN STANLEY 2.318 2018