Fact sheet: BNPP EsJPMGBIEMU

Fund information

Fund name
BNPP Easy JPM GBI EMU Track Classic Cap EUR
Fund company manager
BNP Paribas Asset Management L
Fund type
SIB
Fund manager(s)
Charles Lewandowski
since 01/11/2012
Fund objective
The objective of the BNP Paribas Easy JPM GBI EMU sub-fund (denominated in EUR) is to replicate the performance of the JPM GBI EMU (TR)* index (Bloomberg: JPMGEMLC index), including fluctuations, and to maintain the tracking error between the sub-fund and the index below 1%. Investors of the hedged share category are informed that the tracking error will be higher for this share category because of the hedging.
Benchmark
JPM EMU (RI)
Investment style
Passive/Tracking
Investment method
Fixed Interest,Physical - Full

Quick stats

1 Year return

-2.14 %

1 Year rank in sector

17/30

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 614.1 m

FE Risk score

90

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    24.87%
  • Italy
    23.28%
  • Germany
    17.36%
  • Spain
    13.87%
  • Belgium
    6.13%
  • French Fixed Interest
    24.87%
  • Italian Fixed Interest
    23.28%
  • German Fixed Interest
    17.36%
  • Spanish Fixed Interest
    13.87%
  • Belgian Fixed Interest
    6.13%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.31 %0.93 %-2.14 %6.67 %21.77 %
Sector0.26 %0.98 %-2.12 %5.55 %18.04 %
Rank within sector20 / 3310 / 3117 / 3015 / 289 / 23
Quartile th3 rd2 nd3 rd3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund-0.08 %2.72 %1.01 %13.08 %1.82 %
Sector0.35 %2.22 %0.4 %11.39 %0.98 %
Rank within sector14 / 3019 / 2915 / 299 / 2811 / 24
Quartile th2 nd3 rd3 rd2 nd2 nd

Risk statistics

Alpha0.31
Beta1.04
Sharpe-0
Volatility4.54
Tracking error0.86
Information ratio0.41
R-Squared0.97

Price movement

52 week high137.68
52 week low131.03
Current bid price0
Current offer price0
Current mid price134.49

Holdings by region

  • 24.87% France
  • 23.28% Italy
  • 17.36% Germany
  • 13.87% Spain
  • 6.13% Belgium
  • 5.47% Others
  • 5.23% Netherlands
  • 3.79% Austria

Holdings by sector

-

Holdings by asset type

  • 24.87% French Fixed Interest
  • 23.28% Italian Fixed Interest
  • 17.36% German Fixed Interest
  • 13.87% Spanish Fixed Interest
  • 6.13% Belgian Fixed Interest
  • 5.47% Global Fixed Interest
  • 5.23% Dutch Fixed Interest
  • 3.79% Austrian Fixed Interest

Individual holdings

  • 0.97% FRANCE(GOVT OF) 4.25% BDS 25/10/23 EUR1
  • 0.91% FRANCE(GOVT OF) 5.75% BDS 25/10/2032 EUR1
  • 0.86% FRANCE(GOVT OF) 3% BDS 25/04/22 EUR1
  • 0.84% FRANCE(GOVT OF) 4.5% BDS 25/04/41 EUR1
  • 0.78% FRANCE(GOVT OF) 3.25% BDS 25/10/21 EUR1
  • 0.77% FRANCE(GOVT OF) 3.75% BDS 25/04/21 EUR1
  • 0.77% FRENCH GOVT 2.75 25/10/2027
  • 0.76% FRANCE(GOVT OF) 3.5% BDS 25/04/26 EUR1
  • 0.75% FRANCE(GOVT OF) 5.5% BDS 25/4/2029 EUR1
  • 0.71% ITALY(REPUBLIC OF) 6% BDS 1/5/2031 EUR1000