Fact sheet: BNPP EsJPMGBIGEMH€

Fund information

Fund name
BNPP Easy JPM GBI Global ex EMU Hedged EUR Track Privilege Cap EUR
Fund company manager
BNP Paribas Asset Management L
Fund type
SIB
Fund manager
Marie-Sophie Pastant
since 01/12/2010
Fund objective
The objective of the BNP Paribas Easy JPM GBI Global ex EMU Hedged EUR sub-fund (denominated in EUR) is to replicate the performance of the JPM GBI Global ex EMU Hedged EUR * index (Bloomberg: JHUCXEHE 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 GBI Global ex-EMU
Investment style
Passive/Tracking
Investment method
Fixed Interest,Physical – Sampled/Optimised

Quick stats

1 Year return

-2.75 %

1 Year rank in sector

278/306

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 14.3 m

FE Risk score

88

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    56.16%
  • Japan
    28.49%
  • UK
    9.9%
  • Australia
    2.36%
  • Canada
    1.86%
  • Short dated bonds
    43.78%
  • Long dated bonds
    31.91%
  • Medium dated bonds
    24.32%
  • US Fixed Interest
    56.16%
  • Japanese Fixed Interest
    28.49%
  • UK Fixed Interest
    9.9%
  • Australian Fixed Interest
    2.36%
  • Canadian Fixed Interest
    1.86%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.61 %0.55 %-2.75 %6.3 %-3.7 %
Sector0.01 %2.35 %2.2 %6.22 %9.68 %
Rank within sector302 / 345255 / 331278 / 306118 / 256164 / 185
Quartile th4 th4 th4 th2 nd4 th

Calendar performance

YTD-20172016201520142013
Fund0.38 %1.11 %0.46 %13.7 %-12.37 %
Sector3.34 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector266 / 318238 / 28767 / 26011 / 224197 / 198
Quartile th4 th4 th2 nd1 st4 th

Risk statistics

Alpha1.42
Beta0.49
Sharpe-0
Volatility3.42
Tracking error3.44
Information ratio0.13
R-Squared0.15

Price movement

52 week high96.61
52 week low92.07
Current bid price0
Current offer price0
Current mid price93.25

Holdings by region

  • 56.16% USA
  • 28.49% Japan
  • 9.9% UK
  • 2.36% Australia
  • 1.86% Canada
  • 0.71% Denmark
  • 0.52% Sweden

Holdings by sector

  • 43.78% Short dated bonds
  • 31.91% Long dated bonds
  • 24.32% Medium dated bonds

Holdings by asset type

  • 56.16% US Fixed Interest
  • 28.49% Japanese Fixed Interest
  • 9.9% UK Fixed Interest
  • 2.36% Australian Fixed Interest
  • 1.86% Canadian Fixed Interest
  • 0.71% Danish Fixed Interest
  • 0.52% Swedish Fixed Interest

Individual holdings

  • 0.45% AMERIQUE 3.63% 15/02/2020
  • 0.45% US TREASURY 3.63 15/02/2021
  • 0.44% AMERIQUE 2.75 15/02/2024
  • 0.44% AMERIQUE 3.5000% 15/05/2020 3.50 15/05/2020
  • 0.44% UNITED STATES OF AMER TREAS NOTES 3.375% TB 15/11/19 USD1000
  • 0.44% US TREASURY N/B 05/21 3.13 15/05/2021
  • 0.43% AMERIQUE 2.63% 15/08/2020
  • 0.43% UNITED STATES OF AMER TREAS NOTES 2.75% NTS 15/11/23 USD1000
  • 0.43% US TREA 2.5% USD 2.50 15/08/2023
  • 0.43% US TREASURY 2.63% 15/11/2020