Fact sheet: CS IdxLUXGvrntBnd€

Fund information
Fund name
CS Index (Lux) Government Bonds EUR DB EUR
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund manager
  • Credit Suisse AG, Index Solutionssince 16/11/2015
Fund objective
The fund is managed with a "passive" approach and is distinguished by its broad diversification, minimal tracking error and cost-effective management. The aim of the fund is to track the reference index as closely as possible and to minimize performance deviations from the benchmark.
Benchmark
  • Citigroup EMU Government Bond Index All Maturities
Investment style
Passive/Tracking
Investment method
Fixed Interest
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Fixed Int - Europe
Yield
-
Fund size
£713m (£702m last year)
Top in this sector
Fund name1 Year
Robeco Eurpn Hi Yld Bds10.1%
Fidelity Inst Eur Hi Yld9.4%
T. Rowe Price EurHiYdBd9%
F&C European High Yield Bond8.7%
Morg Stnly Erpn Cur HiYd Bd8.7%
...more in FO Fixed Int - Europe

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.3%1.8%3%---
Sector0.2%2.6%3.7%5.2%13.4%30.5%
Rank within sector15 / 2516 / 2518 / 25---
Quartile3rd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund6.2%----
Sector4.7%1.1%5.2%4.2%11.7%
Rank within sector10 / 25----
Quartile2nd
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.
-
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.
-
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.
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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%.
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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.
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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.
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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.
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Price movement
52 week high1064.37
52 week low994.43
Current bid price-
Current offer price-
Current mid price1058.81
Region
1Europe100%
Industry sector
1AA31.18%
2AAA24%
3BBB23.97%
4BBB+13.41%
5AA+5.42%
6A2.03%
Asset type
1European Fixed Interest100%
Individual holdings
1FRANCE 25/10/231.02%
2GERMANY 04/01/181.02%
3GERMANY(FEDERAL REPUBLIC OF) 0% NTS 15/02/25 EUR0.010.97%
4FRANCE OAT 25/11/190.94%
5FRANCE 25/10/320.91%
6FRANCE 25/04/200.82%
7FRANCE 25/10/270.8%
8FRANCE OAT 25/04/180.8%
9GOVERNMENT OF ITALY 01/05/310.8%
Management
Fund manager group
Credit Suisse
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund objective
The fund is managed with a "passive" approach and is distinguished by its broad diversification, minimal tracking error and cost-effective management. The aim of the fund is to track the reference index as closely as possible and to minimize performance deviations from the benchmark.
Benchmark
  • Citigroup EMU Government Bond Index All Maturities
Investment style
Passive/Tracking
Investment method
Fixed Interest
Fund manager
NameSinceBiography
Credit Suisse AG, Index Solutions16/11/2015
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, United Kingdom, Italy, Luxembourg, Netherlands, Offshore, Sweden
CS Index (Lux) Government Bonds EUR DB CHF
Initial charge-
Annual charge0.02%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1068.58
CurrencyCHF
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE22I
CS Index (Lux) Government Bonds EUR DB EUR
Initial charge-
Annual charge0.02%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1058.81
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE22H
CS Index (Lux) Government Bonds EUR EB EUR
Initial charge-
Annual charge0.13%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price1028.53
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE8NZ
CS Index (Lux) Government Bonds EUR FB EUR
Initial charge-
Annual charge0.18%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price102.11
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE9ZK
Data provided by

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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.