Fact sheet: T. Rowe Price Gbl Agg Bd

Fund information

Fund name
T. Rowe Price Global Aggregate Bond Q EUR
Fund company manager
T. Rowe Price
Fund type
SIB
Fund manager(s)
Arif Husain
since 01/01/2014
Quentin Fitzsimmons
since 01/09/2016
Fund objective
To maximise the value of its shares through both growth in the value of, and income from, its investments. The fund invests mainly in a diversified portfolio of bonds of all types from issuers around the world. The fund may use derivatives for hedging, efficient portfolio management and to seek gains. The fund may also use derivatives to create synthetic short positions in currencies, debt securities and credit indices.
Benchmark
Barclays Global Aggregate Bond
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-6.81 %

1 Year rank in sector

300/308

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 285.1 m

FE Risk score

108

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    43.34%
  • Japan
    7.15%
  • Germany
    4.07%
  • France
    3.7%
  • Mexico
    3.62%
  • AAA
    27.45%
  • BBB
    20.46%
  • A
    17.87%
  • Sub Investment Grade Bonds
    13.66%
  • Others
    13.23%
  • US Fixed Interest
    43.34%
  • Japanese Fixed Interest
    7.15%
  • Middle East & African Fixed Interest
    6.16%
  • German Fixed Interest
    4.07%
  • French Fixed Interest
    3.7%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.45 %-6.89 %-6.81 %10.9 %12.49 %
Sector0.11 %1.66 %1.73 %6.22 %9.18 %
Rank within sector96 / 345329 / 331300 / 30842 / 25271 / 188
Quartile th2 nd4 th4 th1 st2 nd

Calendar performance

YTD-20172016201520142013
Fund-5.86 %6.13 %8.19 %13.78 %-7.34 %
Sector3.47 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector315 / 31771 / 2853 / 25611 / 220181 / 196
Quartile th4 th1 st1 st1 st4 th

Risk statistics

Alpha1.67
Beta0.98
Sharpe-
Volatility6.95
Tracking error6.4
Information ratio0.22
R-Squared0.14

Price movement

52 week high12.6
52 week low11.03
Current bid price0
Current offer price0
Current mid price11.09

Holdings by region

  • 43.34% USA
  • 7.15% Japan
  • 4.07% Germany
  • 3.7% France
  • 3.62% Mexico
  • 3.26% Israel
  • 3.24% Italy
  • 2.89% Turkey
  • 2.68% UK
  • 2.54% Brazil

Holdings by sector

  • 27.45% AAA
  • 20.46% BBB
  • 17.87% A
  • 13.66% Sub Investment Grade Bonds
  • 13.23% Others
  • 7.6% AA
  • -0.27% Non-Rated

Holdings by asset type

  • 43.34% US Fixed Interest
  • 7.15% Japanese Fixed Interest
  • 6.16% Middle East & African Fixed Interest
  • 4.07% German Fixed Interest
  • 3.7% French Fixed Interest
  • 3.62% Mexican Fixed Interest
  • 3.24% Italian Fixed Interest
  • 3.06% European Fixed Interest
  • 2.68% UK Fixed Interest
  • 2.54% Brazilian Fixed Interest

Individual holdings

  • 4.14% ISRAEL(STATE OF) 1.75% NTS 31/08/25 ILS1000
  • 3.8% UNITED STATES OF AMER TREAS BONDS 2.875% BDS 15/11/46 USD100
  • 3.4% UNITED STATES OF AMER TREAS BONDS 1.25% BDS 30/06/23 USD1000 706
  • 2.72% MEXICO(UNITED MEXICAN STATES) 6.5% BDS 09/06/22 MXN100
  • 2.66% TURKEY(REPUBLIC OF) 11% BDS 02/03/22 TRY1000
  • 2.53% JAPAN(GOVERNMENT OF) 0.1% BDS 20/12/21 GBP50000
  • 2.4% BRAZIL(FEDERATIVE REPUBLIC OF) 10% BDS 01/01/23 BRL1000
  • 1.91% G2 30 YR POOL 4.5% #MA4323 20Mar47
  • 1.87% FANNIE MAE POOL
  • 1.78% UNITED STATES OF AMER TREAS BONDS 2.5% BDS 15/02/45 USD1000