Fact sheet: Swisscanto (LU) Bond COCO

Fund information
Fund name
Swisscanto (LU) Bond COCO AT USD
Fund manager company
Swisscanto
Fund type
No data available.
Fund managers
  • Daniel Björksince 30/09/2012
  • Blaise Roduitsince 30/05/2011
Fund objective
The investment objective is to generate an adequate return in SEK on a long-term basis by investing in high-interest bonds worldwide. Foreign currency investments are hedged against the SEK.
Benchmark
  • No Specified Index
Investment style
None
Investment method
Convertibles
Quick stats
1 Year return
1.8%
1 Year rank in sector
17/72
Sector
FO Convertible
Yield
-
Fund size
£324m
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.
83
Top in this sector
Fund name1 Year
Man Convertibles Am10.3%
CQS Global Convertible UCITS6.2%
Franklin Gl Cnvtl Secrts4.4%
Oaktree OaktreGbCnvBd4.1%
Calamos Gbl Convtl Opps3.3%
...more in FO Convertible

Performance snapshot

Holdings snapshot

  • UK16.7%
    France13.8%
    Sweden10.3%
    Netherlands10.1%
    USA9.8%
  • Financials99.7%
    Government Agency Bonds0.3%
  • UK Fixed Interest16.7%
    French Fixed Interest13.8%
    Swedish Fixed Interest10.3%
    Dutch Fixed Interest10.1%
    US Fixed Interest9.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.3%0.1%5.5%1.8%12.3%61.1%
Sector0.4%-0.4%1.3%-0.6%6.7%29.8%
Rank within sector44 / 7325 / 733 / 7317 / 7210 / 611 / 51
Quartile3rd2nd1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund2.3%3.2%5.9%8%30.3%
Sector-0.1%2.9%2.3%11.7%10.9%
Rank within sector15 / 7224 / 675 / 6147 / 541 / 51
Quartile1st2nd1st4th1st
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.
2.05
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.
0.75
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%.
5.9
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.
4.35
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.
0.35
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.
0.52
Price movement
52 week high142.22
52 week low124.66
Current bid price-
Current offer price-
Current mid price141.91
Region
1UK16.7%
2France13.8%
3Sweden10.3%
4Netherlands10.1%
5USA9.8%
6Spain7.3%
7Switzerland5.6%
8Denmark5.5%
9Italy4.6%
Industry sector
1Financials99.7%
2Government Agency Bonds0.3%
Asset type
1UK Fixed Interest16.7%
2French Fixed Interest13.8%
3Swedish Fixed Interest10.3%
4Dutch Fixed Interest10.1%
5US Fixed Interest9.8%
6Spanish Fixed Interest7.3%
7Swiss Fixed Interest5.6%
8Danish Fixed Interest5.5%
9Italian Fixed Interest4.6%
Individual holdings
1DNB BANK ASA 6.5% BDS 25/03/22 USD2000004.1%
2KBC GROUPE SA 5.625% UNDATED NTS EUR100000 REG S3.6%
3SKANDINAVISKA ENSKILDA B 5.75% 13 MAY 2049-20 REGS3.6%
4ABN AMRO BANK NV VAR UNDATED NTS EUR2000003.3%
5STANDARD CHARTERED VAR UNDATED NTS USD200000REG S3.1%
6NYKREDIT REALKREDIT AS 6.25% UNDATED BDS EUR10002.7%
7COOPERATIEVE RABOBANK UA 6.625% UNDATED NTS EUR2000002.5%
8BNP PARIBAS 0% NTS 30/03/21 USD200000 REG S2.2%
9HSBC HLDGS 6% UNDATED NTS EUR2000002.2%
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 SEK on a long-term basis by investing in high-interest bonds worldwide. Foreign currency investments are hedged against the SEK.
Benchmark
  • No Specified Index
Investment style
None
Investment method
Convertibles
Fund managers
NameSinceBiography
Daniel Björk30/09/2012
Blaise Roduit30/05/2011Blaise Roduit (1979) is a Director and as a Senior Portfolio Manager responsible for the Swisscanto (CH) Bond Fund International and Swisscanto (LU) SICAV II Bond Absolute Return products, as well as institutional mandates. In his role as a credit analyst, he covers issuers within the insurance and machinery sectors. Blaise Roduit holds a degree in Economics (lic. sc. éco.) from the University of Lausanne (HEC) and Master of Advanced Studies in Finance from the ETHZ/University of Zurich. He wrote his master’s thesis on “Fixed Income Performance Attribution”. In 2008, he obtained his diploma as a Certified International Investment Analyst (CIIA).
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Germany, United Kingdom, Italy, Liechtenstein, Luxembourg, Offshore
Swisscanto (LU) Bond COCO AAH CHF
Initial charge-
Annual charge1.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.45%
Bid price-
Offer price-
Mid price96.53
CurrencyCHF
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFMQT
Swisscanto (LU) Bond COCO AAH EUR
Initial charge-
Annual charge1.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.45%
Bid price-
Offer price-
Mid price97.66
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFJ9E
Swisscanto (LU) Bond COCO AT USD
Initial charge5%
Annual charge1.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.45%
Bid price-
Offer price-
Mid price141.91
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code058X
Swisscanto (LU) Bond COCO ATH CHF
Initial charge5%
Annual charge1.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.45%
Bid price-
Offer price-
Mid price134.46
CurrencyCHF
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code058V
Swisscanto (LU) Bond COCO ATH EUR
Initial charge5%
Annual charge1.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.45%
Bid price-
Offer price-
Mid price138.81
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code058W
Swisscanto (LU) Bond COCO BTH CHF
Initial charge-
Annual charge0.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.81%
Bid price-
Offer price-
Mid price101.09
CurrencyCHF
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE1IN
Swisscanto (LU) Bond COCO DT USD
Initial charge-
Annual charge0.72%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.81%
Bid price-
Offer price-
Mid price113.85
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFG1B
Swisscanto (LU) Bond COCO DTH CHF
Initial charge5%
Annual charge0.72%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.81%
Bid price-
Offer price-
Mid price139.42
CurrencyCHF
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code058Y
Swisscanto (LU) Bond COCO DTH EUR
Initial charge-
Annual charge0.57%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price144.09
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC26T
Swisscanto (LU) Bond COCO DTH SEK
-
-
-
-
-
-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1017.56
CurrencySEK
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC2NG
Swisscanto (LU) Bond COCO GT USD
Initial charge-
Annual charge0.48%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.61%
Bid price-
Offer price-
Mid price121.12
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF9NZ
Swisscanto (LU) Bond COCO GTH CHF
Initial charge-
Annual charge0.48%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.61%
Bid price-
Offer price-
Mid price117.01
CurrencyCHF
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF9NR
Swisscanto (LU) Bond COCO GTH EUR
Initial charge-
Annual charge0.48%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.61%
Bid price-
Offer price-
Mid price115.84
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFD5T
Swisscanto (LU) Bond COCO GTH SEK
Initial charge-
Annual charge0.48%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.61%
Bid price-
Offer price-
Mid price1061.08
CurrencySEK
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFJVY
Swisscanto (LU) Bond COCO JTH EUR
Initial charge5%
Annual charge0.72%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.81%
Bid price-
Offer price-
Mid price144.15
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code058Z
Swisscanto (LU) Bond COCO NTH CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.01%
Bid price-
Offer price-
Mid price103.47
CurrencyCHF
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFRSQ
Data provided by

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