Fact sheet: Swisscanto (LU) Bd Med Tm USD

Fund information
Fund name
Swisscanto (LU) Bond Medium Term USD A
Fund manager company
Swisscanto
Fund type
No data available.
Fund managers
  • Halvor Woodsince 16/03/1998
  • Andrew Andersonsince 01/01/2001
Fund objective
The investment objective is to generate an adequate return in USD on a long-term basis by investing in intermediate-term bonds worldwide.
Benchmark
  • JPM EMU
Investment style
None
Investment method
Fixed Interest
Quick stats
1 Year return
0%
1 Year rank in sector
18/18
Sector
FO Fixed Int - USD Short/ Medium Maturity
Yield
-
Fund size
£64m
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.
73
Top in this sector
Fund name1 Year
AXA WF EM Shrt Dur Bds5.5%
Threadneedle (L)GblEmMtSTBd4.8%
Natixis LSShtTmEmgMktsBd4.2%
Muzinich Sht Drtn HiYd3.6%
Wells Fargo WW US STHgYdBd3%
...more in FO Fixed Int - USD Short/ Medium Maturity

Performance snapshot

Holdings snapshot

  • USA92.1%
    Norway3.3%
    Finland1.5%
    Germany0.8%
    Philippines0.8%
  • Government Bonds91.3%
    Fixed Interest5%
    Mortgage & Secured Bonds3.3%
    Government Agency Bonds0.3%
  • US Fixed Interest92.1%
    Norwegian Fixed Interest3.3%
    Finnish Fixed Interest1.5%
    German Fixed Interest0.8%
    Philippine Fixed Interest0.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1%-1.2%-0.8%0%1.4%2.8%
Sector-0.6%-0.4%0.8%2.4%3%7.4%
Rank within sector17 / 2019 / 2018 / 1818 / 1811 / 1511 / 13
Quartile4th4th4th4th3rd4th
Calendar performance
 YTD - 20162015201420132012
Fund0.2%0.7%1%-0.7%1.3%
Sector2.8%-0.1%0.4%0.9%3%
Rank within sector18 / 185 / 176 / 1613 / 1511 / 13
Quartile4th2nd2nd4th4th
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.
0.12
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.
0.61
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%.
1.46
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.
1.37
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.
-0.27
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.
0.2
Price movement
52 week high112.64
52 week low110.4
Current bid price-
Current offer price-
Current mid price110.41
Region
1USA92.1%
2Norway3.3%
3Finland1.5%
4Germany0.8%
5Philippines0.8%
6Austria0.7%
7Belgium0.7%
Industry sector
1Government Bonds91.3%
2Fixed Interest5%
3Mortgage & Secured Bonds3.3%
4Government Agency Bonds0.3%
Asset type
1US Fixed Interest92.1%
2Norwegian Fixed Interest3.3%
3Finnish Fixed Interest1.5%
4German Fixed Interest0.8%
5Philippine Fixed Interest0.8%
6Austrian Fixed Interest0.7%
7Belgian Fixed Interest0.7%
Individual holdings
1UNITED STATES OF AMER TREAS NOTES FXD BDS 31/05/21 USD1009.5%
2UNITED STATES OF AMER TREAS NOTES 1.25% NTS 31/01/20 USD1005.5%
3UNITED STATES OF AMER TREAS NOTES 0% NTS 30/09/18 USD1004.8%
4UNITED STATES OF AMER TREAS NOTES 1.375% TB 31/07/18 USD10004.8%
5UNITED STATES OF AMER TREAS NOTES 1.125% BDS 31/08/21 USD1004.7%
6UNITED STATES OF AMER TREAS NOTES 1.5% TB 31/08/18 USD100 P-20184.2%
7UNITED STATES OF AMER TREAS NOTES 1.5% NTS 31/10/19 USD1004%
8UNITED STATES OF AMER TREAS NOTES 0% NTS 29/02/20 USD10003.7%
9UNITED STATES OF AMER TREAS NOTES 0% NTS 30/06/18 USD10003.5%
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 USD on a long-term basis by investing in intermediate-term bonds worldwide.
Benchmark
  • JPM EMU
Investment style
None
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Halvor Wood16/03/1998Halvor Wood (1976) is a Manager and as Portfolio Manager responsible for the Swisscanto (LU) Bond Invest GBP, CAD and AUD funds, Swisscanto (CH) Institutional Bond Fund - TOP Nebenmaerkte and the Swisscanto (LU) Money Market AUD fund. Before Halvor overtook portfolio management responsibilities, he worked at Swisscanto for four years as Portfolio Administrator. He is a General Registered Representative of the FSA and an Associate of the Chartered Institute for Securities & Investment (ACSI). He holds a STA Diploma in Technical Analysis and is a STA Member. In 2010 he received the UKSIP Certificate in Investment Management (IMC).
Andrew Anderson01/01/2001Andrew 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.
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 USD A
Initial charge5%
Annual charge0.32%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.45%
Bid price-
Offer price-
Mid price110.41
CurrencyUSD
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeSD13
Swisscanto (LU) Bond Medium Term USD B
Initial charge5%
Annual charge0.32%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.45%
Bid price-
Offer price-
Mid price147.4
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeS941
Swisscanto (LU) Bond Medium Term USD I
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 price107.69
CurrencyUSD
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeV668
Swisscanto (LU) Bond Medium Term USD P
Initial charge-
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 price102.23
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF92M
Data provided by

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