Fact sheet: Danske Danish Mortg Bond

Fund information

Fund name
Danske Danish Mortgage Bond A
Fund company manager
Danske Invest LUX
Fund type
SIB
Fund manager(s)
Ulrik Carstens
since 01/02/2010
Fund objective
The objective of this fund is to generate a return at least equal to the return on long-term Danish bonds. The fund is accumulating.
Benchmark
No Specified Index
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

3.48 %

1 Year rank in sector

2/2

Sector

FO Fixed Int - Other Single Securitised

Yield
-
Fund size

£ 2.9 b

FE Risk score

84

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Denmark
    100%
  • Fixed Interest
    100%
  • Danish Fixed Interest
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.69 %2.74 %3.48 %6.09 %11.73 %
Sector0.69 %2.52 %3.81 %6.05 %12 %
Rank within sector2 / 32 / 22 / 22 / 22 / 2
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund2.75 %4.38 %-1.35 %5.34 %-0.06 %
Sector2.84 %4.58 %-1.78 %4.81 %0.72 %
Rank within sector2 / 22 / 22 / 22 / 21 / 2
Quartile th th th th th th

Risk statistics

Alpha0.23
Beta0.93
Sharpe-0
Volatility2.41
Tracking error0.85
Information ratio0.13
R-Squared0.88

Price movement

52 week high233.06
52 week low223.16
Current bid price0
Current offer price0
Current mid price233.06

Holdings by region

  • 100% Denmark

Holdings by sector

  • 100% Fixed Interest

Holdings by asset type

  • 100% Danish Fixed Interest

Individual holdings

  • 6.4% 2.50 NORDEA ANNUITETSLÅN 2047
  • 6.3% 2.00 NYKREDIT 01E DA 2047
  • 5.5% 2.00 REALKREDIT DANMARK 27S.S. 2047
  • 5% 1.50 BRFKREDIT 111.E 2047
  • 5% NORDEA KREDIT REALKREDITAKTIESELSKA 2.5% BDS 01/10/34 DKK0.01
  • 4.1% 0.50 DANSK STATSLÅN ST LÅN (INK) 2027
  • 3.9% 1,00 BRFKREDIT 111.E 2032
  • 3.7% 2.00 DANMARKS SKIBSKREDIT (INK) ST JAN 2022
  • 3.5% 1.50 NYKREDIT 01E A 2047
  • 3.4% 2.00 BRFKREDIT 411.E.OA 2047