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
Tom Rosenkrans Pedersen
since 01/09/2005
Fund objective
The objective of this fund is to generate a return at least equal to the return on long-term Danish bonds. Dividends are normally distributed to investors each spring.
Benchmark
No Specified Index
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Quick stats

1 Year return

0.64 %

1 Year rank in sector

2/3

Sector

FO Fixed Int - Other Single Securitised

Yield
-
Fund size

£ 2.1 b

FE Risk score

79

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

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

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.06 %1.21 %0.93 %5.54 %10.88 %
Sector-0.12 %1.31 %1.45 %5.86 %11.93 %
Rank within sector1 / 33 / 32 / 33 / 33 / 3
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund0.76 %4.38 %-1.35 %5.34 %-0.06 %
Sector1.08 %4.58 %-1.78 %4.81 %0.72 %
Rank within sector2 / 33 / 32 / 33 / 31 / 3
Quartile th th th th th th

Risk statistics

Alpha-0.04
Beta0.96
Sharpe-0
Volatility2.43
Tracking error0.76
Information ratio-0.16
R-Squared0.91

Price movement

52 week high229.59
52 week low223.16
Current bid price0
Current offer price0
Current mid price228.56

Holdings by region

  • 100% Denmark

Holdings by sector

  • 100% Fixed Interest

Holdings by asset type

  • 100% Danish Fixed Interest

Individual holdings

  • 8.2% 2.50 NORDEA ANNUITETSLÅN 2047
  • 6.2% 1.50 BRFKREDIT 111.E 2047
  • 4.9% 1,00 BRFKREDIT 111.E 2032
  • 4.5% 4,50 DANSK STATSLÅN ST LÅN (INK) 2039
  • 4.3% 1.50 NYKREDIT 01E A 2047
  • 4.1% VAR. REALKREDIT DANMARK 41S.R.O.A 2039
  • 3.7% DANMARKS SKIBSKREDITFOND VAR. SK19 2019
  • 3.6% 1,50 NYKREDIT 01E A 2037
  • 3.6% NORDEA KREDIT REALKREDITAKTIESELSKA 2.5% BDS 01/10/34 DKK0.01
  • 3.5% 1,50 REALKREDIT DANMARK 22S.S 2037