Fact sheet: LM WA Gbl Mstrat

Fund information

Fund name
Legg Mason Western Asset Global Multi Strategy A(D) Dis USD
Fund company manager
Legg Mason Global Funds Plc
Fund type
SIB
Fund manager(s)
Western Asset Management Co
since 30/08/2002
Fund objective
The Fund seeks to maximise total return through income and capital appreciation by investing primarily in debt securities across the major fixed-income sectors and that are listed or traded in developed and emerging market countries and the face value of which is in U.S. dollars, Japanese yen, pound sterling, euro and a variety of other currencies.
Benchmark
-
Investment style
Strategic Investment
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

5.59 %

1 Year rank in sector

39/306

Sector

FO Fixed Int - Global

Yield

4.0114

Fund size

£ 1.0 b

FE Risk score

32

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    45.91%
  • Money Market
    19.75%
  • Brazil
    8.83%
  • Not Specified
    7.84%
  • Mexico
    4.53%
  • High Yield Bond
    23.54%
  • Government Bonds
    18.33%
  • Fixed Interest
    15.28%
  • Corporate Bonds
    10.8%
  • Investment Grade Corporate Bonds
    10.11%
  • US Fixed Interest
    45.91%
  • Money Market
    19.75%
  • Brazilian Fixed Interest
    8.83%
  • Global Fixed Interest
    7.84%
  • American Emerging Fixed Interest
    5.07%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.11 %3.26 %5.59 %10.44 %12.88 %
Sector0.06 %1.69 %1.62 %6.16 %9.13 %
Rank within sector252 / 34378 / 32939 / 30648 / 25166 / 186
Quartile th3 rd1 st1 st1 st2 nd

Calendar performance

YTD-20172016201520142013
Fund6.98 %11.56 %-5.32 %2.14 %-3.22 %
Sector3.43 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector56 / 31518 / 283219 / 254142 / 218129 / 194
Quartile th1 st1 st4 th3 rd3 rd

Risk statistics

Alpha0.09
Beta1.77
Sharpe0.03
Volatility5.36
Tracking error3.28
Information ratio0.48
R-Squared0.77

Price movement

52 week high120.99
52 week low113.37
Current bid price0
Current offer price0
Current mid price120.31

Holdings by region

  • 45.91% USA
  • 19.75% Money Market
  • 8.83% Brazil
  • 7.84% Not Specified
  • 4.53% Mexico
  • 3.07% UK
  • 3.05% Indonesia
  • 2.78% Argentina
  • 2.29% Colombia
  • 1.95% Netherlands

Holdings by sector

  • 23.54% High Yield Bond
  • 18.33% Government Bonds
  • 15.28% Fixed Interest
  • 10.8% Corporate Bonds
  • 10.11% Investment Grade Corporate Bonds
  • 8.17% Cash & Cash Equivalents
  • 8.03% Banks
  • 5.74% Asset/Mortgage-Backed Securities

Holdings by asset type

  • 45.91% US Fixed Interest
  • 19.75% Money Market
  • 8.83% Brazilian Fixed Interest
  • 7.84% Global Fixed Interest
  • 5.07% American Emerging Fixed Interest
  • 4.53% Mexican Fixed Interest
  • 3.07% UK Fixed Interest
  • 3.05% Indonesian Fixed Interest
  • 1.95% Dutch Fixed Interest

Individual holdings

  • 4.65% UNITED STATES OF AMER TREAS NOTES 1.25% TB 31/10/19 USD100
  • 3.8% BRAZIL(FEDERATIVE REPUBLIC OF) 10% BDS 01/01/21 BRL1000
  • 3.76% UNITED STATES OF AMER TREAS BONDS 3.125% BDS 15/02/43 USD100
  • 3.21% LEGG MASON WESTERN ASSET US HIGH YIELD LM DIS USD
  • 3.06% UNITED STATES OF AMER TREAS NOTES 1.875% NTS 31/01/22 USD100
  • 2.97% LEGG MASON WESTERN ASSET EURO HIGH YIELD LM ACC EUR
  • 1.7% MEXICO(UNITED MEXICAN STATES) 7.75% NTS 13/11/42 MXN100000
  • 1.44% INDONESIA(REPUBLIC OF) 5.25% NTS 17/01/42 USD200000 REG S
  • 1.28% MEXICO(UNITED MEXICAN STATES) 6.5% BDS 09/06/22 MXN100
  • 1.25% BRAZIL(FEDERATIVE REPUBLIC OF) 6% BDS 15/08/50 BRL1000