Fact sheet: Deutsche Inv I Convrt

Fund information

Fund name
Deutsche Invest I Convertibles NC
Fund company manager
Deutsche Asset Management SA
Fund type
SIB
Fund manager(s)
Christian Hille
since 01/06/2011
Fund objective
The fund provides access to a diversified global convertibles investment universe. By investing in classic vanilla convertibles the fund has a stringent pure approach. The targeted investment horizon is between 3-5 years. In order to provide a convex and therefore preferable risk-return profile, the fund invests primarily in convertibles with a medium delta. Currency risk is systematically hedged (except for the share class FC (CE)).
Benchmark
No Specified Index
Investment style
None
Investment method
Convertibles

Quick stats

1 Year return

4.59 %

1 Year rank in sector

48/77

Sector

FO Convertible

Yield
-
Fund size

£ 1.7 b

FE Risk score

46

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    48%
  • USA
    22.2%
  • Europe & Middle East
    15.5%
  • Japan
    9.5%
  • Asia Pacific ex Japan
    2.4%
  • BBB
    37.57%
  • A
    29.77%
  • BB
    22.45%
  • B
    7.81%
  • Money Market
    2.4%
  • Global Fixed Interest
    63.5%
  • US Fixed Interest
    22.2%
  • Japanese Fixed Interest
    9.5%
  • Asia Pacific ex Japan Fixed Interest
    2.4%
  • Money Market
    2.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.62 %2.01 %4.59 %5.54 %25.32 %
Sector1.64 %2.61 %6.23 %10.83 %24.25 %
Rank within sector34 / 7945 / 7848 / 7753 / 6621 / 52
Quartile th2 nd3 rd3 rd4 th2 nd

Calendar performance

YTD-20182017201620152014
Fund1.85 %3.4 %-2.64 %2.72 %5.36 %
Sector1.63 %5.22 %0.75 %2.92 %2.27 %
Rank within sector29 / 7848 / 7767 / 7340 / 6511 / 59
Quartile th2 nd3 rd4 th3 rd1 st

Risk statistics

Alpha-1.79
Beta1.01
Sharpe-0
Volatility5.65
Tracking error1.35
Information ratio-1.31
R-Squared0.94

Price movement

52 week high167.37
52 week low158.38
Current bid price165.95
Current offer price168.48
Current mid price0

Holdings by region

  • 48% Others
  • 22.2% USA
  • 15.5% Europe & Middle East
  • 9.5% Japan
  • 2.4% Asia Pacific ex Japan
  • 2.4% Money Market

Holdings by sector

  • 37.57% BBB
  • 29.77% A
  • 22.45% BB
  • 7.81% B
  • 2.4% Money Market

Holdings by asset type

  • 63.5% Global Fixed Interest
  • 22.2% US Fixed Interest
  • 9.5% Japanese Fixed Interest
  • 2.4% Asia Pacific ex Japan Fixed Interest
  • 2.4% Money Market

Individual holdings

  • 2.6% AMÉRICA MÓVIL/KONINKLIJKE KPN 28.05.2020
  • 2.1% SIEMENS FINANCIERINGSMAAT NV 1.65% BDS 16/08/19 USD250000
  • 2% AABAR INVESTMENTS/UNICREDIT 15/27.03.20 CV
  • 1.7% DISH NETWORK CORP 3.375% CNV BDS 15/08/26 USD1000
  • 1.7% STM 0 07/03/22
  • 1.6% SONY 15/30.09.22 CV S.6
  • 1.5% TOTAL SA 0.50% 12/2022
  • 1.4% BAYER AG 0.05% CNV BDS 15/06/20 EUR100000
  • 1.4% CTRP 1 1/4 09/15/22
  • 1.4% PRICELINE GROUP INC (THE) 0.9% NTS 15/09/21 USD1000 144A