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

6.88 %

1 Year rank in sector

66/306

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 1.5 b

FE Risk score

24

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    27.8%
  • Japan
    27.76%
  • Others
    9.97%
  • UK
    6.87%
  • France
    6.55%
  • Government Bonds
    98.99%
  • Money Market
    1.01%
  • US Fixed Interest
    27.8%
  • Japanese Fixed Interest
    27.76%
  • Global Fixed Interest
    9.97%
  • UK Fixed Interest
    6.87%
  • French Fixed Interest
    6.55%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.8 %2.92 %6.88 %4.04 %-0.84 %
Sector0.11 %1.45 %3.51 %6.13 %8.74 %
Rank within sector81 / 34365 / 32866 / 306142 / 240158 / 182
Quartile th1 st1 st1 st3 rd4 th

Calendar performance

YTD-20182017201620152014
Fund0.7 %6.5 %1.31 %-3.69 %-1.18 %
Sector0.19 %3.67 %4.59 %-1.64 %3.66 %
Rank within sector66 / 34175 / 304214 / 270190 / 239192 / 207
Quartile th1 st1 st4 th4 th4 th

Risk statistics

Alpha-1.5
Beta1.36
Sharpe-0
Volatility6.09
Tracking error5.03
Information ratio-0.17
R-Squared0.35

Price movement

52 week high11.3891
52 week low10.4319
Current bid price0
Current offer price0
Current mid price11.2339

Holdings by region

  • 27.8% USA
  • 27.76% Japan
  • 9.97% Others
  • 6.87% UK
  • 6.55% France
  • 6.35% Italy
  • 4.62% Germany
  • 3.75% Spain
  • 2.22% Korea
  • 1.66% Belgium

Holdings by sector

  • 98.99% Government Bonds
  • 1.01% Money Market

Holdings by asset type

  • 27.8% US Fixed Interest
  • 27.76% Japanese Fixed Interest
  • 9.97% Global Fixed Interest
  • 6.87% UK Fixed Interest
  • 6.55% French Fixed Interest
  • 6.35% Italian Fixed Interest
  • 4.62% German Fixed Interest
  • 3.75% Spanish Fixed Interest
  • 2.22% South Korean Fixed Interest
  • 1.66% Belgian Fixed Interest

Individual holdings

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