Fact sheet: Barclays Euro Convertible Bond

Fund information

Fund name
Barclays Euro Convertible Bond C
Fund company manager
Barclays
Fund type
SIB
Fund manager(s)
Jean Louis Delhay
since 15/06/1999
Fund objective
The investment objective is to achieve total return by actively managing a portfolio primarily invested in convertible bonds and notes denominated in Euro or in any major currency which can be hedged back to the Euro. Whilst investments which are not denominated in Euro will normally be hedged back to the Euro, the Investment Manager may resolve not to do so if he considers it compatible with the interests of the Fund.
Benchmark
Exane Euro Convertible Bond
Investment style
None
Investment method
Convertibles

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

7.6 %

1 Year rank in sector

32/78

Sector

FO Convertible

Yield
-
Fund size

£ 90.1 m

FE Risk score

84

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Germany
    27.8%
  • France
    27.5%
  • Italy
    13.5%
  • Netherlands
    10.7%
  • Spain
    9%
  • Others
    60.6%
  • BBB
    14.4%
  • A
    10.6%
  • Non-Rated
    6.8%
  • BB
    3.5%
  • German Fixed Interest
    27.8%
  • French Fixed Interest
    27.5%
  • Italian Fixed Interest
    13.5%
  • Dutch Fixed Interest
    10.7%
  • Spanish Fixed Interest
    9%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.57 %1.03 %7.6 %14.9 %28.78 %
Sector-0.2 %1.38 %6.91 %10.13 %28.87 %
Rank within sector67 / 8147 / 7932 / 7818 / 6425 / 52
Quartile th4 th3 rd2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund4.32 %-1.92 %9.02 %2.83 %8.05 %
Sector5.41 %0.75 %2.92 %2.27 %11.66 %
Rank within sector47 / 7965 / 775 / 6832 / 6044 / 53
Quartile th3 rd4 th1 st3 rd4 th

Risk statistics

Alpha1.87
Beta0.98
Sharpe0.29
Volatility6.53
Tracking error3.7
Information ratio0.46
R-Squared0.67

Price movement

52 week high14.501
52 week low13.169
Current bid price0
Current offer price0
Current mid price14.261

Holdings by region

  • 27.8% Germany
  • 27.5% France
  • 13.5% Italy
  • 10.7% Netherlands
  • 9% Spain
  • 4% Luxembourg
  • 2.9% Cyprus
  • 2.2% Others
  • 1.7% Austria
  • 0.7% Belgium

Holdings by sector

  • 60.6% Others
  • 14.4% BBB
  • 10.6% A
  • 6.8% Non-Rated
  • 3.5% BB
  • 2.2% Unknown
  • 1.9% AA

Holdings by asset type

  • 27.8% German Fixed Interest
  • 27.5% French Fixed Interest
  • 13.5% Italian Fixed Interest
  • 10.7% Dutch Fixed Interest
  • 9% Spanish Fixed Interest
  • 4% Luxembourg Fixed Interest
  • 2.9% European Fixed Interest
  • 2.2% Global Fixed Interest
  • 1.7% Austrian Fixed Interest
  • 0.7% Belgian Fixed Interest

Individual holdings

-