Fact sheet: Deutsche Inv I Convrtbls

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

5.55 %

1 Year rank in sector

49/77

Sector

FO Convertible

Yield
-
Fund size

£ 1.7 b

FE Risk score

38

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    52.6%
  • USA
    22.1%
  • Europe & Middle East
    14.9%
  • Japan
    8.2%
  • Asia Pacific ex Japan
    2.2%
  • Fixed Interest
    91.5%
  • Money Market
    8.5%
  • Global Fixed Interest
    67.5%
  • US Fixed Interest
    22.1%
  • Japanese Fixed Interest
    8.2%
  • Asia Pacific ex Japan Fixed Interest
    2.2%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.27 %2.63 %5.55 %9.3 %27.98 %
Sector1.08 %3.14 %6.62 %13.57 %28 %
Rank within sector20 / 8048 / 7849 / 7747 / 6325 / 52
Quartile th1 st3 rd3 rd3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund4.16 %-2.64 %2.72 %5.36 %15.03 %
Sector5.45 %0.75 %2.92 %2.27 %11.66 %
Rank within sector50 / 7870 / 7642 / 6811 / 6011 / 53
Quartile th3 rd4 th3 rd1 st1 st

Risk statistics

Alpha-1.22
Beta0.98
Sharpe-0
Volatility5.56
Tracking error1.36
Information ratio-0.94
R-Squared0.94

Price movement

52 week high164.13
52 week low154.7
Current bid price164.13
Current offer price166.63
Current mid price0

Holdings by region

  • 52.6% Others
  • 22.1% USA
  • 14.9% Europe & Middle East
  • 8.2% Japan
  • 2.2% Asia Pacific ex Japan

Holdings by sector

  • 91.5% Fixed Interest
  • 8.5% Money Market

Holdings by asset type

  • 67.5% Global Fixed Interest
  • 22.1% US Fixed Interest
  • 8.2% Japanese Fixed Interest
  • 2.2% Asia Pacific ex Japan Fixed Interest

Individual holdings

  • 2.9% AMÉRICA MÓVIL/KONINKLIJKE KPN 28.05.2020
  • 2.1% SUZUKI MOTOR CORP 0% CNV BDS 31/03/23 JPY10000000
  • 2% SIEMENS FINANCIERINGSMAAT NV 1.65% BDS 16/08/19 USD250000
  • 2% STEINHOFF FINANCE HOLDING GMBH 1.25% GTD CNV BDS 21/10/23(STEINHOFF)EUR
  • 1.9% MICROCHIP TECHNOLOGY 1.625% CNV BDS 15/02/25 USD1000 144A
  • 1.9% SONY 15/30.09.22 CV S.6
  • 1.9% STEINHOFF FINANCE HOLDING GMBH 1.25% CNV BDS 11/08/22 EUR100000 REG S
  • 1.8% DISH NETWORK CORP 3.375% CNV BDS 15/08/26 USD1000
  • 1.7% TORAY INDUSTRIES INC 0% CNV BDS 31/08/21 JPY10000000
  • 1.5% AABAR INVESTMENTS/UNICREDIT 15/27.03.20 CV