Fact sheet: Swisscanto (LU) Bd Med Tm EUR

Fund information
Fund name
Swisscanto (LU) Bond Medium Term EUR AA
Fund manager company
Swisscanto
Fund type
No data available.
Fund managers
  • Andrew Andersonsince 01/01/2013
  • Christopher Fegansince 10/12/1998
Fund objective
The investment objective is to generate an adequate return in EUR on a long-term basis by investing in intermediate-term bonds worldwide.
Benchmark
  • JP Morgan EMU Government Bond Index
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
-0.6%
1 Year rank in sector
25/30
Sector
FO Fixed Int - EUR Short/ Medium Maturity
Yield
-
Fund size
£210m
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.
67
Top in this sector
Fund name1 Year
Boost Bund 10Y 3x Leverage Dly ETP9.9%
Petercam L Bds EUR HiYldShtTm3.8%
Pictet EUR Sht Trm Hgh Yld2.3%
Oddo Cmp Eur CrShDur2%
ECM Short Dur Credit1.8%
...more in FO Fixed Int - EUR Short/ Medium Maturity

Performance snapshot

Holdings snapshot

  • Germany35.9%
    France34.2%
    Netherlands10.7%
    Belgium7.3%
    Luxembourg4.3%
  • Government Bonds95.2%
    Financials3%
    Government Agency Bonds1.5%
    Health Care0.3%
  • German Fixed Interest35.9%
    French Fixed Interest34.2%
    Dutch Fixed Interest10.7%
    Belgian Fixed Interest7.3%
    Luxembourg Fixed Interest4.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0%-0.4%-0.4%-0.6%0.9%3.7%
Sector-0.3%-0.6%-0.1%0.4%4.2%12.3%
Rank within sector3 / 3013 / 3022 / 3025 / 3022 / 2821 / 23
Quartile1st2nd3rd4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-0.1%-0.3%1.7%-0.7%2.6%
Sector0.8%0.2%3.4%1%5.3%
Rank within sector22 / 3022 / 2913 / 2823 / 2419 / 23
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.
-0.19
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.
0.37
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%.
0.76
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.
0.92
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.
-1.14
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.
0.26
Price movement
52 week high98.34
52 week low96.42
Current bid price-
Current offer price-
Current mid price96.6
Region
1Germany35.9%
2France34.2%
3Netherlands10.7%
4Belgium7.3%
5Luxembourg4.3%
6Austria3.9%
7UK3%
8Finland0.4%
9USA0.3%
Industry sector
1Government Bonds95.2%
2Financials3%
3Government Agency Bonds1.5%
4Health Care0.3%
Asset type
1German Fixed Interest35.9%
2French Fixed Interest34.2%
3Dutch Fixed Interest10.7%
4Belgian Fixed Interest7.3%
5Luxembourg Fixed Interest4.3%
6Austrian Fixed Interest3.9%
7UK Fixed Interest3%
8Finnish Fixed Interest0.4%
9US Fixed Interest0.3%
Individual holdings
1GERMANY(FEDERAL REPUBLIC OF) 3.5% BDS 04/07/19 EUR0.018.3%
2BELGIUM(KINGDOM OF) 4% BDS 28/03/18 EUR10007.2%
3FRANCE(GOVT OF) 3.75% BDS 25/10/19 EUR16.5%
4GERMANY(FEDERAL REPUBLIC OF) 0.25% BDS 16/10/20 EUR1006.1%
5FRANCE(GOVT OF) 3.5% BDS 25/04/20 EUR16%
6NETHERLANDS(KINGDOM OF) 0.25% BDS 15/01/20 EUR15.7%
7GERMANY(FEDERAL REPUBLIC OF) 1% NTS 22/02/19 EUR0.015.6%
8FRANCE(GOVT OF) 1% BDS 25/05/19 EUR15.5%
9GERMANY(FEDERAL REPUBLIC OF) 3.75% BDS 04/01/19 EUR0.015.3%
Management
Fund manager group
Swisscanto
Fund manager company
Swisscanto
Fund type
No data available.
Fund objective
The investment objective is to generate an adequate return in EUR on a long-term basis by investing in intermediate-term bonds worldwide.
Benchmark
  • JP Morgan EMU Government Bond Index
Investment style
None
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Andrew Anderson01/01/2013Andrew Anderson (1956) is a Director and as a Senior Portfolio Manager responsible for the Swisscanto (LU) Bond Invest USD & SICAV II Bond USD, Swisscanto (LU) Bond Invest International as well as the Swisscanto (LU) Bond Invest Medium Term EUR, Swisscanto SICAV II Bond Medium Term EUR & Swisscanto (LU) Bond Invest Medium Term USD funds. Before joining Swisscanto, Andrew worked six years at Fuji Bank Ltd, London as Head of the Strategic Trading Group. He was previously employed by Barclays de Zoete Wedd Capital Markets in London as a Director in the Proprietary Trading group. Prior to that, he spent three years at Fuji Bank Ltd. as a Senior Proprietary Trader after he was employed for three years as a Fixed Income Portfolio Manager at Wardley Investment Services (a subsidiary of HSBC). Andrew is a General Registered Representative of the FSA and a Chartered Member of the Chartered Institute for Securities & Investment (MCSI). He holds a Diploma from the Chartered Institute for Securities & Investments (CISI) in Fixed Income and a further Diploma in Futures & Options.
Christopher Fegan10/12/1998Chris Fegan (1975) is a Manager and as Portfolio Manager responsible for the Swisscanto (LU) Bond Invest CHF & SICAV II Bond CHF, Swisscanto (LU) Bond Invest EUR, & SICAV II Bond EUR funds, as well as the Swisscanto (LU) Bond Invest Medium Term CHF & Swisscanto (LU) Sicav II Bond Medium Term CHF funds. Before he overtook portfolio management responsibilities, Chris worked at Swisscanto as an Accounting Assistant before moving onto the Fund Management desk as Portfolio Administrator. Prior to that, he was employed at Prudential Bache UK Ltd. as a trainee Management Accountant. Chris holds a FSA Regulatory Paper & Certificate in Securities and received the UKSIP (FSA) Investment Management Asset Allocation Qualification (IMC). In 2005 he obtained the STA Diploma in Technical Analysis. He is a General Registered Representative of the FSA and is an Associate of the Chartered Institute for Securities & Investment (ACSI).
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Germany, United Kingdom, Italy, Liechtenstein, Luxembourg, Offshore
Swisscanto (LU) Bond Medium Term EUR AA
Initial charge5%
Annual charge0.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price96.6
CurrencyEUR
Price updated01/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeSD22
Swisscanto (LU) Bond Medium Term EUR AT
Initial charge5%
Annual charge0.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price135.99
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeS940
Swisscanto (LU) Bond Medium Term EUR DA
Initial charge5%
Annual charge0.32%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.41%
Bid price-
Offer price-
Mid price100.11
CurrencyEUR
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeV669
Swisscanto (LU) Bond Medium Term EUR DT
Initial charge-
Annual charge0.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price104.07
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC26W
Swisscanto (LU) Bond Medium Term EUR GT
Initial charge5%
Annual charge0.24%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.31%
Bid price-
Offer price-
Mid price103.26
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF92C
Swisscanto (LU) Bond Medium Term EUR JT
Initial charge5%
Annual charge0.32%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.41%
Bid price-
Offer price-
Mid price104.06
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeG0GR
Data provided by

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