Fact sheet: Aviva Investors LgTrmEurpnBd

Fund information
Fund name
Aviva Investors Long Term European Bond Ba EUR
Fund manager company
Aviva Investors Luxembourg SA
Fund type
Offshore Fund
Fund managers
  • Denis Lehmansince 31/03/2010
Fund objective
The objective of the Fund is to earn income and increase the value of the Shareholder's investment over time.
Benchmark
  • Barclays Capital Euro 10+ Year Treasury Bond Index
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
4%
1 Year rank in sector
8/10
Sector
FO Fixed Int - EUR Long Maturity
Yield
-
Fund size
£51m (£59m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
102
Top in this sector
Fund name1 Year
Pimco GIS Euro Ultra Lg Duration12.4%
Pimco GIS Euro Lg Avg Durtn12%
Dimensional EurInfLkLDFIn10.5%
SSGA Lux EMU Gov LB Index7.2%
KBI Inst Lng Bd Pls6%
...more in FO Fixed Int - EUR Long Maturity

Performance snapshot

Holdings snapshot

  • France25.8%
    Italy23.3%
    Germany15.4%
    Spain12%
    Belgium10.2%
  • Government Bonds98.4%
    Others1.6%
  • French Fixed Interest25.8%
    Italian Fixed Interest23.3%
    German Fixed Interest15.4%
    Spanish Fixed Interest12%
    Belgian Fixed Interest10.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-4.4%-8.4%-3.9%4%34.3%59.1%
Sector-3.4%-6.5%-2.1%5.8%33.9%58.9%
Rank within sector8 / 108 / 1010 / 108 / 106 / 96 / 8
Quartile4th4th4th4th3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund3.8%1.1%27.4%0.7%16.2%
Sector6.1%-0.6%27.1%-1.4%16.1%
Rank within sector8 / 103 / 105 / 95 / 85 / 8
Quartile4th2nd3rd3rd3rd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
-0.21
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
1.07
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
0.63
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
10.71
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
1.82
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
0.19
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.97
Price movement
52 week high76.78
52 week low66.81
Current bid price-
Current offer price-
Current mid price69.03
Region
1France25.82%
2Italy23.27%
3Germany15.42%
4Spain11.98%
5Belgium10.18%
6Netherlands7.66%
7Austria3.66%
8Others1.57%
9Ireland0.44%
Industry sector
1Government Bonds98.44%
2Others1.56%
Asset type
1French Fixed Interest25.82%
2Italian Fixed Interest23.27%
3German Fixed Interest15.42%
4Spanish Fixed Interest11.98%
5Belgian Fixed Interest10.18%
6Dutch Fixed Interest7.66%
7Austrian Fixed Interest3.66%
8Global Fixed Interest1.57%
9Irish Fixed Interest0.44%
Individual holdings
1ITALY(REPUBLIC OF) 6% BDS 1/5/2031 EUR10003.34%
2FRANCE(GOVT OF) 2.5% NTS 25/05/30 EUR12.99%
3FRANCE(GOVT OF) 4.5% BDS 25/04/41 EUR12.89%
4FRANCE(GOVT OF) 5.75% BDS 25/10/2032 EUR12.81%
5FRANCE(GOVT OF) 5.5% BDS 25/4/2029 EUR12.77%
6FRANCE(GOVT OF) 4% TB 25/04/55 EUR10002.74%
7FRANCE(GOVT OF) 4% TB 25/10/38 EUR12.67%
8ITALY(REPUBLIC OF) 5.25% BDS 1/11/2029 EUR0.012.45%
9FRANCE(GOVT OF) 2.75% BDS 25/10/27 EUR10002.42%
Management
Fund manager group
Aviva
Fund manager company
Aviva Investors Luxembourg SA
Fund type
Offshore Fund
Fund objective
The objective of the Fund is to earn income and increase the value of the Shareholder's investment over time.
Benchmark
  • Barclays Capital Euro 10+ Year Treasury Bond Index
Investment style
None
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Denis Lehman31/03/2010Denis Lehman joined the investment industry in 1995 and Aviva Investors in March 2003. Before joining Aviva Investors, Denis worked at Fimagest (which became Fortis Investment Management) as a bond fund manager. He holds a Masters in Computer Science, University of Toulouse.
Compliance
Transparent for Swiss Tax, Transparent for German Tax, Distributor Status, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Spain, Finland, France, United Kingdom, Italy, Luxembourg, Latvia, Netherlands, Norway, Offshore, Sweden
Aviva Investors Long Term European Bond A
Initial charge5%
Annual charge0.9%
Min single investment£2,000
Min regular saving£2,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.19%
Bid price-
Offer price-
Mid price17.0148
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN980
Aviva Investors Long Term European Bond B
Initial charge5%
Annual charge0.9%
Min single investment£2,000
Min regular saving£2,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.4%
Bid price-
Offer price-
Mid price92.24
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeVC41
Aviva Investors Long Term European Bond Ba EUR
Initial charge5%
Annual charge0.9%
Min single investment£2,000
Min regular saving£2,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price69.0339
CurrencyEUR
Price updated05/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeOR11
Aviva Investors Long Term European Bond I
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price154.7153
CurrencyEUR
Price updated01/10/2012
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKO49
Aviva Investors Long Term European Bond Z
Initial charge-
Annual charge-
Min single investment£1,000,000
Min regular saving£2,000
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1706.6763
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code04MT
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