Fact sheet: Algebris Fin Credit

Fund information

Fund name
Algebris Financial Credit Z Acc EUR
Fund company manager
Algebris (UK) Limited
Fund type
SIB
Fund manager(s)
Fund objective
The Algebris Financial Credit Fund aims to achieve a high level of current income and modest capital appreciation by investing in senior and subordinated debt securities of the financial credit sector globally including hybrid capital instruments, preference shares and contingent convertible bonds (CoCos) with fixed and variable interest rates, which may be rated investment grade or below investment grade.
Benchmark
No Specified Index
Investment style
Strategic Investment
Investment method
Fixed Interest

Quick stats

1 Year return

2.28 %

1 Year rank in sector

36/317

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 5.2 b

FE Risk score

41

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    24%
  • Spain
    18%
  • Italy
    16%
  • France
    10%
  • Money Market
    10%
  • UK Fixed Interest
    24%
  • Spanish Fixed Interest
    18%
  • Italian Fixed Interest
    16%
  • French Fixed Interest
    10%
  • Money Market
    10%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.21 %-1.49 %2.28 %18.85 %37.68 %
Sector-0.68 %-1.33 %0.16 %4.5 %6.9 %
Rank within sector313 / 348165 / 33836 / 317 / /
Quartile th4 th2 nd1 st th th

Calendar performance

YTD-20182017201620152014
Fund-1.88 %11.25 %0 %0 %0 %
Sector-1.34 %3.67 %4.59 %-1.64 %3.66 %
Rank within sector218 / 3438 / 300 / / /
Quartile th3 rd1 st th th th

Risk statistics

Alpha5.1
Beta1.11
Sharpe0.55
Volatility5.73
Tracking error4.93
Information ratio1.04
R-Squared0.25

Price movement

52 week high116.5
52 week low106.91
Current bid price0
Current offer price0
Current mid price111.91

Holdings by region

  • 24% UK
  • 18% Spain
  • 16% Italy
  • 10% France
  • 10% Money Market
  • 7% Switzerland
  • 5% USA
  • 4% Others
  • 3% Germany
  • 3% Netherlands

Holdings by sector

-

Holdings by asset type

  • 24% UK Fixed Interest
  • 18% Spanish Fixed Interest
  • 16% Italian Fixed Interest
  • 10% French Fixed Interest
  • 10% Money Market
  • 7% Swiss Fixed Interest
  • 5% US Fixed Interest
  • 4% Global Fixed Interest
  • 3% Dutch Fixed Interest
  • 3% German Fixed Interest

Individual holdings

-