Fact sheet: JSS Sust Bd EUR Hi Grade

Fund information
Fund name
JSS Sustainable Bond - EUR High Grade P Acc EUR
Fund manager company
Sarasin Investmentfonds Sicav
Fund type
Offshore Fund
Fund managers
  • Roland Mullersince 30/09/2016
Fund objective
JSS Sustainable Bond - EUR High Grade (the “Fund”) aims to generate interest income in accordance with balanced risk diversification by investing in debt securities. The Fund invests globally in first-class debt securities issued by countries, companies or other organisations that make a contribution to a sustainable economy. At least 75% of the investments in debt securities must fulfil this criterion. Individual issuers may be excluded on the basis of critical activities (e.g. production of nuclear energy or weapons).
Benchmark
  • Citigroup Germany GBI all maturities (EUR)
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
1.8%
1 Year rank in sector
37/64
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
£37m (£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.
75
Top in this sector
Fund name1 Year
Capital Group ECorpBdLUX20.4%
Russell IC II Euro FI19.7%
Capital Group EBdFL18%
Pimco GIS Euro Income Bond5.3%
Robeco Gbl Mult-Fact Cred4.2%
...more in FO Fixed Int - EUR Investment Grade

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.6%-3.5%-2%1.8%10.7%14.4%
Sector-1.6%-3.1%-0.5%2.4%12%34.7%
Rank within sector46 / 6454 / 6461 / 6437 / 6442 / 6144 / 48
Quartile3rd4th4th3rd3rd4th
Calendar performance
 YTD - 20162015201420132012
Fund2.4%-1%9.7%-3.6%3.3%
Sector2.8%-0.2%8.9%3.4%15.2%
Rank within sector36 / 6450 / 6328 / 6151 / 5247 / 48
Quartile3rd4th2nd4th4th
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.
-0.01
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.
0.91
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.
-
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
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.
2.57
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.
-0.15
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.
0.59
Price movement
52 week high144.75
52 week low135.55
Current bid price-
Current offer price-
Current mid price138.85
Region
1International100%
Industry sector
1Government Bonds65.67%
2Corporate Bonds26.49%
3Fixed Interest7.84%
Asset type
1Global Fixed Interest100%
Individual holdings
10.000 GERMANY 16-15.08.20164.07%
2GERMANY(FEDERAL REPUBLIC OF) 6.25% BDS 4/1/2030 EUR0.01 SER`00`4.04%
3GERMANY(FEDERAL REPUBLIC OF) 4.75% BDS 4/7/2028 EUR0.013.82%
4GERMANY(FEDERAL REPUBLIC OF) 5.5% BDS 4/1/2031 EUR0.013.4%
5GERMANY(FEDERAL REPUBLIC OF) 4.75% BDS 4/7/34 EUR0.013.36%
6GERMANY(FEDERAL REPUBLIC OF) 0.5% BDS 15/02/26 EUR0.013.16%
7EUROPEAN INVESTMENT BANK 5.625% BDS 15/2/2028 EUR(VAR)2.21%
8GERMANY(FEDERAL REPUBLIC OF) 6.25% BDS 4/1/2024 EUR0.01`492`2.1%
9GERMANY(FEDERAL REPUBLIC OF) 2.5% NTS 04/07/44 EUR0.011.99%
Management
Fund manager group
Sarasin
Fund manager company
Sarasin Investmentfonds Sicav
Fund type
Offshore Fund
Fund objective
JSS Sustainable Bond - EUR High Grade (the “Fund”) aims to generate interest income in accordance with balanced risk diversification by investing in debt securities. The Fund invests globally in first-class debt securities issued by countries, companies or other organisations that make a contribution to a sustainable economy. At least 75% of the investments in debt securities must fulfil this criterion. Individual issuers may be excluded on the basis of critical activities (e.g. production of nuclear energy or weapons).
Benchmark
  • Citigroup Germany GBI all maturities (EUR)
Investment style
None
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Roland Muller30/09/2016
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 Acc EUR
Initial charge5%
Annual charge0.7%
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 price138.85
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEVN0
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