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

4.52 %

1 Year rank in sector

58/84

Sector

FO Fixed Int - Global High Yield

Yield
-
Fund size

£ 7.7 b

FE Risk score

10

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    75.88%
  • Netherlands
    5.33%
  • Luxembourg
    4.34%
  • France
    3.36%
  • Germany
    3.34%
  • Others
    25.34%
  • Electronics
    12.96%
  • Chemicals
    9.11%
  • Hotels
    8.45%
  • Conglomerates
    7.65%
  • US Fixed Interest
    75.88%
  • Dutch Fixed Interest
    5.33%
  • Luxembourg Fixed Interest
    4.34%
  • French Fixed Interest
    3.36%
  • German Fixed Interest
    3.34%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.55 %2.26 %4.52 %16.43 %21.15 %
Sector0.68 %1.84 %4.9 %15.28 %20.72 %
Rank within sector70 / 9942 / 9158 / 84 / /
Quartile th3 rd2 nd3 rd th th

Calendar performance

YTD-20182017201620152014
Fund0.38 %4.69 %9.06 %0 %0 %
Sector0.55 %5.21 %11.43 %-2.49 %1.36 %
Rank within sector70 / 9955 / 8346 / 71 / /
Quartile th3 rd3 rd3 rd th th

Risk statistics

Alpha2.81
Beta0.5
Sharpe0.65
Volatility2.52
Tracking error2.55
Information ratio0.21
R-Squared0.74

Price movement

52 week high1041.84
52 week low1028.9
Current bid price0
Current offer price0
Current mid price1038.34

Holdings by region

  • 75.88% USA
  • 5.33% Netherlands
  • 4.34% Luxembourg
  • 3.36% France
  • 3.34% Germany
  • 3.04% Canada
  • 2.07% UK
  • 0.51% Italy
  • 0.45% Australia
  • 0.36% Cayman Islands

Holdings by sector

  • 25.34% Others
  • 12.96% Electronics
  • 9.11% Chemicals
  • 8.45% Hotels
  • 7.65% Conglomerates
  • 7.64% Health Care
  • 6.91% Real Estate
  • 6.61% Broadcasting
  • 6.55% Telecommunications
  • 4.45% Leisure

Holdings by asset type

  • 75.88% US Fixed Interest
  • 5.33% Dutch Fixed Interest
  • 4.34% Luxembourg Fixed Interest
  • 3.36% French Fixed Interest
  • 3.34% German Fixed Interest
  • 3.04% Canadian Fixed Interest
  • 2.07% UK Fixed Interest
  • 0.64% American Emerging Fixed Interest
  • 0.51% Italian Fixed Interest
  • 0.45% Australian Fixed Interest

Individual holdings

  • 1.07% NUMERICABLE
  • 1.06% RESTAURANT BRANDS INTL INC
  • 1.03% JACOBS DOUWE EGBERTS
  • 0.97% AMERICAN AIRLINES GROUP INC
  • 0.91% SPRINT COMMUNICATION
  • 0.86% MICRO HOLDING CORP
  • 0.86% REYNOLDS GROUP HOLDINGS
  • 0.86% ZAYO GROUP
  • 0.82% INFOR (US) INC
  • 0.81% CHANGE HEALTHCARE HOLDINGS