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

-1.47 %

1 Year rank in sector

213/323

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 5.0 b

FE Risk score

54

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    22%
  • Spain
    18%
  • Italy
    17%
  • Money Market
    13%
  • France
    11%
  • UK Fixed Interest
    22%
  • Spanish Fixed Interest
    18%
  • Italian Fixed Interest
    17%
  • Money Market
    13%
  • French Fixed Interest
    11%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.23 %-5.08 %-1.47 %16.32 %37.33 %
Sector-0.09 %-0.53 %-0.56 %6.02 %10.19 %
Rank within sector307 / 350319 / 341213 / 323 / /
Quartile th4 th4 th3 rd th th

Calendar performance

YTD-20182017201620152014
Fund-3.91 %11.25 %0 %0 %0 %
Sector-1.03 %3.67 %4.59 %-1.64 %3.66 %
Rank within sector315 / 3378 / 297 / / /
Quartile th4 th1 st th th th

Risk statistics

Alpha3.22
Beta1.3
Sharpe0.34
Volatility6.29
Tracking error5.44
Information ratio0.67
R-Squared0.26

Price movement

52 week high116.5
52 week low108.07
Current bid price0
Current offer price0
Current mid price109.59

Holdings by region

  • 22% UK
  • 18% Spain
  • 17% Italy
  • 13% Money Market
  • 11% France
  • 7% Others
  • 7% Switzerland
  • 5% USA

Holdings by sector

-

Holdings by asset type

  • 22% UK Fixed Interest
  • 18% Spanish Fixed Interest
  • 17% Italian Fixed Interest
  • 13% Money Market
  • 11% French Fixed Interest
  • 7% Global Fixed Interest
  • 7% Swiss Fixed Interest
  • 5% US Fixed Interest

Individual holdings

-