Fact sheet: JSS Sust Bd EUR Hi Grade

Fund information
Fund name
JSS Sustainable Bond EUR High Grade P EUR acc
Fund manager company
Sarasin Investmentfonds Sicav
Fund type
Offshore Fund
Fund manager
  • Stephan Aschmannsince 30/11/2007
Fund objective
The fund achieve the best possible performance comparable with the total return generated by euro denominated government bonds, while at the same time ensuring preservation of capital. Direct investments in the underlying fixed income instruments are limited to a maximum of 40%. Instead, the fund invests mainly through derivatives (futures) in bonds. The fund 's reference currency is the euro. This means that the fund manager seeks to optimise investment performance in euro terms.
Benchmark
  • Citigroup Germany GBI all maturities (EUR)
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
6.3%
1 Year rank in sector
30/60
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.
1.41%
Fund size
£36m (£18m 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.
70
Top in this sector
Fund name1 Year
Capital Group EBdFL25%
Russell IC II Euro FI24.6%
Robeco Inv Grd Corp Bds8.9%
Fidelity Core Euro Bond8.6%
Robeco Gbl Mult-Fact Cred8.3%
...more in FO Fixed Int - EUR Investment Grade

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.3%0.7%2.9%6.3%15.3%20.2%
Sector-0%1.7%3.4%7%16.9%38.1%
Rank within sector5 / 6052 / 6033 / 6030 / 6036 / 5642 / 48
Quartile1st4th3rd2nd3rd4th
Calendar performance
 YTD - 20162015201420132012
Fund6.7%-1%9.7%-3.6%3.3%
Sector5.8%-0.2%8.9%3.4%15.2%
Rank within sector10 / 6048 / 5926 / 5750 / 5147 / 48
Quartile1st4th2nd4th4th
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.
0.22
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.
0.84
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.
0.4
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%.
3.64
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.
2.54
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.
-0.26
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.
0.52
Price movement
52 week high144.75
52 week low135.42
Current bid price-
Current offer price-
Current mid price144.68
Region
1International100%
Industry sector
1Government Bonds71.17%
2Corporate Bonds20.59%
3Fixed Interest8.24%
Asset type
1Global Fixed Interest100%
Individual holdings
1GERMANY(FEDERAL REPUBLIC OF) 6.25% BDS 4/1/2030 EUR0.01 SER`00`5.25%
2GERMANY(FEDERAL REPUBLIC OF) 4.75% BDS 4/7/2028 EUR0.014.96%
3GERMANY(FEDERAL REPUBLIC OF) 4.75% BDS 4/7/34 EUR0.014.44%
4GERMANY(FEDERAL REPUBLIC OF) 5.5% BDS 4/1/2031 EUR0.014.43%
5GERMANY(FEDERAL REPUBLIC OF) 0.5% BDS 15/02/26 EUR0.014.06%
6EUROPEAN INVESTMENT BANK 5.625% BDS 15/2/2028 EUR(VAR)2.81%
7GERMANY(FEDERAL REPUBLIC OF) 6.25% BDS 4/1/2024 EUR0.01`492`2.67%
8EUROPEAN INVESTMENT BANK 4.5% BDS 15/10/25 EUR10002.52%
9KFW BANKENGRUPPE 4.625% MTN 04/01/23 EUR10002.34%
Management
Fund manager group
Sarasin
Fund manager company
Sarasin Investmentfonds Sicav
Fund type
Offshore Fund
Fund objective
The fund achieve the best possible performance comparable with the total return generated by euro denominated government bonds, while at the same time ensuring preservation of capital. Direct investments in the underlying fixed income instruments are limited to a maximum of 40%. Instead, the fund invests mainly through derivatives (futures) in bonds. The fund 's reference currency is the euro. This means that the fund manager seeks to optimise investment performance in euro terms.
Benchmark
  • Citigroup Germany GBI all maturities (EUR)
Investment style
None
Investment method
Fixed Interest
Fund manager
NameSinceBiography
Stephan Aschmann30/11/2007
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, France, United Kingdom, Ireland, Italy, Liechtenstein, Luxembourg, Netherlands, Offshore, Sweden
JSS Sustainable Bond EUR High Grade P EUR acc
Initial charge5%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.41%
Total expense ratio (TER)1.31%
Bid price-
Offer price-
Mid price144.68
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEVN0
Data provided by

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