Fact sheet: Morg Stnly Sht Mtrty Eur Bd

Fund information

Fund name
Morg Stnly Short Maturity Euro Bond I EUR
Fund company manager
Morgan Stanley Investment Fund
Fund type
SIB
Fund manager
Richard Ford
since 30/11/2009
Fund objective
Seeks to provide an attractive rate of relative return, measured in euro, through investment primarily in high quality issues of euro denominated fixed income securities, whether issued by corporations, government or government guaranteed issuers. The Fund will invest primarily, in order to reduce volatility, in individual securities with maturity dates having a maximum of five years.
Benchmark
Barclays Euro Aggregate Treasury 1-3 Years (RI)
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

0.4 %

1 Year rank in sector

8/36

Sector

FO Fixed Int - EUR Short/ Medium Maturity

Yield
-
Fund size

£ 2.0 b

FE Risk score

78

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    17.66%
  • Spain
    15.72%
  • France
    10.07%
  • UK
    7.56%
  • USA
    5.5%
  • Government Bonds
    35.28%
  • Banks
    25.13%
  • Real Estate
    8.54%
  • Oil & Gas
    3.62%
  • Electricity Supply
    3.54%
  • Italian Fixed Interest
    17.66%
  • Spanish Fixed Interest
    15.72%
  • French Fixed Interest
    10.07%
  • UK Fixed Interest
    7.56%
  • US Fixed Interest
    5.5%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %0.54 %0.4 %1 %4.74 %
Sector-0.04 %0.33 %-0.14 %2.01 %7.06 %
Rank within sector7 / 3713 / 368 / 3617 / 3413 / 26
Quartile th1 st2 nd1 st2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund0.5 %0.45 %0.27 %1.05 %1.53 %
Sector-0.01 %1.15 %0.21 %3.37 %0.95 %
Rank within sector9 / 3622 / 3515 / 3420 / 2812 / 26
Quartile th1 st3 rd2 nd3 rd2 nd

Risk statistics

Alpha0.09
Beta0.48
Sharpe-0
Volatility0.64
Tracking error0.68
Information ratio-0.37
R-Squared0.53

Price movement

52 week high22.37
52 week low22.14
Current bid price0
Current offer price0
Current mid price22.33

Holdings by region

  • 17.66% Italy
  • 15.72% Spain
  • 10.07% France
  • 7.56% UK
  • 5.5% USA
  • 5.36% China
  • 4.32% Australia
  • 3.69% Germany
  • 3.31% Netherlands
  • 2.78% New Zealand

Holdings by sector

  • 35.28% Government Bonds
  • 25.13% Banks
  • 8.54% Real Estate
  • 3.62% Oil & Gas
  • 3.54% Electricity Supply
  • 2.29% Insurance
  • 2.02% Telecommunications
  • 1.81% Cash & Cash Equivalents
  • 1.66% Oil & Gas Equipment & Services
  • 1.65% Financial Services

Holdings by asset type

  • 17.66% Italian Fixed Interest
  • 15.72% Spanish Fixed Interest
  • 10.07% French Fixed Interest
  • 7.56% UK Fixed Interest
  • 5.5% US Fixed Interest
  • 5.36% Chinese Fixed Interest
  • 4.32% Australian Fixed Interest
  • 3.69% German Fixed Interest
  • 3.31% Dutch Fixed Interest
  • 2.78% New Zealand Fixed Interest

Individual holdings

  • 5.47% SPAIN(KINGDOM OF) 0.55% NTS 30/11/19 EUR1000REG S
  • 5.16% FRANCE(GOVT OF) 0% NTS 25/05/20 EUR1
  • 3.27% ITALY(REPUBLIC OF) 1.5% BDS 01/08/19 EUR1000
  • 2.98% ITALY(REPUBLIC OF) 0.1% TREAS BDS 15/04/19 EUR1000
  • 2.94% SPAIN(KINGDOM OF) 2.75% BDS 30/04/19 EUR1000
  • 2.72% ITALY(REPUBLIC OF) 2.5% NTS 01/05/19 EUR1000
  • 2.65% ITALY(REPUBLIC OF) 1.05% BDS 01/12/19 EUR1000
  • 2.36% FRANCE(GOVT OF) 1% BDS 25/05/19 EUR1
  • 2.05% ITALY(REPUBLIC OF) 4.5% BDS 01/02/20 EUR1000
  • 1.77% SPAIN(KINGDOM OF) 4.6% BDS 30/07/19 EUR1000