Fact sheet: CS 1Lux Gbl Sec Bd

Fund information
Fund name
CS 1 (Lux) Global Securitized Bond MB USD
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund managers
  • Robert Wakiyamasince 01/04/2012
Fund objective
The investment objective is to achieve capital appreciation in GBP within defined risk parameters. Investments may be denominated in any currency. The major part of the assets will be invested in fixed-interest and floating-rate securitized assets.
Benchmark
  • CB CS (Lux) Global Securitized Bond Fund USD
Investment style
Active
Investment method
Fixed Interest
Quick stats
1 Year return
-0.8%
1 Year rank in sector
280/287
Sector
FO Fixed Int - Global
Yield
-
Fund size
£414m (£962m 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.
7
Top in this sector
Fund name1 Year
Capital Group GHIOL33%
Russell Gbl Bd28%
Aberdeen Global II GlGovtBd27.9%
Dodge & Cox Global Bond26.8%
Baring Intl Bd26.8%
...more in FO Fixed Int - Global

Performance snapshot

Holdings snapshot

  • USA43.7%
    Others14.5%
    Australia6.9%
    Money Market5.8%
    Sweden5.3%
  • AAA66.4%
    AA8.2%
    AA+7%
    Money Market5.8%
    A4.8%
  • US Fixed Interest43.7%
    Global Fixed Interest14.5%
    Australian Fixed Interest6.9%
    Money Market5.8%
    Swedish Fixed Interest5.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.3%-1%-0.1%-0.8%0.5%7.1%
Sector-0.1%2.3%4.3%5.8%8.5%17.1%
Rank within sector222 / 304294 / 302292 / 300280 / 287--
Quartile3rd4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-0.8%-0.5%1.3%1.7%5.3%
Sector6.2%-1.6%3.7%-1.6%8.2%
Rank within sector288 / 296----
Quartile4th
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.
0.39
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.
-0.03
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
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%.
1.02
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.
2.85
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.
-0.94
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.
0.01
Price movement
52 week high999.54
52 week low984.66
Current bid price-
Current offer price-
Current mid price986.82
Region
1USA43.71%
2Others14.51%
3Australia6.88%
4Money Market5.8%
5Sweden5.28%
6UK4.9%
7Germany4.8%
8Luxembourg3.86%
9Norway3.77%
Industry sector
1AAA66.42%
2AA8.2%
3AA+6.97%
4Money Market5.8%
5A4.8%
6A-4.8%
7AA-1.22%
8A+1.04%
9BBB0.75%
Asset type
1US Fixed Interest43.71%
2Global Fixed Interest14.51%
3Australian Fixed Interest6.88%
4Money Market5.8%
5Swedish Fixed Interest5.28%
6UK Fixed Interest4.9%
7German Fixed Interest4.8%
8Luxembourg Fixed Interest3.86%
9Norwegian Fixed Interest3.77%
Individual holdings
1SAPPO1.57%
2CHASE ISSUANCE1.55%
3FRANKLIN CLO1.55%
4Hudson City Bancorp Inc ORD1.49%
5ACAS1.42%
6VENTURE CORP1.4%
7KEUKA1.36%
8SEB SA1.29%
9DILOSK RMBS1.25%
Management
Fund manager group
Credit Suisse
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund objective
The investment objective is to achieve capital appreciation in GBP within defined risk parameters. Investments may be denominated in any currency. The major part of the assets will be invested in fixed-interest and floating-rate securitized assets.
Benchmark
  • CB CS (Lux) Global Securitized Bond Fund USD
Investment style
Active
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Robert Wakiyama01/04/2012Robert Wakiyama joined Credit Suisse in April 2012. In his position as a portfolio manager he has the responsibility for investments in Covered Bonds and Asset Backed Securities within the Fixed Income team. Prior to joining Credit Suisse, Robert Wakiyama was Portfolio Manager at Clariden Leu from 2007 through 2012, managing the secured investments of the Fixed Income Asset Management. Furthermore, he was in charge of the Sovereign Bond Fund and the Short Term Bond Fund Franchise of Clariden Leu. Prior to this, Robert worked for Landesbank Baden-Württemberg which he joined in 2000. After gaining experience in the departments of private banking and risk management, he worked for three years in Credit Portfolio Management. Robert graduated from the University of Hohenheim with a Masters degree in Economics.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Spain, France, United Kingdom, Gibraltar, Italy, Liechtenstein, Luxembourg, Offshore, Singapore
CS 1 (Lux) Global Securitized Bond DB USD
Initial charge-
Annual charge0.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.1%
Bid price-
Offer price-
Mid price987.22
CurrencyUSD
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFSTC
CS 1 (Lux) Global Securitized Bond EB USD
Initial charge-
Annual charge0.42%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.49%
Total expense ratio (TER)0.54%
Bid price-
Offer price-
Mid price122.45
CurrencyUSD
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEPN7
CS 1 (Lux) Global Securitized Bond EBH CHF
Initial charge-
Annual charge0.42%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.49%
Total expense ratio (TER)0.55%
Bid price-
Offer price-
Mid price113.7
CurrencyCHF
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEPN8
CS 1 (Lux) Global Securitized Bond EBH EUR
Initial charge-
Annual charge0.42%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.49%
Total expense ratio (TER)0.55%
Bid price-
Offer price-
Mid price120.15
CurrencyEUR
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEPN9
CS 1 (Lux) Global Securitized Bond IB USD
Initial charge3%
Annual charge0.42%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.57%
Total expense ratio (TER)0.59%
Bid price-
Offer price-
Mid price993.01
CurrencyUSD
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFHSJ
CS 1 (Lux) Global Securitized Bond IBH CHF
Initial charge3%
Annual charge0.42%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.57%
Total expense ratio (TER)0.6%
Bid price-
Offer price-
Mid price958.93
CurrencyCHF
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFKHP
CS 1 (Lux) Global Securitized Bond IBH EUR
Initial charge3%
Annual charge0.42%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.57%
Total expense ratio (TER)0.59%
Bid price-
Offer price-
Mid price971.11
CurrencyEUR
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFIRZ
CS 1 (Lux) Global Securitized Bond IBH GBP
Initial charge3%
Annual charge0.42%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.57%
Total expense ratio (TER)0.6%
Bid price-
Offer price-
Mid price988.76
CurrencyGBP
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFK5I
CS 1 (Lux) Global Securitized Bond MB USD
Initial charge-
Annual charge0.28%
Min single investment£25,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.43%
Bid price-
Offer price-
Mid price986.82
CurrencyUSD
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFR6R
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.