Fact sheet: Payden & Rygel Gbl Govt Bd Idx

Fund information

Fund name
Payden & Rygel Global Government Bond Index Inc GBP
Fund company manager
Payden & Rygel
Fund type
SIB
Fund objective
The Payden & Rygel approach to index replication centers on picking appropriate bonds to represent key risks. The fund assess the trade-off between constructing a portfolio of bonds which track the benchmark, whilst also limiting the number of securities owned to control transaction costs, to maintain liquidity and at the margin, to reflect relative value.
Benchmark
CITI World Government Bond Index
Investment style
Passive/Tracking
Investment method
Fixed Interest,Physical – Sampled/Optimised

Quick stats

1 Year return

-3.39 %

1 Year rank in sector

283/305

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 112.5 b

FE Risk score

25

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    35%
  • Eurozone
    32%
  • Japan
    20%
  • UK
    6%
  • Others
    5%
  • AAA
    49%
  • A
    21%
  • AA
    18%
  • BBB
    12%
  • US Fixed Interest
    35%
  • Eurozone Fixed Interest
    32%
  • Japanese Fixed Interest
    20%
  • UK Fixed Interest
    6%
  • Global Fixed Interest
    5%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.75 %1.02 %-3.39 %6.6 %12.54 %
Sector0.1 %2.61 %2.18 %5.48 %10.64 %
Rank within sector281 / 339239 / 329283 / 305106 / 26076 / 187
Quartile th4 th3 rd4 th2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund0.31 %2.22 %0.01 %8.51 %0.08 %
Sector2.81 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector266 / 325190 / 29282 / 26735 / 23269 / 204
Quartile th4 th3 rd2 nd1 st2 nd

Risk statistics

Alpha1.08
Beta0.69
Sharpe-0
Volatility3.36
Tracking error2.88
Information ratio0.19
R-Squared0.32

Price movement

52 week high12.4195
52 week low11.7447
Current bid price0
Current offer price0
Current mid price11.8656

Holdings by region

  • 35% USA
  • 32% Eurozone
  • 20% Japan
  • 6% UK
  • 5% Others
  • 2% Canada

Holdings by sector

  • 49% AAA
  • 21% A
  • 18% AA
  • 12% BBB

Holdings by asset type

  • 35% US Fixed Interest
  • 32% Eurozone Fixed Interest
  • 20% Japanese Fixed Interest
  • 6% UK Fixed Interest
  • 5% Global Fixed Interest
  • 2% Canadian Fixed Interest

Individual holdings

-