Fact sheet: SSgA GblTrsryBdIdx

Fund information

Fund name
SSgA Global Treasury Bond Index P
Fund company manager
State Street Gbl Advisors LUX
Fund type
SIB
Fund manager
John Philpot
since 19/04/2016
Fund objective
The Sub-fund seeks to track as closely as reasonably possible the performance of the Barclays Global Treasury Bond Index (the Index ) a sub-sector of the Barclays Global Aggregate Bond Index
Benchmark
Bloomberg Barclays Global Treasury Bond
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised

Quick stats

1 Year return

-4.55 %

1 Year rank in sector

289/303

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 1.3 b

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    28.64%
  • USA
    27.83%
  • Others
    9.78%
  • UK
    6.64%
  • France
    6.54%
  • Government Bonds
    99.35%
  • Money Market
    0.65%
  • Japanese Fixed Interest
    28.64%
  • US Fixed Interest
    27.83%
  • Global Fixed Interest
    9.78%
  • UK Fixed Interest
    6.64%
  • French Fixed Interest
    6.54%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.31 %5.52 %-4.55 %-1.86 %-1.03 %
Sector0.71 %2.57 %1.6 %5.72 %11.11 %
Rank within sector47 / 34149 / 326289 / 303223 / 258157 / 185
Quartile th1 st1 st4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund6.46 %1.31 %-3.69 %-1.18 %-4.68 %
Sector3.32 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector53 / 319225 / 286197 / 262202 / 227152 / 200
Quartile th1 st4 th4 th4 th4 th

Risk statistics

Alpha-2.94
Beta1.42
Sharpe-0
Volatility6.3
Tracking error5.09
Information ratio-0.45
R-Squared0.38

Price movement

52 week high11.6762
52 week low10.3107
Current bid price0
Current offer price0
Current mid price11.1518

Holdings by region

  • 28.64% Japan
  • 27.83% USA
  • 9.78% Others
  • 6.64% UK
  • 6.54% France
  • 6.45% Italy
  • 4.55% Germany
  • 3.69% Spain
  • 2.19% Korea
  • 1.63% Belgium

Holdings by sector

  • 99.35% Government Bonds
  • 0.65% Money Market

Holdings by asset type

  • 28.64% Japanese Fixed Interest
  • 27.83% US Fixed Interest
  • 9.78% Global Fixed Interest
  • 6.64% UK Fixed Interest
  • 6.54% French Fixed Interest
  • 6.45% Italian Fixed Interest
  • 4.55% German Fixed Interest
  • 3.69% Spanish Fixed Interest
  • 2.19% South Korean Fixed Interest
  • 1.63% Belgian Fixed Interest

Individual holdings

-