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

5.05 %

1 Year rank in sector

43/135

Sector

FO Absolute Return

Yield
-
Fund size

£ 39.7 m

FE Risk score

81

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    28.59%
  • USA
    10.35%
  • UK
    10.25%
  • Spain
    9.65%
  • France
    8.41%
  • Financials
    33.67%
  • Government Bonds
    14.48%
  • Non-Cyclical Consumer Goods
    9.56%
  • Utilities
    9.5%
  • Cash & Cash Equivalents
    6.5%
  • Global Fixed Interest
    28.33%
  • US Fixed Interest
    11.7%
  • Spanish Fixed Interest
    9.94%
  • UK Fixed Interest
    9.84%
  • French Fixed Interest
    8.97%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.04 %2.02 %5.05 %6.77 %0 %
Sector-0.08 %1.05 %3.13 %3.58 %9.77 %
Rank within sector67 / 15044 / 14743 / 13530 / 102 /
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Calendar performance

YTD-20172016201520142013
Fund4.16 %2.06 %0.48 %0 %0 %
Sector2.52 %0.66 %0.69 %1.2 %3.58 %
Rank within sector43 / 14046 / 12449 / 108 / /
Quartile th2 nd2 nd2 nd th th

Risk statistics

Alpha0.04
Beta1.61
Sharpe-0
Volatility3.72
Tracking error2.57
Information ratio0.34
R-Squared0.61

Price movement

52 week high26.88
52 week low25.51
Current bid price0
Current offer price0
Current mid price26.81

Holdings by region

  • 28.59% Others
  • 10.35% USA
  • 10.25% UK
  • 9.65% Spain
  • 8.41% France
  • 7.1% Money Market
  • 7.07% Germany
  • 5.28% Italy
  • 4.51% Mexico
  • 4.42% Netherlands

Holdings by sector

  • 33.67% Financials
  • 14.48% Government Bonds
  • 9.56% Non-Cyclical Consumer Goods
  • 9.5% Utilities
  • 6.5% Cash & Cash Equivalents
  • 5.88% Energy
  • 4.94% Communications
  • 4.62% Cyclical Consumer Goods
  • 4.02% Basic Materials
  • 3.54% Others

Holdings by asset type

  • 28.33% Global Fixed Interest
  • 11.7% US Fixed Interest
  • 9.94% Spanish Fixed Interest
  • 9.84% UK Fixed Interest
  • 8.97% French Fixed Interest
  • 7.37% German Fixed Interest
  • 5.97% Mexican Fixed Interest
  • 4.98% Italian Fixed Interest
  • 4.6% Cash & Cash Equivalents
  • 4.42% Dutch Fixed Interest

Individual holdings

-