Fact sheet: Old Mutual StAbRtnBd

Fund information

Fund name
Old Mutual Strategic Absolute Return Bond R Hedged Acc GBP
Fund company manager
Old Mutl Glbl Investors(UK)Ltd
Fund type
SIB
Fund manager(s)
Mark Nash
since 01/08/2016
Fund objective
The objective of Old Mutual Strategic Absolute Return Bond Fund is to seek to deliver positive total returns on a rolling twelve month basis with stable levels of volatility uncorrelated to bond and equity market conditions.
Benchmark
Cash (USD - Fed Funds Overnight)
Investment style
Strategic Investment,Absolute Return
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

3.93 %

1 Year rank in sector

-

Sector

FO Absolute Return

Yield

0.0184

Fund size

£ 96.3 m

FE Risk score

22

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Global Government Fixed Interest
    88.3%
  • Others
    6.6%
  • Global Investment Grade Fixed Interest
    5.1%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.49 %2 %3.93 %3.31 %-6.16 %
Sector0.85 %1.38 %3.12 %4.36 %8.89 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20182017201620152014
Fund0.62 %2.83 %3.77 %-5.01 %-5.08 %
Sector0.8 %2.62 %0.66 %0.69 %1.2 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha0.51
Beta-0.01
Sharpe-0
Volatility3.09
Tracking error3.57
Information ratio-0.24
R-Squared-

Price movement

52 week high106.12
52 week low101.81
Current bid price0
Current offer price0
Current mid price106.07

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 88.3% Global Government Fixed Interest
  • 6.6% Others
  • 5.1% Global Investment Grade Fixed Interest

Individual holdings

  • 9.2% UNITED STATES OF AMER TREAS NOTES 0.625% NTS 30/04/18 USD1000
  • 7.5% GOV. OF JAPAN 0.1% 10-MAR-2026
  • 7.5% UNITED STATES OF AMER TREAS NOTES 0.75% TB 30/09/18 USD100
  • 5.5% GOV. OF UK 1.25% 22-JUL-2018
  • 5.3% UNITED STATES OF AMER TREAS NOTES 0.125% NTS 15/04/22 USD100
  • 5.1% GOV. OF USA 0.25% 15-JAN-2025
  • 5% GOV. OF GERMANY 0.1% 15-APR-2026
  • 4.5% KREDITANSTALT FUER WIEDERAUFBAU KFW 0% MTN 15/09/23 EUR1000
  • 3.9% GOV. OF THE USA 0.875% 15-SEP-2019
  • 3.5% GOV. OF FRANCE 0.1% 01-MAR-2025