Fact sheet: Morg Stnly Euro Stragic Bd

Fund information

Fund name
Morg Stnly Euro Strategic Bond I EUR
Fund company manager
Morgan Stanley Investment Fund
Fund type
SIB
Fund manager(s)
Marco Spaltro
since 01/12/2014
Richard Ford
since 30/11/2009
Fund objective
Seeks to provide an attractive rate of relative return, measured in euro, through investment primarily in issues of euro denominated fixed income securities whether issued by corporations, government or government guaranteed issuers. The Fund may, on an ancillary basis, invest in non-euro denominated fixed income securities. Non-Euro currency exposure may be hedged back to the Euro.
Benchmark
Bloomberg Barclays Euro-Aggregate Index
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

2.24 %

1 Year rank in sector

3/20

Sector

FO Fixed Int - EUR

Yield
-
Fund size

£ 951.7 m

FE Risk score

83

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    14.64%
  • Spain
    12.59%
  • Italy
    12.23%
  • Money Market
    8.03%
  • Germany
    8%
  • Government Bonds
    39.04%
  • Banks
    18.43%
  • Cash & Cash Equivalents
    8.03%
  • Insurance
    3.62%
  • Real Estate
    3.48%
  • French Fixed Interest
    14.64%
  • Spanish Fixed Interest
    12.59%
  • Italian Fixed Interest
    12.23%
  • Money Market
    8.03%
  • German Fixed Interest
    8%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.48 %1.91 %2.24 %10.58 %26.36 %
Sector0.12 %1.2 %0.89 %5.52 %15.89 %
Rank within sector3 / 213 / 203 / 201 / 191 / 18
Quartile th1 st1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund2.69 %5.54 %-0.32 %11.18 %2.43 %
Sector1.61 %2.56 %0.03 %7.69 %1.45 %
Rank within sector3 / 201 / 1911 / 196 / 193 / 18
Quartile th1 st1 st3 rd2 nd1 st

Risk statistics

Alpha0.44
Beta1.58
Sharpe-0
Volatility3.62
Tracking error1.55
Information ratio0.88
R-Squared0.94

Price movement

52 week high50.74
52 week low48.48
Current bid price0
Current offer price0
Current mid price50.71

Holdings by region

  • 14.64% France
  • 12.59% Spain
  • 12.23% Italy
  • 8.03% Money Market
  • 8% Germany
  • 7.34% USA
  • 6.64% UK
  • 4.72% Netherlands
  • 4.63% Mexico
  • 2.6% Australia

Holdings by sector

  • 39.04% Government Bonds
  • 18.43% Banks
  • 8.03% Cash & Cash Equivalents
  • 3.62% Insurance
  • 3.48% Real Estate
  • 3.42% Oil & Gas
  • 3.16% Electricity Supply
  • 2.57% Telecommunications
  • 1.58% Services
  • 1.34% Automotive

Holdings by asset type

  • 14.64% French Fixed Interest
  • 12.59% Spanish Fixed Interest
  • 12.23% Italian Fixed Interest
  • 8.03% Money Market
  • 8% German Fixed Interest
  • 7.34% US Fixed Interest
  • 6.64% UK Fixed Interest
  • 4.72% Dutch Fixed Interest
  • 4.63% Mexican Fixed Interest
  • 2.6% Australian Fixed Interest

Individual holdings

  • 2.33% FRANCE(GOVT OF) 4% TB 25/10/38 EUR1
  • 2.08% MEXICO(UNITED MEXICAN STATES) 7.5% BDS 03/06/27 MXN100
  • 2.07% ITALY(REPUBLIC OF) 5.5% BDS 01/11/22 EUR1000
  • 1.97% FRANCE(GOVT OF) 5.5% BDS 25/4/2029 EUR1
  • 1.81% GERMANY(FEDERAL REPUBLIC OF) 4.25% BDS 04/07/39 EUR0.01
  • 1.79% ITALY(REPUBLIC OF) 0.35% BDS 15/06/20 EUR1000
  • 1.76% FRANCE(GOVT OF) 1.1% INFL IDX OAT 25/07/22 EUR1
  • 1.66% NETHERLANDS(KINGDOM OF) 0.25% NTS 15/07/25 EUR1
  • 1.57% GERMANY(FEDERAL REPUBLIC OF) 2.5% NTS 04/07/44 EUR0.01
  • 1.53% ITALY(REPUBLIC OF) 5% BDS 01/08/39 EUR1000