Fact sheet: LM WsAtMOB

Fund information

Fund name
Legg Mason Western Asset Macro Opportunities Bond X Hedged GBP
Fund company manager
Legg Mason Global Funds Plc
Fund type
SIB
Fund manager(s)
Western Asset Management Co
since 29/11/2013
Fund objective
The fund seeks to maximise total return, through capital appreciation and income by investing in a combination of investment grade and high yielding debt securities and financial derivative instruments.
Benchmark
No Specified Index
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

9.48 %

1 Year rank in sector

-

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 7.7 b

FE Risk score

50

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    49.4%
  • Money Market
    10.61%
  • Italy
    6.99%
  • Mexico
    6.57%
  • Brazil
    4.05%
  • AAA
    31.02%
  • BBB
    26.09%
  • A
    16.02%
  • BB
    10.87%
  • Money Market
    6.31%
  • US Fixed Interest
    49.4%
  • Money Market
    10.61%
  • Italian Fixed Interest
    6.99%
  • Mexican Fixed Interest
    6.57%
  • Brazilian Fixed Interest
    4.05%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.67 %7.04 %9.48 %20.9 %0 %
Sector0.11 %1.66 %1.73 %6.22 %9.18 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund11.65 %6.15 %1.98 %0 %0 %
Sector3.47 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha2.82
Beta1.72
Sharpe0.44
Volatility6.31
Tracking error4.75
Information ratio0.88
R-Squared0.52

Price movement

52 week high129.47
52 week low112.01
Current bid price0
Current offer price0
Current mid price128.57

Holdings by region

  • 49.4% USA
  • 10.61% Money Market
  • 6.99% Italy
  • 6.57% Mexico
  • 4.05% Brazil
  • 3.37% Japan
  • 3.35% Russia
  • 2.6% Argentina
  • 2.56% UK
  • 2.24% India

Holdings by sector

  • 31.02% AAA
  • 26.09% BBB
  • 16.02% A
  • 10.87% BB
  • 6.31% Money Market
  • 4.5% B
  • 2.68% Non-Rated
  • 2.51% AA

Holdings by asset type

  • 49.4% US Fixed Interest
  • 10.61% Money Market
  • 6.99% Italian Fixed Interest
  • 6.57% Mexican Fixed Interest
  • 4.05% Brazilian Fixed Interest
  • 3.97% American Emerging Fixed Interest
  • 3.37% Japanese Fixed Interest
  • 3.35% Russian Fixed Interest
  • 2.56% UK Fixed Interest
  • 2.24% Indian Fixed Interest

Individual holdings

-