Fact sheet: BNP Paribas FlexIUSMrtg

Fund information

Fund name
BNP Paribas Flexi I US Mortgage Classic USD
Fund company manager
BNP Paribas Asset Management L
Fund type
SIB
Fund manager
John Carey
since 15/05/2014
Fund objective
The investment objective of the Sub-Fund is to attain as high a level of total return as may be consistent with the preservation of capital.
Benchmark
Bloomberg Barclays U.S. Mortgage Backed Securities Index
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

-0.52 %

1 Year rank in sector

7/10

Sector

FO Fixed Int - USD Securitised

Yield
-
Fund size

£ 1.6 b

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

Top in sector

Holdings snapshot

  • UK
    27.75%
  • France
    15.37%
  • Germany
    14.7%
  • Others
    13.88%
  • Switzerland
    12.93%
  • Financials
    21.32%
  • Consumer Staples
    14.14%
  • Others
    13.8%
  • Health Care
    12.91%
  • Industrials
    12.9%
  • US Fixed Interest
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.11 %1.71 %-0.52 %7.25 %14.48 %
Sector-0.32 %0.88 %0.87 %3.44 %6.48 %
Rank within sector8 / 114 / 117 / 105 / 82 / 5
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Calendar performance

YTD-20172016201520142013
Fund1.85 %1.47 %1.67 %8.31 %-0 %
Sector1.49 %3.2 %-1.81 %5.29 %-2.49 %
Rank within sector5 / 115 / 83 / 82 / 62 / 6
Quartile th2 nd3 rd2 nd2 nd2 nd

Risk statistics

Alpha1.77
Beta0.64
Sharpe-0
Volatility2.1
Tracking error1.79
Information ratio0.79
R-Squared0.4

Price movement

52 week high1742.97
52 week low1678.78
Current bid price0
Current offer price0
Current mid price1728.78

Holdings by region

  • 27.75% UK
  • 15.37% France
  • 14.7% Germany
  • 13.88% Others
  • 12.93% Switzerland
  • 5.52% Spain
  • 5.3% Netherlands
  • 4.55% Sweden

Holdings by sector

  • 21.32% Financials
  • 14.14% Consumer Staples
  • 13.8% Others
  • 12.91% Health Care
  • 12.9% Industrials
  • 10.39% Consumer Discretionary
  • 7.9% Materials
  • 6.64% Energy

Holdings by asset type

  • 100% US Fixed Interest

Individual holdings

-