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

-2.77 %

1 Year rank in sector

277/307

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 1.4 b

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

Top in sector

Holdings snapshot

  • Japan
    28.59%
  • USA
    27.74%
  • Others
    9.86%
  • France
    6.6%
  • UK
    6.54%
  • Government Bonds
    99.1%
  • Money Market
    0.9%
  • Japanese Fixed Interest
    28.59%
  • US Fixed Interest
    27.74%
  • Global Fixed Interest
    9.86%
  • French Fixed Interest
    6.6%
  • UK Fixed Interest
    6.54%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.28 %4.16 %-2.77 %1.4 %-3.84 %
Sector-0.03 %2.24 %1.94 %6.16 %9.66 %
Rank within sector272 / 34591 / 332277 / 307199 / 256164 / 185
Quartile th4 th2 nd4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund6.4 %1.31 %-3.69 %-1.18 %-4.68 %
Sector3.33 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector78 / 319227 / 288197 / 260199 / 224151 / 198
Quartile th1 st4 th4 th4 th4 th

Risk statistics

Alpha-2.65
Beta1.45
Sharpe-0
Volatility6.33
Tracking error5.11
Information ratio-0.39
R-Squared0.39

Price movement

52 week high11.5767
52 week low10.3107
Current bid price0
Current offer price0
Current mid price11.1451

Holdings by region

  • 28.59% Japan
  • 27.74% USA
  • 9.86% Others
  • 6.6% France
  • 6.54% UK
  • 6.3% Italy
  • 4.63% Germany
  • 3.67% Spain
  • 2.12% Korea
  • 1.63% Belgium

Holdings by sector

  • 99.1% Government Bonds
  • 0.9% Money Market

Holdings by asset type

  • 28.59% Japanese Fixed Interest
  • 27.74% US Fixed Interest
  • 9.86% Global Fixed Interest
  • 6.6% French Fixed Interest
  • 6.54% UK Fixed Interest
  • 6.3% Italian Fixed Interest
  • 4.63% German Fixed Interest
  • 3.67% Spanish Fixed Interest
  • 2.12% South Korean Fixed Interest
  • 1.63% Belgian Fixed Interest

Individual holdings

-