Fact sheet: Morg Stnly Abs Ret Fxd Inc

Fund information

Fund name
Morg Stnly Absolute Return Fixed Income Z EUR
Fund company manager
Morgan Stanley Investment Fund
Fund type
SIB
Fund manager(s)
Christian Roth
since 30/09/2014
Jim Caron
since 30/09/2014
Michael Kushma
since 30/09/2014
Richard Ford
since 30/09/2014
Fund objective
The fund's objective is to generate a positive return.
Benchmark
3 month EURIBOR
Investment style
Absolute Return
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-

1 Year rank in sector

36/135

Sector

FO Absolute Return

Yield
-
Fund size

£ 41.7 m

FE Risk score

81

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    29.36%
  • USA
    10.27%
  • UK
    10.22%
  • Spain
    9.78%
  • France
    9.2%
  • Financials
    34.49%
  • Government Bonds
    14.15%
  • Utilities
    10.11%
  • Non-Cyclical Consumer Goods
    9.89%
  • Communications
    5.79%
  • Global Fixed Interest
    29.36%
  • US Fixed Interest
    10.27%
  • UK Fixed Interest
    10.22%
  • Spanish Fixed Interest
    9.78%
  • French Fixed Interest
    9.2%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.86 %1.73 %5 %8.49 %0 %
Sector0.78 %1.37 %3.09 %4.51 %8.81 %
Rank within sector59 / 14758 / 14436 / 13528 / 101 /
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Calendar performance

YTD-20182017201620152014
Fund0.59 %4.62 %2.06 %0.48 %0 %
Sector0.71 %2.62 %0.66 %0.69 %1.2 %
Rank within sector70 / 14738 / 13444 / 11747 / 101 /
Quartile th2 nd2 nd2 nd2 nd th

Risk statistics

Alpha0.21
Beta1.66
Sharpe-0
Volatility3.71
Tracking error2.55
Information ratio0.41
R-Squared0.62

Price movement

52 week high27.09
52 week low25.77
Current bid price0
Current offer price0
Current mid price27.09

Holdings by region

  • 29.36% Others
  • 10.27% USA
  • 10.22% UK
  • 9.78% Spain
  • 9.2% France
  • 7.41% Germany
  • 5.7% Money Market
  • 5.07% Italy
  • 4.54% China
  • 4.26% Netherlands

Holdings by sector

  • 34.49% Financials
  • 14.15% Government Bonds
  • 10.11% Utilities
  • 9.89% Non-Cyclical Consumer Goods
  • 5.79% Communications
  • 5.64% Energy
  • 5.49% Cash & Cash Equivalents
  • 4.32% Cyclical Consumer Goods
  • 3.65% Industrials
  • 3.61% Basic Materials

Holdings by asset type

  • 29.36% Global Fixed Interest
  • 10.27% US Fixed Interest
  • 10.22% UK Fixed Interest
  • 9.78% Spanish Fixed Interest
  • 9.2% French Fixed Interest
  • 7.41% German Fixed Interest
  • 5.7% Cash & Cash Equivalents
  • 5.07% Italian Fixed Interest
  • 4.54% Chinese Fixed Interest
  • 4.26% Dutch Fixed Interest

Individual holdings

-