Fact sheet: Swisscanto LU Bd GblConv

Fund information
Fund name
Swisscanto (LU) Bond Global Convertible AT USD
Fund manager company
Swisscanto
Fund type
No data available.
Fund managers
  • Peter Meiersince 12/11/2010
Fund objective
The investment objective is to generate an adequate return in USD on a long-term basis by investing in convertible bonds worldwide. Foreign currency investments are hedged against the USD.
Benchmark
  • UBS Global Convertible USD Hedged
Investment style
None
Investment method
Convertibles
Quick stats
1 Year return
-0.6%
1 Year rank in sector
31/72
Sector
FO Convertible
Yield
-
Fund size
£124m
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.
81
Top in this sector
Fund name1 Year
Man Convertibles Am9.4%
CQS Global Convertible UCITS5.3%
Oaktree OaktreGbCnvBd3.5%
Franklin Gl Cnvtl Secrts3.4%
HAM Gbl Convtbl Bd2.9%
...more in FO Convertible

Performance snapshot

Holdings snapshot

  • USA36.9%
    France15.9%
    Japan14.3%
    Switzerland8.4%
    Netherlands5.5%
  • Financials24.6%
    Industrials15.9%
    Information Technology15.8%
    Health Care9.7%
    Materials9.3%
  • US Fixed Interest36.9%
    French Fixed Interest15.9%
    Japanese Fixed Interest14.3%
    Swiss Fixed Interest8.4%
    Dutch Fixed Interest5.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.5%-1.7%0.2%-0.6%9.3%-
Sector0.4%-0.9%1.1%-1.1%6.3%28.8%
Rank within sector27 / 7356 / 7351 / 7331 / 7223 / 61-
Quartile2nd4th3rd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund0%2.3%4.3%--
Sector-0.5%2.9%2.3%11.7%10.9%
Rank within sector31 / 7243 / 6715 / 61--
Quartile2nd3rd1st
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.
0.96
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.
0.87
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%.
5.66
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.
2.92
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.
0.24
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.
0.75
Price movement
52 week high110.01
52 week low100.52
Current bid price-
Current offer price-
Current mid price108.16
Region
1USA36.9%
2France15.9%
3Japan14.3%
4Switzerland8.4%
5Netherlands5.5%
6Germany5.3%
7Italy3.7%
8United Arab Emirates3.2%
9Sweden2.3%
Industry sector
1Financials24.6%
2Industrials15.9%
3Information Technology15.8%
4Health Care9.7%
5Materials9.3%
6Consumer Discretionary8.3%
7Energy8%
8Utilities7%
9Telecommunications Utilities1.3%
Asset type
1US Fixed Interest36.9%
2French Fixed Interest15.9%
3Japanese Fixed Interest14.3%
4Swiss Fixed Interest8.4%
5Dutch Fixed Interest5.5%
6German Fixed Interest5.3%
7Italian Fixed Interest3.7%
8GCC Fixed Interest3.2%
9Swedish Fixed Interest2.3%
Individual holdings
1INTEL CORP 2.95% CNV BDS 15/12/35 USD4.6%
2TOTAL SA 0.5% NON DILUT CNV BD 02/12/22(TOTAL)USD3.3%
3LAM RESEARCH CORP 1.25% CNV BDS 15/05/18 USD10003.2%
4NATIONAL BANK OF ABU DHABI 1% CNV BDS 12/03/18(ORD)USD2000003.1%
5NEWMONT MINING CORP 1.625% CNV BDS 15/07/17 USD10003%
6RED HAT INC 0.25% BDS 01/10/19 USD10002.9%
7MACQUARIE INFRASTRUCTURE CO LLC 2.875% CNV BDS 15/07/19 USD10002.7%
8SIEMENS FINANCIERINGSMAAT NV 1.65% NTS 16/08/19 USD2500002.7%
9SUEZ 0% CNV BDS 27/02/20 EUR10002.6%
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 convertible bonds worldwide. Foreign currency investments are hedged against the USD.
Benchmark
  • UBS Global Convertible USD Hedged
Investment style
None
Investment method
Convertibles
Fund managers
NameSinceBiography
Peter Meier12/11/2010Peter Meier (1962) is a Director and as a Senior Portfolio Manager and Credit Analyst responsible for convertible bond funds and institutional mandates, as well as derivative products. Before joining Swisscanto, Peter worked for five years at Swiss Bank Corporation (SBC) in nostro account trading desk (in particular, interest futures and financial hybrids) and as a portfolio manager within the fixed income unit. He also spent one year in London working in swap trading. Peter Meier holds a degree in Economics from the University of Zurich (lic. oec. publ.). From 2000 to 2005, he was a part-time lecturer in Financial and Micro Economics at the Zurich University of Applied Sciences Winterthur.
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 Global Convertible AT USD
Initial charge-
Annual charge1.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.35%
Bid price-
Offer price-
Mid price108.16
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFG8I
Swisscanto (LU) Bond Global Convertible 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)1.35%
Bid price-
Offer price-
Mid price115.39
CurrencyCHF
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeM3B3
Swisscanto (LU) Bond Global Convertible 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)1.35%
Bid price-
Offer price-
Mid price119.12
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeM3B4
Swisscanto (LU) Bond Global Convertible DT USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100.32
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC2NS
Swisscanto (LU) Bond Global Convertible DTH CHF
Initial charge5%
Annual charge0.52%
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 price121.25
CurrencyCHF
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM3B5
Swisscanto (LU) Bond Global Convertible DTH EUR
Initial charge5%
Annual charge0.52%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.62%
Bid price-
Offer price-
Mid price126.37
CurrencyEUR
Price updated21/07/2015
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM3B6
Swisscanto (LU) Bond Global Convertible GT USD
Initial charge-
Annual charge0.36%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.46%
Bid price-
Offer price-
Mid price108.69
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFHZT
Swisscanto (LU) Bond Global Convertible GTH CHF
Initial charge-
Annual charge0.36%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.46%
Bid price-
Offer price-
Mid price113.73
CurrencyCHF
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFB8J
Swisscanto (LU) Bond Global Convertible GTH EUR
Initial charge-
Annual charge0.36%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.47%
Bid price-
Offer price-
Mid price113.93
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFB4B
Data provided by

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