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
iBoxx Euro Liquid Corporates (EUR) RI
Investment style
Passive/Tracking
Investment method
Physical - Full,Fixed Interest

Quick stats

1 Year return

0.61 %

1 Year rank in sector

49/66

Sector

FO Fixed Int - EUR Corporate Bond

Yield
-
Fund size

£ 215.4 m

FE Risk score

83

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    21.78%
  • UK
    20.56%
  • Germany
    17.7%
  • Others
    16.48%
  • France
    6.96%
  • US Fixed Interest
    21.78%
  • UK Fixed Interest
    20.56%
  • German Fixed Interest
    17.7%
  • Global Fixed Interest
    16.48%
  • French Fixed Interest
    6.96%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.51 %1.34 %0.61 %5.89 %0 %
Sector0.49 %2.08 %1.71 %7.76 %18.9 %
Rank within sector28 / 6951 / 6649 / 6643 / 63 /
Quartile th2 nd4 th3 rd3 rd th

Calendar performance

YTD-20172016201520142013
Fund1.65 %4.02 %-0.82 %0 %0 %
Sector2.73 %4.74 %-1.02 %6.9 %2.24 %
Rank within sector50 / 6636 / 6531 / 63 / /
Quartile th4 th3 rd2 nd th th

Risk statistics

Alpha-0.01
Beta0.76
Sharpe-0
Volatility2.57
Tracking error1.36
Information ratio-0.41
R-Squared0.8

Price movement

52 week high110.68
52 week low107.49
Current bid price0
Current offer price0
Current mid price110.6

Holdings by region

  • 21.78% USA
  • 20.56% UK
  • 17.7% Germany
  • 16.48% Others
  • 6.96% France
  • 6.25% Switzerland
  • 5.32% Italy
  • 4.95% Netherlands

Holdings by sector

-

Holdings by asset type

  • 21.78% US Fixed Interest
  • 20.56% UK Fixed Interest
  • 17.7% German Fixed Interest
  • 16.48% Global Fixed Interest
  • 6.96% French Fixed Interest
  • 6.25% Swiss Fixed Interest
  • 5.32% Italian Fixed Interest
  • 4.95% Dutch Fixed Interest

Individual holdings

  • 3.81% CREDIT SUISSE AG LONDON BRANCH 1.375% BDS 29/11/19 EUR100000
  • 3.47% TEVA PHARM FNC 0.38 25/07/2020
  • 3.43% VERIZON COMMUNICATIONS INC 2.375% MTN 17/02/22 EUR100000
  • 3.42% DEUTSCHE TELEKOM INTL FINANCE B.V. 0.625% BDS 03/04/23 EUR1000
  • 3.41% VODAFONE GROUP 2.2% NTS 25/08/26 EUR100000
  • 3.38% CREDIT AGRICOLE 2.625% BDS 17/03/27 EUR100000
  • 3.37% HSBC HOLDINGS 1.50 15/03/2022
  • 2.94% GLAXOSMITHKLINE 0.63 02/12/2019
  • 2.94% HUTCHISON WHAMPOA FINANCE 1.375% BDS 31/10/21 EUR100000
  • 2.94% INTERNATIONAL BUS MACH CORP 1.875% NTS 06/11/20 EUR1000