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 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

11.47 %

1 Year rank in sector

11/306

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 4.1 b

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    20%
  • Money Market
    19%
  • Italy
    17%
  • Spain
    13%
  • France
    12%
  • UK Fixed Interest
    20%
  • Money Market
    19%
  • Italian Fixed Interest
    17%
  • Spanish Fixed Interest
    13%
  • French Fixed Interest
    12%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.77 %5.47 %11.47 %23.55 %52.34 %
Sector0.06 %2.56 %2.42 %6.38 %9.86 %
Rank within sector67 / 34364 / 33111 / 306 / /
Quartile th1 st1 st1 st th th

Calendar performance

YTD-20172016201520142013
Fund8.42 %0 %0 %0 %0 %
Sector3.39 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector28 / 318 / / / /
Quartile th1 st th th th th

Risk statistics

Alpha5.19
Beta1.11
Sharpe0.65
Volatility5.66
Tracking error4.76
Information ratio1.11
R-Squared0.29

Price movement

52 week high111.87
52 week low98.52
Current bid price0
Current offer price0
Current mid price111.15

Holdings by region

  • 20% UK
  • 19% Money Market
  • 17% Italy
  • 13% Spain
  • 12% France
  • 9% Switzerland
  • 3% Germany
  • 3% Netherlands
  • 3% USA
  • 1% Others

Holdings by sector

-

Holdings by asset type

  • 20% UK Fixed Interest
  • 19% Money Market
  • 17% Italian Fixed Interest
  • 13% Spanish Fixed Interest
  • 12% French Fixed Interest
  • 9% Swiss Fixed Interest
  • 3% Dutch Fixed Interest
  • 3% German Fixed Interest
  • 3% US Fixed Interest
  • 1% Global Fixed Interest

Individual holdings

-