Fact sheet: Carmignac Ptf Gbl Bd

Fund information

Fund name
Carmignac Portfolio Global Bond F GBP Acc Hdg
Fund company manager
Carmignac Gestion
Fund type
SIB
Fund manager
Rose Ouahba
since 01/01/2010
Fund objective
The sub-fund aims to outperform its reference indicator over a period exceeding two years, using an active, discretionary investment strategy based on strategic and tactical positions as well as arbitrage on all international fixed income and currency markets.
Benchmark
JP Morgan Global Government Bond index
Investment style
Active
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

3.9 %

1 Year rank in sector

-

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 1.0 b

FE Risk score

39

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    37.75%
  • North America
    29.88%
  • Eastern Europe
    12.2%
  • Latin America
    11.54%
  • Middle East
    4.05%
  • AAA
    27.88%
  • BB
    20.87%
  • BBB
    17.48%
  • B
    15.28%
  • A
    11.78%
  • Global Fixed Interest
    88.48%
  • Money Market
    11.52%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.85 %0.32 %3.9 %22.74 %19.32 %
Sector0.1 %2.61 %2.18 %5.48 %10.64 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund0.44 %10.67 %4.02 %14.39 %-3.88 %
Sector2.81 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha5.92
Beta0.92
Sharpe0.57
Volatility6.72
Tracking error6.22
Information ratio0.9
R-Squared0.14

Price movement

52 week high141.22
52 week low133.25
Current bid price0
Current offer price0
Current mid price138.43

Holdings by region

  • 37.75% Europe
  • 29.88% North America
  • 12.2% Eastern Europe
  • 11.54% Latin America
  • 4.05% Middle East
  • 2.7% Africa
  • 1.88% Asia Pacific

Holdings by sector

  • 27.88% AAA
  • 20.87% BB
  • 17.48% BBB
  • 15.28% B
  • 11.78% A
  • 6.71% AA

Holdings by asset type

  • 88.48% Global Fixed Interest
  • 11.52% Money Market

Individual holdings

  • 10.13% USA 1.00% 15/02/2018
  • 7.79% ITALY(REPUBLIC OF) 2.2% TB 01/06/27 EUR1000
  • 5.94% CZECH REP. ZC 17/07/2019
  • 5.06% UNITED STATES OF AMER TREAS NOTES 0.5% BDS 31/07/17 USD1000
  • 4.22% UNITED STATES OF AMER TREAS NOTES 0.875% BDS 15/10/17 USD100
  • 4.22% UNITED STATES OF AMER TREAS NOTES 1% NTS 15/09/17 USD1000
  • 3.97% CZECH REP. ZC 10/02/2020
  • 3.86% SPAIN 0.4% SPGB 15/05/2024
  • 3.42% ARGENTINA(REPUBLIC OF) 7.82% BDS 31/12/33 EUR1000`DIS`
  • 3.37% BRAZIL(FEDERATIVE REPUBLIC OF) 6% BDS 15/08/50 BRL1000