Fact sheet: Danske Danish Mrtg Bd

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

1.31 %

1 Year rank in sector

2/2

Sector

FO Fixed Int - Other Single Securitised

Yield
-
Fund size

£ 3.0 b

FE Risk score

66

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Denmark
    100%
  • Medium dated bonds
    59.3%
  • Short dated bonds
    30.8%
  • Very short dated bonds
    9.9%
  • Danish Fixed Interest
    100%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.19 %-0.01 %1.31 %3.2 %9.61 %
Sector0.07 %-0.53 %1.03 %2.9 %9.33 %
Rank within sector2 / 32 / 32 / 22 / 22 / 2
Quartile th th th th th th

Calendar performance

YTD-20182017201620152014
Fund-0.69 %2.73 %4.38 %-1.35 %5.34 %
Sector-0.99 %2.92 %4.58 %-1.78 %4.81 %
Rank within sector2 / 31 / 22 / 22 / 22 / 2
Quartile th th th th th th

Risk statistics

Alpha0.12
Beta0.99
Sharpe-0
Volatility2.7
Tracking error0.81
Information ratio0.14
R-Squared0.91

Price movement

52 week high234.02
52 week low226.31
Current bid price0
Current offer price0
Current mid price231.42

Holdings by region

  • 100% Denmark

Holdings by sector

  • 59.3% Medium dated bonds
  • 30.8% Short dated bonds
  • 9.9% Very short dated bonds

Holdings by asset type

  • 100% Danish Fixed Interest

Individual holdings

  • 7.1% 2.00% 2.0NDASDRO50 50
  • 6.9% 0,10 DANSK STATSLAN 2023I
  • 4.9% 1.50 BRFKREDIT 111.E 2047
  • 4.8% 2.00 NYKREDIT 01E DA 2047
  • 4.7% 2.50 NORDEA ANNUITETSLÅN 2047
  • 4.2% 2.00 REALKREDIT DANMARK 27S.S. 2047
  • 3.6% 1.50 NYKREDIT 01E A 2047
  • 3.6% NORDEA KREDIT REALKREDITAKTIESELSKA 2.5% BDS 01/10/34 DKK0.01
  • 3.5% 2.00 REALKREDIT DANMARK 23S SA 2050
  • 3.5% 2.00% 111.E.50 50