Fact sheet: Blackrock Euro Govt Enhanced Idx

Fund information

Fund name
Blackrock Euro Government Enhanced Index
Fund company manager
BlackRock Fixed Inc Dub Fd plc
Fund type
SIB
Fund manager(s)
Fund objective
The fund aims to outperform the Citigroup EGBI (Euro Government Bond Index) by 0.40% to 0.45% per annum.
Benchmark
Citigroup Euro Government Bond
Investment style
Active
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-1.87 %

1 Year rank in sector

9/30

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 136.6 m

FE Risk score

89

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    29.8%
  • Italy
    26.6%
  • Germany
    16.4%
  • Spain
    12.4%
  • Netherlands
    4.1%
  • Short dated bonds
    46.7%
  • Medium dated bonds
    30%
  • Long dated bonds
    23.5%
  • Others
    -0.2%
  • French Fixed Interest
    29.8%
  • Italian Fixed Interest
    26.6%
  • German Fixed Interest
    16.4%
  • Spanish Fixed Interest
    12.4%
  • Dutch Fixed Interest
    4.1%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.36 %0.99 %-1.87 %8.4 %25.09 %
Sector0.26 %0.98 %-2.12 %5.55 %18.04 %
Rank within sector11 / 339 / 319 / 302 / 281 / 23
Quartile th2 nd2 nd2 nd1 st1 st

Calendar performance

YTD-20172016201520142013
Fund-0.39 %3.76 %1.89 %13.05 %2.79 %
Sector0.35 %2.22 %0.4 %11.39 %0.98 %
Rank within sector23 / 302 / 291 / 2910 / 282 / 24
Quartile th4 th1 st1 st2 nd1 st

Risk statistics

Alpha0.84
Beta1.04
Sharpe-0
Volatility4.56
Tracking error0.91
Information ratio0.99
R-Squared0.96

Price movement

52 week high19.243
52 week low18.353
Current bid price0
Current offer price0
Current mid price18.848

Holdings by region

  • 29.8% France
  • 26.6% Italy
  • 16.4% Germany
  • 12.4% Spain
  • 4.1% Netherlands
  • 3.4% Austria
  • 3% Ireland
  • 2.4% Belgium
  • 2.1% Finland
  • -0.2% USA

Holdings by sector

  • 46.7% Short dated bonds
  • 30% Medium dated bonds
  • 23.5% Long dated bonds
  • -0.2% Others

Holdings by asset type

  • 29.8% French Fixed Interest
  • 26.6% Italian Fixed Interest
  • 16.4% German Fixed Interest
  • 12.4% Spanish Fixed Interest
  • 4.1% Dutch Fixed Interest
  • 3.4% Austrian Fixed Interest
  • 3% Irish Fixed Interest
  • 2.4% Belgian Fixed Interest
  • 2.1% Finnish Fixed Interest
  • -0.2% US Fixed Interest

Individual holdings

-