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

1.75 %

1 Year rank in sector

-

Sector

FO Absolute Return

Yield

0.0184

Fund size

£ 51.2 m

FE Risk score

22

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Global Government Fixed Interest
    84.6%
  • Others
    5.8%
  • Global Investment Grade Fixed Interest
    4.5%
  • Global Corporate Fixed Interest
    4.4%
  • Global High Yield Fixed Interest
    0.7%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.47 %2.49 %1.75 %1.21 %-3.59 %
Sector0.23 %1.28 %2.72 %4.46 %9.77 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund2.43 %3.77 %-5.01 %-5.08 %-1.39 %
Sector2.59 %0.66 %0.69 %1.2 %3.58 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-0.29
Beta0.06
Sharpe-0
Volatility3.18
Tracking error3.6
Information ratio-0.39
R-Squared0

Price movement

52 week high105.22
52 week low101.81
Current bid price0
Current offer price0
Current mid price105.01

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 84.6% Global Government Fixed Interest
  • 5.8% Others
  • 4.5% Global Investment Grade Fixed Interest
  • 4.4% Global Corporate Fixed Interest
  • 0.7% Global High Yield Fixed Interest

Individual holdings

  • 8.2% GOV. OF JAPAN 0.1% 10-MAR-2026
  • 6.7% GOV. OF GERMANY 0.1% 15-APR-2026
  • 6.5% GOV. OF THE USA 2.0% 15-FEB-2025
  • 5.7% GOV. OF UK 1.25% 22-JUL-2018
  • 5% KREDITANSTALT FUER WIEDERAUFBAU KFW 0% MTN 15/09/23 EUR1000
  • 5% UNITED STATES OF AMER TREAS NOTES 0.75% NTS 15/04/18 USD100
  • 4.3% GOV. OF THE USA 0.875% 15-SEP-2019
  • 3.9% MEXICO(UNITED MEXICAN STATES) 6.5% NTS 10/06/21 MXN100 M
  • 3.8% AUSTRALIA(COMMONWEALTH OF) 2.75% BDS 21/11/27 AUD1000
  • 3.8% GOV. OF FRANCE 0.1% 01-MAR-2025