Fact sheet: SSgA Gbl Agg Bd Index

Fund information

Fund name
SSgA Global Aggregate Bond Index B
Fund company manager
State Street Gbl Advisors LUX
Fund type
SIB
Fund manager
John Philpot
since 10/04/2014
Fund objective
The investment objective of the Sub-fund is to seek to track as closely as reasonably possible the performance of the Barclays Capital Global Aggregate Bond Index (the Index ).
Benchmark
Bloomberg Barclays Global Aggregate Bond Index
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised,Fixed Interest

Quick stats

1 Year return

0.17 %

1 Year rank in sector

210/306

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 2.3 b

FE Risk score

23

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    38.44%
  • Japan
    17.02%
  • Others
    13.06%
  • France
    5.86%
  • UK
    5.4%
  • Government Bonds
    54.34%
  • Asset/Mortgage-Backed Securities
    14.48%
  • Industrials
    9.84%
  • Financials
    6.64%
  • Fixed Interest
    6.05%
  • US Fixed Interest
    38.44%
  • Japanese Fixed Interest
    17.02%
  • Others
    13.06%
  • French Fixed Interest
    5.86%
  • UK Fixed Interest
    5.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.12 %5.41 %0.17 %4.13 %0 %
Sector0.01 %2.35 %2.2 %6.22 %9.68 %
Rank within sector162 / 34545 / 331210 / 306153 / 256 /
Quartile th2 nd1 st3 rd3 rd th

Calendar performance

YTD-20172016201520142013
Fund6.87 %2.28 %-3.2 %0 %0 %
Sector3.34 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector62 / 318185 / 287187 / 260 / /
Quartile th1 st3 rd3 rd th th

Risk statistics

Alpha-1.76
Beta1.36
Sharpe-0
Volatility5.27
Tracking error3.89
Information ratio-0.31
R-Squared0.49

Price movement

52 week high10.4331
52 week low9.4949
Current bid price0
Current offer price0
Current mid price10.3131

Holdings by region

  • 38.44% USA
  • 17.02% Japan
  • 13.06% Others
  • 5.86% France
  • 5.4% UK
  • 4.99% Germany
  • 3.81% Italy
  • 3.28% Canada
  • 2.56% Spain
  • 2.2% International

Holdings by sector

  • 54.34% Government Bonds
  • 14.48% Asset/Mortgage-Backed Securities
  • 9.84% Industrials
  • 6.64% Financials
  • 6.05% Fixed Interest
  • 3.03% Government Agency Bonds
  • 2.61% Others
  • 1.63% Money Market
  • 1.38% Utilities

Holdings by asset type

  • 38.44% US Fixed Interest
  • 17.02% Japanese Fixed Interest
  • 13.06% Others
  • 5.86% French Fixed Interest
  • 5.4% UK Fixed Interest
  • 4.99% German Fixed Interest
  • 3.81% Italian Fixed Interest
  • 3.28% Canadian Fixed Interest
  • 2.56% Spanish Fixed Interest
  • 2.2% Supranational Fixed Interest

Individual holdings

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