Fact sheet: BNPP EsMrBxEurLqCr

Fund information

Fund name
BNPP Easy Markit iBoxx EUR Liquid Corporates Track Privilege 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 Markit iBoxx EUR Liquid Corporates sub-fund (denominated in EUR) is to replicate the performance of the Markit iBoxx EUR Liquid Corporates (TR)* index (Bloomberg: IB8A 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
Markit iBoxx EUR Liquid Corporates
Investment style
Passive/Tracking
Investment method
Physical - Full,Fixed Interest

Quick stats

1 Year return

0.48 %

1 Year rank in sector

57/65

Sector

FO Fixed Int - EUR Corporate Bond

Yield
-
Fund size

£ 235.5 m

FE Risk score

69

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    23.6%
  • USA
    19.13%
  • Germany
    17.15%
  • Others
    13.3%
  • Switzerland
    7.79%
  • UK Fixed Interest
    23.6%
  • US Fixed Interest
    19.13%
  • German Fixed Interest
    17.15%
  • Global Fixed Interest
    13.3%
  • Swiss Fixed Interest
    7.79%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.85 %-0.65 %0.48 %3.16 %0 %
Sector-0.75 %-0.15 %2.01 %4.45 %16.07 %
Rank within sector46 / 6759 / 6657 / 6541 / 62 /
Quartile th3 rd4 th4 th3 rd th

Calendar performance

YTD-20182017201620152014
Fund-0.82 %1.5 %4.02 %-0.82 %0 %
Sector-0.63 %2.87 %4.74 %-1.02 %6.9 %
Rank within sector57 / 6755 / 6537 / 6331 / 62 /
Quartile th4 th4 th3 rd2 nd th

Risk statistics

Alpha-0.16
Beta0.79
Sharpe-0
Volatility2.66
Tracking error1.34
Information ratio-0.4
R-Squared0.81

Price movement

52 week high111.36
52 week low107.87
Current bid price0
Current offer price0
Current mid price109.52

Holdings by region

  • 23.6% UK
  • 19.13% USA
  • 17.15% Germany
  • 13.3% Others
  • 7.79% Switzerland
  • 6.9% France
  • 6.61% Netherlands
  • 5.52% Italy

Holdings by sector

-

Holdings by asset type

  • 23.6% UK Fixed Interest
  • 19.13% US Fixed Interest
  • 17.15% German Fixed Interest
  • 13.3% Global Fixed Interest
  • 7.79% Swiss Fixed Interest
  • 6.9% French Fixed Interest
  • 6.61% Dutch Fixed Interest
  • 5.52% Italian Fixed Interest

Individual holdings

  • 3.72% CREDIT SUISSE AG LONDON BRANCH 1.375% BDS 29/11/19 EUR100000
  • 3.56% DEUTSCHE TELEKOM INTL FINANCE B.V. 0.625% BDS 03/04/23 EUR1000
  • 3.56% VODAFONE GROUP 2.2% NTS 25/08/26 EUR100000
  • 3.31% CREDIT AGRICOLE 2.625% BDS 17/03/27 EUR100000
  • 3.31% GOLDMAN SACHS GP 1.375% 17-15/05/2024 1.38 15/05/2023
  • 3.31% HSBC HLDGS 1.5% NTS 15/03/22 EUR100000
  • 3.05% BRITISH SKY BROADCASTING GROUP 1.5%/14-15.09.2021
  • 3.05% BRITISH TELECOMMUNICATIONS 0.625% MTN 10/03/21 EUR100000
  • 3.05% GLAXOSMITHKLINE CAPITAL 0.625% NTS 02/12/19 EUR100000
  • 3.05% HUTCHISON WHAMPOA FINANCE 1.375% BDS 31/10/21 EUR100000