Fact sheet: JSS Sustainable Bond EUR

Fund information
Fund name
JSS Sustainable Bond EUR P Dist EUR
Fund manager company
Sarasin Investmentfonds Sicav
Fund type
Offshore Fund
Fund managers
  • Cedric Willisince 06/01/2003
  • Oscar Albertesince 07/11/2013
Fund objective
The fund invest in top - quality variable and fixed - income - bonds denominated exclusively in euros, whose issuers (countries, organisations and companies) make a positive contribution to a sustainable development. Investable countries are identified by their low and efficient consumption of environmental and social resources, organisations by their adoption of sustainable goals and efficient integration of the concept of sustainability in their use of resources. The companies selected have made environmentally responsible, eco efficient management and the proactive development of relationships with the major stake holders a key element of their overall business strategy. Countries and companies with activities regarded as critical from a sustainability point of view are excluded.
Benchmark
  • Citigroup Eur Broad Invt Grade
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
1.6%
1 Year rank in sector
41/64
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.
1.32%
Fund size
£81m (£95m 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.
72
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%-3.2%-1.3%1.6%9.6%17.2%
Sector-1.6%-3.1%-0.5%2.4%12%34.7%
Rank within sector47 / 6442 / 6445 / 6441 / 6448 / 6142 / 48
Quartile3rd3rd3rd3rd4th4th
Calendar performance
 YTD - 20162015201420132012
Fund2.2%-1.1%8.7%-1.1%6.8%
Sector2.8%-0.2%8.9%3.4%15.2%
Rank within sector38 / 6452 / 6332 / 6147 / 5241 / 48
Quartile3rd4th3rd4th4th
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.
-0.34
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.
0.9
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%.
3.42
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.
1.64
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.
-0.44
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.
0.78
Price movement
52 week high116.69
52 week low110.06
Current bid price-
Current offer price-
Current mid price112.59
Region
1International100%
Industry sector
1Government Bonds58.23%
2Corporate Bonds36.64%
3Fixed Interest5.13%
Asset type
1Global Fixed Interest100%
Individual holdings
16.000% ICO 08.03.216%
2GERMANY(FEDERAL REPUBLIC OF) 4.75% BDS 4/7/2028 EUR0.014.75%
3SPAIN(KINGDOM OF) 4.4% BDS 31/10/23 EUR10004.4%
4BEI 4% 15/4/20304%
52.875% FONDS RÉET.CONS 21.08.212.88%
6LUXOTTICA GROUP 2.625% MTN 10/02/24 EUR1000002.63%
72.400% CRH 17.01.252.4%
8AUSTRIA(REPUBLIC OF) 1.75% BDS 20/10/23 EUR10001.75%
9BELGIUM(KINGDOM OF) 0.8% BDS 22/06/25 EUR0.010.8%
Management
Fund manager group
Sarasin
Fund manager company
Sarasin Investmentfonds Sicav
Fund type
Offshore Fund
Fund objective
The fund invest in top - quality variable and fixed - income - bonds denominated exclusively in euros, whose issuers (countries, organisations and companies) make a positive contribution to a sustainable development. Investable countries are identified by their low and efficient consumption of environmental and social resources, organisations by their adoption of sustainable goals and efficient integration of the concept of sustainability in their use of resources. The companies selected have made environmentally responsible, eco efficient management and the proactive development of relationships with the major stake holders a key element of their overall business strategy. Countries and companies with activities regarded as critical from a sustainability point of view are excluded.
Benchmark
  • Citigroup Eur Broad Invt Grade
Investment style
None
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Cedric Willi06/01/2003
Oscar Alberte07/11/2013
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, Singapore, Sweden
JSS Sustainable Bond EUR C Acc EUR
Initial charge5%
Annual charge0.45%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.09%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price116.65
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFE4P
JSS Sustainable Bond EUR M Acc EUR
Initial charge-
Annual charge0.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.43%
Bid price-
Offer price-
Mid price115.86
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFOVP
JSS Sustainable Bond EUR P Dist EUR
Initial charge5%
Annual charge0.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.32%
Total expense ratio (TER)1.29%
Bid price-
Offer price-
Mid price112.59
CurrencyEUR
Price updated06/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeNY23
Data provided by

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