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
Seeks to provide positive returns, measured in euros, by investing primarily in the global securities of corporate, government and government related issuers, across a spectrum of fixed income asset classes, including high yield bonds, investment-grade bonds, mortgage-backed securities, convertibles and currencies.
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

4.37 %

1 Year rank in sector

41/138

Sector

FO Absolute Return

Yield
-
Fund size

£ 39.1 m

FE Risk score

80

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    27.5%
  • USA
    11.97%
  • Spain
    9.53%
  • France
    9.14%
  • UK
    8.83%
  • Financials
    32.43%
  • Government Bonds
    16.79%
  • Non-Cyclical Consumer Goods
    8.54%
  • Utilities
    8.14%
  • Energy
    6.12%
  • Global Fixed Interest
    27.5%
  • US Fixed Interest
    11.97%
  • Spanish Fixed Interest
    9.53%
  • French Fixed Interest
    9.14%
  • UK Fixed Interest
    8.83%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.34 %2.93 %4.37 %7.48 %0 %
Sector0.34 %1.31 %2.71 %4.86 %9.58 %
Rank within sector67 / 15434 / 14941 / 13830 / 101 /
Quartile th2 nd1 st2 nd2 nd th

Calendar performance

YTD-20172016201520142013
Fund3.89 %2.06 %0.48 %0 %0 %
Sector2.62 %0.66 %0.69 %1.2 %3.58 %
Rank within sector50 / 14445 / 12949 / 112 / /
Quartile th2 nd2 nd2 nd th th

Risk statistics

Alpha0.47
Beta1.58
Sharpe-0
Volatility3.71
Tracking error2.59
Information ratio0.42
R-Squared0.59

Price movement

52 week high26.77
52 week low25.51
Current bid price0
Current offer price0
Current mid price26.74

Holdings by region

  • 27.5% Others
  • 11.97% USA
  • 9.53% Spain
  • 9.14% France
  • 8.83% UK
  • 7.61% Germany
  • 6.33% Mexico
  • 5.81% Money Market
  • 5.17% Italy
  • 4.08% Netherlands

Holdings by sector

  • 32.43% Financials
  • 16.79% Government Bonds
  • 8.54% Non-Cyclical Consumer Goods
  • 8.14% Utilities
  • 6.12% Energy
  • 6.02% Cyclical Consumer Goods
  • 5.33% Cash & Cash Equivalents
  • 4.32% Industrials
  • 4.28% Others
  • 4.07% Communications

Holdings by asset type

  • 27.5% Global Fixed Interest
  • 11.97% US Fixed Interest
  • 9.53% Spanish Fixed Interest
  • 9.14% French Fixed Interest
  • 8.83% UK Fixed Interest
  • 7.61% German Fixed Interest
  • 6.33% Mexican Fixed Interest
  • 5.81% Cash & Cash Equivalents
  • 5.17% Italian Fixed Interest
  • 4.08% Dutch Fixed Interest

Individual holdings

-