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(s)
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

6.06 %

1 Year rank in sector

88/303

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 1.4 b

FE Risk score

24

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    28.19%
  • Japan
    28.04%
  • Others
    9.79%
  • UK
    6.72%
  • France
    6.6%
  • Government Bonds
    99.26%
  • Money Market
    0.74%
  • US Fixed Interest
    28.19%
  • Japanese Fixed Interest
    28.04%
  • Global Fixed Interest
    9.79%
  • UK Fixed Interest
    6.72%
  • French Fixed Interest
    6.6%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.72 %1.35 %6.06 %3.17 %-3.61 %
Sector0.21 %1.13 %4.12 %6.84 %8.77 %
Rank within sector42 / 340133 / 32588 / 303178 / 240157 / 176
Quartile th1 st2 nd2 nd3 rd4 th

Calendar performance

YTD-20172016201520142013
Fund5.99 %1.31 %-3.69 %-1.18 %-4.68 %
Sector3.67 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector79 / 304217 / 272189 / 240189 / 205139 / 179
Quartile th2 nd4 th4 th4 th4 th

Risk statistics

Alpha-1.38
Beta1.36
Sharpe-0
Volatility6.1
Tracking error5.02
Information ratio-0.16
R-Squared0.35

Price movement

52 week high11.3891
52 week low10.3107
Current bid price0
Current offer price0
Current mid price11.1028

Holdings by region

  • 28.19% USA
  • 28.04% Japan
  • 9.79% Others
  • 6.72% UK
  • 6.6% France
  • 6.49% Italy
  • 4.61% Germany
  • 3.62% Spain
  • 2.16% Korea
  • 1.63% Belgium

Holdings by sector

  • 99.26% Government Bonds
  • 0.74% Money Market

Holdings by asset type

  • 28.19% US Fixed Interest
  • 28.04% Japanese Fixed Interest
  • 9.79% Global Fixed Interest
  • 6.72% UK Fixed Interest
  • 6.6% French Fixed Interest
  • 6.49% Italian Fixed Interest
  • 4.61% German Fixed Interest
  • 3.62% Spanish Fixed Interest
  • 2.16% South Korean Fixed Interest
  • 1.63% Belgian Fixed Interest

Individual holdings

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