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
Christine Johnson
since 01/05/2015
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

Quick stats

1 Year return

0.47 %

1 Year rank in sector

-

Sector

FO Absolute Return

Yield

0.0184

Fund size

£ 24.8 m

FE Risk score

22

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Global Government Fixed Interest
    85.6%
  • Others
    8.1%
  • Global Investment Grade Fixed Interest
    4.7%
  • Global High Yield Fixed Interest
    1.1%
  • Global Corporate Fixed Interest
    0.5%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.98 %2.09 %0.47 %-2.34 %-3.36 %
Sector0.08 %1.67 %2.76 %3.43 %10.19 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund1.7 %3.77 %-5.01 %-5.08 %-1.39 %
Sector1.95 %0.66 %0.69 %1.2 %3.58 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-0.81
Beta0.03
Sharpe-0
Volatility3.28
Tracking error3.72
Information ratio-0.5
R-Squared0

Price movement

52 week high104.81
52 week low101.81
Current bid price0
Current offer price0
Current mid price104.26

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 85.6% Global Government Fixed Interest
  • 8.1% Others
  • 4.7% Global Investment Grade Fixed Interest
  • 1.1% Global High Yield Fixed Interest
  • 0.5% Global Corporate Fixed Interest

Individual holdings

  • 6.9% GOV. OF USA 0.5% 31-JUL-2017
  • 6.4% UNITED STATES OF AMER TREAS BONDS 0.625% BDS 30/06/17 USD100
  • 5.8% GOV. OF GERMANY 0.1% 15-APR-2026
  • 5.5% GOV. OF UK 1.25% 22-JUL-2018
  • 5.5% UNITED STATES OF AMER TREAS NOTES 0.75% NTS 15/04/18 USD100
  • 4.6% GOVERNMENT OF PORTUGAL 4.125% 14/04/2027
  • 4.5% KREDITANSTALT FUER WIEDERAUFBAU KFW 0% MTN 15/09/23 EUR1000
  • 4.1% GOV. OF THE USA 0.875% 15-SEP-2019
  • 3.8% GOV. OF THE USA 2.0% 15-FEB-2025
  • 3.6% MEXICO(UNITED MEXICAN STATES) 6.5% NTS 10/06/21 MXN100 M