Fact sheet: Morg Stnly Global Bond

Fund information

Fund name
Morg Stnly Global Bond I USD
Fund company manager
Morgan Stanley Investment Fund
Fund type
SIB
Fund manager(s)
Richard Ford
since 01/12/2014
Jim Caron
since 01/12/2014
Michael Kushma
since 30/04/1995
Christian Roth
since 30/04/1995
Fund objective
Seeks to provide an attractive rate of return, measured in U.S. dollars, through market, instrument and currency selection. The Fund consists of domestic, international and euromarket fixed income securities of varying maturities denominated in U.S. dollars and other currencies, including emerging markets.
Benchmark
Bloomberg Barclays Global Aggregate
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

2.95 %

1 Year rank in sector

97/306

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 643.0 m

FE Risk score

81

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    28.99%
  • Japan
    11.23%
  • Money Market
    6.53%
  • UK
    6.42%
  • Mexico
    4.83%
  • Government Bonds
    50.91%
  • Asset/Mortgage-Backed Securities
    11.3%
  • Banks
    8.77%
  • Cash & Cash Equivalents
    6.53%
  • Oil & Gas
    3.35%
  • US Fixed Interest
    28.99%
  • Japanese Fixed Interest
    11.23%
  • UK Fixed Interest
    6.57%
  • Money Market
    6.53%
  • Mexican Fixed Interest
    4.83%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-1.08 %4.14 %2.95 %3.9 %6 %
Sector0.06 %1.69 %1.62 %6.16 %9.13 %
Rank within sector320 / 34345 / 32997 / 306156 / 251118 / 186
Quartile th4 th1 st2 nd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund8.12 %2.37 %-4.52 %2.05 %-2.01 %
Sector3.43 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector29 / 315179 / 283206 / 254145 / 218109 / 194
Quartile th1 st3 rd4 th3 rd3 rd

Risk statistics

Alpha-1.41
Beta1.47
Sharpe-0
Volatility5.05
Tracking error3.45
Information ratio-0.16
R-Squared0.59

Price movement

52 week high46.68
52 week low41.8
Current bid price0
Current offer price0
Current mid price45.78

Holdings by region

  • 28.99% USA
  • 11.23% Japan
  • 6.53% Money Market
  • 6.42% UK
  • 4.83% Mexico
  • 4.34% Italy
  • 3.85% Spain
  • 3.11% Canada
  • 3.03% Germany
  • 2.92% Portugal

Holdings by sector

  • 50.91% Government Bonds
  • 11.3% Asset/Mortgage-Backed Securities
  • 8.77% Banks
  • 6.53% Cash & Cash Equivalents
  • 3.35% Oil & Gas
  • 2.43% Insurance
  • 2.21% Telecommunications
  • 1.94% Financial Services
  • 1.19% Automotive
  • 0.99% Electricity Supply

Holdings by asset type

  • 28.99% US Fixed Interest
  • 11.23% Japanese Fixed Interest
  • 6.57% UK Fixed Interest
  • 6.53% Money Market
  • 4.83% Mexican Fixed Interest
  • 4.34% Italian Fixed Interest
  • 3.85% Spanish Fixed Interest
  • 3.11% Canadian Fixed Interest
  • 3.03% German Fixed Interest
  • 2.92% Portuguese Fixed Interest

Individual holdings

  • 2.6% UNITED STATES OF AMER TREAS NOTES 0.875% BDS 31/07/19 USD1000
  • 2.51% JAPAN(GOVERNMENT OF) 1.7% BDS 20/6/33 JPY10000
  • 2.48% JAPAN(GOVERNMENT OF) 0.2% NTS 20/03/19 JPY50000
  • 2.25% MEXICO(UNITED MEXICAN STATES) 5.750% BDS 05/03/26 MXN100
  • 2.14% PORTUGAL (REPUBLIC OF), 4.125000%, 2027-04-14
  • 2.12% UNITED STATES OF AMER TREAS BONDS 3.5% BDS 15/02/39 USD100
  • 1.95% JAPAN(GOVERNMENT OF) 2% BDS 20/09/40 JPY50000`33`
  • 1.87% JAPAN(GOVERNMENT OF) 1.1% BDS 20/06/21 JPY1000
  • 1.85% CANADIAN GOVERNMENT BOND, 1.500000%, 2026-06-01
  • 1.53% JAPAN(GOVERNMENT OF) 0.1% BDS 20/03/27 JPY50000 346