Fact sheet: CS Nova (L) Gbl Senior Loan

Fund information

Fund name
CS Nova (Lux) Global Senior Loan EA USD
Fund company manager
Credit Suisse Fund Management
Fund type
SIB
Fund manager(s)
Credit Suisse AM Credit Investments Group
since 01/07/2011
Fund objective
The aim of the Fund is to provide a high level of risk adjusted income by investing in higher yielding, secured and unsecured floating rate senior loans and other secured and unsecured senior floating rate debt instruments issued by corporations and other businesses globally. The Fund can also invest in certain derivative instruments. The Fund invests in instruments which are typically rated below investment grade credit quality (BB+ or below) or, if not rated, will be of equivalent credit quality. The underlying portfolio seeks to diversify its investments across issuers and industries at all times.
Benchmark
Credit Suisse Leveraged Loan Index
Investment style
High Yield
Investment method
Fixed Interest

Quick stats

1 Year return

4.94 %

1 Year rank in sector

59/83

Sector

FO Fixed Int - Global High Yield

Yield
-
Fund size

£ 7.6 b

FE Risk score

11

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    76.55%
  • Netherlands
    5.05%
  • Luxembourg
    4.01%
  • France
    3.26%
  • Canada
    3.02%
  • Others
    25.74%
  • Electronics
    13.29%
  • Chemicals
    9.02%
  • Hotels
    8.2%
  • Health Care
    8.08%
  • US Fixed Interest
    76.55%
  • Dutch Fixed Interest
    5.05%
  • Luxembourg Fixed Interest
    4.01%
  • French Fixed Interest
    3.26%
  • Canadian Fixed Interest
    3.02%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.03 %1.93 %4.94 %14.96 %21.68 %
Sector-0.12 %1.37 %5.82 %13.54 %22.65 %
Rank within sector39 / 9837 / 9059 / 83 / /
Quartile th2 nd2 nd3 rd th th

Calendar performance

YTD-20172016201520142013
Fund4.42 %9.06 %0 %0 %0 %
Sector5 %11.43 %-2.49 %1.36 %5.18 %
Rank within sector58 / 8447 / 73 / / /
Quartile th3 rd3 rd th th th

Risk statistics

Alpha2.54
Beta0.52
Sharpe0.42
Volatility2.67
Tracking error2.55
Information ratio0.25
R-Squared0.75

Price movement

52 week high1041.84
52 week low1021.81
Current bid price0
Current offer price0
Current mid price1031.78

Holdings by region

  • 76.55% USA
  • 5.05% Netherlands
  • 4.01% Luxembourg
  • 3.26% France
  • 3.02% Canada
  • 3.01% Germany
  • 2.67% UK
  • 0.49% Italy
  • 0.45% Australia
  • 0.38% Cayman Islands

Holdings by sector

  • 25.74% Others
  • 13.29% Electronics
  • 9.02% Chemicals
  • 8.2% Hotels
  • 8.08% Health Care
  • 7.04% Telecommunications
  • 6.88% Conglomerates
  • 6.78% Real Estate
  • 6.55% Broadcasting
  • 4.44% Leisure

Holdings by asset type

  • 76.55% US Fixed Interest
  • 5.05% Dutch Fixed Interest
  • 4.01% Luxembourg Fixed Interest
  • 3.26% French Fixed Interest
  • 3.02% Canadian Fixed Interest
  • 3.01% German Fixed Interest
  • 2.74% UK Fixed Interest
  • 0.66% American Emerging Fixed Interest
  • 0.49% Italian Fixed Interest
  • 0.45% Australian Fixed Interest

Individual holdings

  • 1.08% NUMERICABLE
  • 1.06% RESTAURANT BRANDS INTL INC
  • 1.01% JACOBS DOUWE EGBERTS
  • 0.97% AMERICAN AIRLINES GROUP INC
  • 0.91% SPRINT COMMUNICATION
  • 0.87% ZAYO GROUP
  • 0.86% MICRO HOLDING CORP
  • 0.82% INEOS
  • 0.82% INFOR (US) INC
  • 0.8% BRAND ENERGY AND INFRASTRUCTURE SERVICES