Fact sheet: Blackrock EuroGovBdIdx

Fund information
Fund name
Blackrock Euro Government Bond Index Inst NAV
Fund manager company
BlackRock Fixed Inc Dub Fd plc
Fund type
OEIC
Fund manager
No data available.
Fund objective
The fund aims to closely track the returns of the Citigroup Euro Government Bond Index (EGBI); an index designed to reflect the performance of the euro - denominated EMU government bond market
Benchmark
  • Citigroup Euro Government Bond
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised, Fixed Interest
Quick stats
1 Year return
7.3%
1 Year rank in sector
12/61
Sector
FO Fixed Int - EUR Investment Grade
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
0.13%
Fund size
£1,822m
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.
70
Top in this sector
Fund name1 Year
Capital Group EBdFL26.6%
Russell IC II Euro FI26.3%
BlueBay Inv Grd € Govt Bd11.2%
Fidelity Core Euro Bond8.7%
Robeco Inv Grd Corp Bds8.4%
...more in FO Fixed Int - EUR Investment Grade

Performance snapshot

Holdings snapshot

  • France24.6%
    Italy23.9%
    Germany18.2%
    Spain13.6%
    Belgium6.4%
  • Short dated bonds36%
    Medium dated bonds33.1%
    Long dated bonds30.9%
  • French Fixed Interest24.6%
    Italian Fixed Interest23.9%
    German Fixed Interest18.2%
    Spanish Fixed Interest13.6%
    Belgian Fixed Interest6.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.1%1.4%3.2%7.3%23.7%37.6%
Sector0%2.3%3.4%6.8%16.9%37.9%
Rank within sector44 / 6246 / 6227 / 6212 / 614 / 568 / 48
Quartile3rd3rd2nd1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund6.4%1.6%13.1%2.1%10.3%
Sector5.8%-0.2%8.9%3.4%15.2%
Rank within sector16 / 616 / 603 / 5717 / 5131 / 48
Quartile2nd1st1st2nd3rd
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.
1.46
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.
1.06
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.
1
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%.
4.02
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.
2.27
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.
0.78
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.
0.68
Price movement
52 week high23.41
52 week low21.76
Current bid price-
Current offer price-
Current mid price23.33
Region
1France24.6%
2Italy23.9%
3Germany18.2%
4Spain13.6%
5Belgium6.4%
6Netherlands5.8%
7Austria3.9%
8Ireland2%
9Finland1.5%
Industry sector
1Short dated bonds36%
2Medium dated bonds33.1%
3Long dated bonds30.9%
Asset type
1French Fixed Interest24.6%
2Italian Fixed Interest23.9%
3German Fixed Interest18.2%
4Spanish Fixed Interest13.6%
5Belgian Fixed Interest6.4%
6Dutch Fixed Interest5.8%
7Austrian Fixed Interest3.9%
8Irish Fixed Interest2%
9Finnish Fixed Interest1.5%
Individual holdings
No data available.
Management
Fund manager group
BlackRock
Fund manager company
BlackRock Fixed Inc Dub Fd plc
Fund type
OEIC
Fund objective
The fund aims to closely track the returns of the Citigroup Euro Government Bond Index (EGBI); an index designed to reflect the performance of the euro - denominated EMU government bond market
Benchmark
  • Citigroup Euro Government Bond
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised, Fixed Interest
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Finland, France, United Kingdom, Ireland, Italy, Netherlands, Offshore
Blackrock Euro Government Bond Index Flexible
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.03%
Total expense ratio (TER)0.03%
Bid price23.874
Offer price23.898
Mid price-
CurrencyEUR
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeB017
Blackrock Euro Government Bond Index Flexible NAV EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.03%
Total expense ratio (TER)0.03%
Bid price-
Offer price-
Mid price23.886
CurrencyEUR
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBV68
Blackrock Euro Government Bond Index Inst
Initial charge-
Annual charge0.13%
Min single investment£250,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.13%
Total expense ratio (TER)0.13%
Bid price23.319
Offer price23.344
Mid price-
CurrencyEUR
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeB016
Blackrock Euro Government Bond Index Inst Inc EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.13%
Total expense ratio (TER)-
Bid price10.263
Offer price10.275
Mid price-
CurrencyEUR
Price updated26/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeN84G
Blackrock Euro Government Bond Index Inst NAV
Initial charge-
Annual charge0.2%
Min single investment£250,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.13%
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price23.332
CurrencyEUR
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBV67
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.