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

-0.8 %

1 Year rank in sector

245/308

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 1.4 b

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

Top in sector

Holdings snapshot

  • USA
    28.29%
  • Japan
    28.19%
  • Others
    9.84%
  • UK
    6.77%
  • France
    6.74%
  • Government Bonds
    99.23%
  • Money Market
    0.77%
  • US Fixed Interest
    28.29%
  • Japanese Fixed Interest
    28.19%
  • Global Fixed Interest
    9.84%
  • UK Fixed Interest
    6.77%
  • French Fixed Interest
    6.74%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.95 %3.02 %-0.8 %-0.1 %-4.29 %
Sector0.07 %1.69 %1.99 %6.25 %9.26 %
Rank within sector315 / 345109 / 331245 / 308214 / 252166 / 188
Quartile th4 th2 nd4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund6.1 %1.31 %-3.69 %-1.18 %-4.68 %
Sector3.5 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector76 / 317223 / 285193 / 256196 / 219149 / 196
Quartile th1 st4 th4 th4 th4 th

Risk statistics

Alpha-2.15
Beta1.36
Sharpe-0
Volatility6.06
Tracking error4.96
Information ratio-0.31
R-Squared0.36

Price movement

52 week high11.3891
52 week low10.3107
Current bid price0
Current offer price0
Current mid price11.1138

Holdings by region

  • 28.29% USA
  • 28.19% Japan
  • 9.84% Others
  • 6.77% UK
  • 6.74% France
  • 6.48% Italy
  • 4.72% Germany
  • 3.74% Spain
  • 2.17% Korea
  • 1.65% Belgium

Holdings by sector

  • 99.23% Government Bonds
  • 0.77% Money Market

Holdings by asset type

  • 28.29% US Fixed Interest
  • 28.19% Japanese Fixed Interest
  • 9.84% Global Fixed Interest
  • 6.77% UK Fixed Interest
  • 6.74% French Fixed Interest
  • 6.48% Italian Fixed Interest
  • 4.72% German Fixed Interest
  • 3.74% Spanish Fixed Interest
  • 2.17% South Korean Fixed Interest
  • 1.65% Belgian Fixed Interest

Individual holdings

-