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

6.67 %

1 Year rank in sector

44/78

Sector

FO Convertible

Yield
-
Fund size

£ 1.7 b

FE Risk score

39

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    40.2%
  • USA
    24%
  • Europe & Middle East
    20.6%
  • Japan
    10%
  • Money Market
    3.2%
  • Fixed Interest
    95.9%
  • Money Market
    4.1%
  • Others
    43.4%
  • US Fixed Interest
    24%
  • Middle East & African Fixed Interest
    20.6%
  • Japanese Fixed Interest
    10%
  • Asia Pacific ex Japan Fixed Interest
    2%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.12 %1.99 %6.67 %6.13 %29.77 %
Sector0.54 %2.23 %7.27 %9.98 %28.28 %
Rank within sector12 / 8142 / 7944 / 7850 / 6521 / 52
Quartile th1 st3 rd3 rd4 th2 nd

Calendar performance

YTD-20172016201520142013
Fund5.31 %-2.64 %2.72 %5.36 %15.03 %
Sector5.93 %0.75 %2.92 %2.27 %11.66 %
Rank within sector45 / 7971 / 7742 / 6811 / 6011 / 53
Quartile th3 rd4 th3 rd1 st1 st

Risk statistics

Alpha-1.3
Beta1
Sharpe-0
Volatility5.66
Tracking error1.34
Information ratio-0.98
R-Squared0.94

Price movement

52 week high167.37
52 week low154.7
Current bid price165.94
Current offer price168.47
Current mid price0

Holdings by region

  • 40.2% Others
  • 24% USA
  • 20.6% Europe & Middle East
  • 10% Japan
  • 3.2% Money Market
  • 2% Asia Pacific ex Japan

Holdings by sector

  • 95.9% Fixed Interest
  • 4.1% Money Market

Holdings by asset type

  • 43.4% Others
  • 24% US Fixed Interest
  • 20.6% Middle East & African Fixed Interest
  • 10% Japanese Fixed Interest
  • 2% Asia Pacific ex Japan Fixed Interest

Individual holdings

  • 2.8% AMÉRICA MÓVIL/KONINKLIJKE KPN 28.05.2020
  • 2.2% SUZUKI MOTOR CORP 0% CNV BDS 31/03/23 JPY10000000
  • 2.1% SIEMENS FINANCIERINGSMAAT NV 1.65% BDS 16/08/19 USD250000
  • 2% AABAR INVESTMENTS/UNICREDIT 15/27.03.20 CV
  • 2% MICROCHIP TECHNOLOGY 1.625% CNV BDS 15/02/25 USD1000 144A
  • 1.9% SONY 15/30.09.22 CV S.6
  • 1.8% STEINHOFF FINANCE HOLDING GMBH 1.25% CNV BDS 11/08/22 EUR100000 REG S
  • 1.8% STEINHOFF FINANCE HOLDING GMBH 1.25% GTD CNV BDS 21/10/23(STEINHOFF)EUR
  • 1.8% TORAY INDUSTRIES INC 0% CNV BDS 31/08/21 JPY10000000
  • 1.7% STM 0 07/03/22