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
13.1%
1 Year rank in sector
10/72
Sector
FO Convertible
Yield
-
Fund size
£273m
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 Am26%
Franklin Gl Cnvtl Secrts18.7%
UBS (L)BdSICConGb€14.4%
Alma US Convertible14.4%
CQS Global Convertible UCITS13.7%
...more in FO Convertible

Performance snapshot

Holdings snapshot

  • UK21.3%
    France14.5%
    Netherlands13.7%
    Spain9.1%
    Switzerland7.2%
  • Financials100%
  • UK Fixed Interest21.3%
    French Fixed Interest14.5%
    Dutch Fixed Interest13.7%
    Spanish Fixed Interest9.1%
    Swiss Fixed Interest7.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.6%4.8%5.6%13.1%13.2%52.9%
Sector1.1%3.2%2.7%9.2%6.4%24.9%
Rank within sector15 / 723 / 724 / 7210 / 7210 / 611 / 51
Quartile1st1st1st1st1st1st
Calendar performance
 YTD - 20172016201520142013
Fund2.4%3.1%3.2%5.9%8%
Sector1.7%0.7%2.9%2.3%11.7%
Rank within sector18 / 7217 / 7125 / 675 / 6145 / 54
Quartile1st1st2nd1st4th
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.
2.54
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.
0.77
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.
0.12
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%.
6.04
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.
0.45
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.
0.53
Price movement
52 week high146.36
52 week low127.56
Current bid price-
Current offer price-
Current mid price146.23
Region
1UK21.3%
2France14.5%
3Netherlands13.7%
4Spain9.1%
5Switzerland7.2%
6Denmark6.2%
7Italy5%
8Belgium3.8%
9Sweden3.6%
Industry sector
1Financials100%
Asset type
1UK Fixed Interest21.3%
2French Fixed Interest14.5%
3Dutch Fixed Interest13.7%
4Spanish Fixed Interest9.1%
5Swiss Fixed Interest7.2%
6Danish Fixed Interest6.2%
7Italian Fixed Interest5%
8Belgian Fixed Interest3.8%
9Swedish Fixed Interest3.6%
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 charge1.2%
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 price99
CurrencyCHF
Price updated17/02/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFMQT
Swisscanto (LU) Bond COCO AAH EUR
Initial charge-
Annual charge1.2%
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 price100.22
CurrencyEUR
Price updated17/02/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFJ9E
Swisscanto (LU) Bond COCO AT USD
Initial charge5%
Annual charge1.2%
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 price146.23
CurrencyUSD
Price updated17/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code058X
Swisscanto (LU) Bond COCO ATH CHF
Initial charge5%
Annual charge1.2%
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 price137.88
CurrencyCHF
Price updated17/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code058V
Swisscanto (LU) Bond COCO ATH EUR
Initial charge5%
Annual charge1.2%
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 price142.41
CurrencyEUR
Price updated17/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code058W
Swisscanto (LU) Bond COCO BTH CHF
Initial charge-
Annual charge0.6%
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 price103.78
CurrencyCHF
Price updated17/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE1IN
Swisscanto (LU) Bond COCO DT USD
Initial charge-
Annual charge0.57%
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 price117.52
CurrencyUSD
Price updated17/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFG1B
Swisscanto (LU) Bond COCO DTH CHF
Initial charge5%
Annual charge0.57%
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 price143.18
CurrencyCHF
Price updated17/02/2017
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 price148.13
CurrencyEUR
Price updated17/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC26T
Swisscanto (LU) Bond COCO DTH SEK
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 price1045.56
CurrencySEK
Price updated17/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeC2NG
Swisscanto (LU) Bond COCO GT USD
Initial charge-
Annual charge0.42%
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 price125.05
CurrencyUSD
Price updated17/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF9NZ
Swisscanto (LU) Bond COCO GTH CHF
Initial charge-
Annual charge0.42%
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 price120.2
CurrencyCHF
Price updated17/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF9NR
Swisscanto (LU) Bond COCO GTH EUR
Initial charge-
Annual charge0.42%
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 price119.11
CurrencyEUR
Price updated17/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFD5T
Swisscanto (LU) Bond COCO GTH SEK
Initial charge-
Annual charge0.42%
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 price1090.59
CurrencySEK
Price updated17/02/2017
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 price148.15
CurrencyEUR
Price updated17/02/2017
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 price106.39
CurrencyCHF
Price updated17/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFRSQ
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.