Fact sheet: Robeco Euro Government Bonds

Fund information
Fund name
Robeco Euro Government Bonds DH EUR
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund managers
  • Olaf Penningasince 01/01/2011
Fund objective
The Robeco Euro Government Bonds fund invests in euro denominated bonds issued by the EMU countries. Investing in euro government bonds calls for active management in order to cope with country risks and interest rate risks. The fund performance is driven by multiple drivers, of which country allocation is currently the most dominant.
Benchmark
  • Barclays Euro-Aggregate: Treasury (EUR)
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
1.5%
1 Year rank in sector
10/22
Sector
FO Fixed Int - EUR Government
Yield
-
Fund size
£2,199m (£2,119m 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.
76
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Performance snapshot

Holdings snapshot

  • Germany30.5%
    France26.5%
    Italy13.3%
    Spain11.8%
    Money Market4.9%
  • Government Bonds97.5%
    Cash & Cash Equivalents2.5%
  • German Fixed Interest30.5%
    French Fixed Interest26.5%
    Italian Fixed Interest13.3%
    Spanish Fixed Interest11.8%
    Money Market4.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.3%-3.4%-1.7%1.5%16.6%32.3%
Sector-2.3%-4.3%-2.2%1%13.5%26.8%
Rank within sector4 / 237 / 2312 / 2310 / 225 / 209 / 18
Quartile1st2nd3rd2nd1st2nd
Calendar performance
 YTD - 20162015201420132012
Fund2.1%1%13.1%2%8.6%
Sector1.5%0.4%11.4%1%8.7%
Rank within sector9 / 226 / 225 / 205 / 1914 / 18
Quartile2nd2nd1st2nd4th
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.
0.73
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.
1.04
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.
0.34
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%.
4.63
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.
1.16
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.
0.75
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.
0.94
Price movement
52 week high163.86
52 week low153.74
Current bid price-
Current offer price-
Current mid price157.19
Region
1Germany30.52%
2France26.52%
3Italy13.26%
4Spain11.8%
5Money Market4.94%
6Belgium4.68%
7Netherlands4.29%
8Austria2.63%
9Ireland1.36%
Industry sector
1Government Bonds97.5%
2Cash & Cash Equivalents2.5%
Asset type
1German Fixed Interest30.52%
2French Fixed Interest26.52%
3Italian Fixed Interest13.26%
4Spanish Fixed Interest11.8%
5Money Market4.94%
6Belgian Fixed Interest4.68%
7Dutch Fixed Interest4.29%
8Austrian Fixed Interest2.63%
9Irish Fixed Interest1.36%
Individual holdings
No data available.
Management
Fund manager group
Robeco Luxembourg
Fund manager company
Robeco Luxembourg S.A.
Fund type
Offshore Fund
Fund objective
The Robeco Euro Government Bonds fund invests in euro denominated bonds issued by the EMU countries. Investing in euro government bonds calls for active management in order to cope with country risks and interest rate risks. The fund performance is driven by multiple drivers, of which country allocation is currently the most dominant.
Benchmark
  • Barclays Euro-Aggregate: Treasury (EUR)
Investment style
None
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Olaf Penninga01/01/2011Mr. Penninga is a Senior Portfolio Manager of Robeco Flex-o-rente. Previously he was Senior Quantitative Researcher, his areas of expertise included fixed income allocation and risk management research, both in the field of government bonds and credits. P
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Chile, Germany, Spain, France, United Kingdom, Hong Kong, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Peru, Singapore
Robeco Euro Government Bonds 2CH
Initial charge3%
Annual charge0.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price98.01
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFVDY
Robeco Euro Government Bonds 2EH
Initial charge3%
Annual charge0.42%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100.23
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFVEA
Robeco Euro Government Bonds 2FH
Initial charge3%
Annual charge0.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price101.77
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVDZ
Robeco Euro Government Bonds 2IH
Initial charge3%
Annual charge0.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price101.83
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVEB
Robeco Euro Government Bonds CH EUR
Initial charge3%
Annual charge0.25%
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 price113.03
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeNOL7
Robeco Euro Government Bonds DH EUR
Initial charge3%
Annual charge0.42%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.6%
Bid price-
Offer price-
Mid price157.19
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeRM60
Robeco Euro Government Bonds EH EUR
Initial charge3%
Annual charge0.42%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.6%
Bid price-
Offer price-
Mid price108.53
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code12J8
Robeco Euro Government Bonds FH EUR
Initial charge3%
Annual charge0.25%
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 price123.32
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGV0U
Robeco Euro Government Bonds IH EUR
Initial charge0.5%
Annual charge0.3%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.4%
Bid price-
Offer price-
Mid price165.58
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeCBM0
Robeco Euro Government Bonds IH USD
Initial charge0.5%
Annual charge0.3%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price104.34
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUQM
Robeco Euro Government Bonds IHHI EUR
Initial charge0.5%
Annual charge0.35%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.43%
Bid price-
Offer price-
Mid price110.56
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIB0R
Data provided by

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