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
Stefan Schauer
since 01/07/2010
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

2.66 %

1 Year rank in sector

57/75

Sector

FO Convertible

Yield
-
Fund size

£ 1.7 b

FE Risk score

38

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    46.4%
  • USA
    18.7%
  • Europe & Middle East
    14.5%
  • Money Market
    11.1%
  • Japan
    7.5%
  • Fixed Interest
    92.1%
  • Money Market
    7.9%
  • Global Fixed Interest
    60.9%
  • US Fixed Interest
    18.7%
  • Money Market
    11.1%
  • Japanese Fixed Interest
    7.5%
  • Asia Pacific ex Japan Fixed Interest
    1.8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.69 %0.69 %2.66 %4.19 %26.8 %
Sector-0.72 %1.35 %4.06 %7.15 %26.5 %
Rank within sector40 / 7754 / 7657 / 7549 / 6226 / 54
Quartile th3 rd3 rd4 th4 th2 nd

Calendar performance

YTD-20172016201520142013
Fund2.32 %-2.64 %2.72 %5.36 %15.03 %
Sector3.21 %0.75 %2.92 %2.27 %11.66 %
Rank within sector52 / 7668 / 7440 / 6911 / 6211 / 55
Quartile th3 rd4 th3 rd1 st1 st

Risk statistics

Alpha-0.96
Beta0.98
Sharpe-0
Volatility5.58
Tracking error1.38
Information ratio-0.74
R-Squared0.94

Price movement

52 week high163.95
52 week low154.7
Current bid price161.24
Current offer price163.69
Current mid price0

Holdings by region

  • 46.4% Others
  • 18.7% USA
  • 14.5% Europe & Middle East
  • 11.1% Money Market
  • 7.5% Japan
  • 1.8% Asia Pacific ex Japan

Holdings by sector

  • 92.1% Fixed Interest
  • 7.9% Money Market

Holdings by asset type

  • 60.9% Global Fixed Interest
  • 18.7% US Fixed Interest
  • 11.1% Money Market
  • 7.5% Japanese Fixed Interest
  • 1.8% Asia Pacific ex Japan Fixed Interest

Individual holdings

  • 3.4% AMÉRICA MÓVIL/KONINKLIJKE KPN 28.05.2020
  • 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
  • 1.8% STEINHOFF FINANCE HOLDING GMBH 1.25% CNV BDS 11/08/22 EUR100000 REG S
  • 1.6% TOTAL SA 0.5% NON DILUT CNV BD 02/12/22(TOTAL)USD
  • 1.4% INTEL CORP 2.95% CNV BDS 15/12/35 USD
  • 1.4% SONY CORP 0% CNV BDS 30/09/22 JPY1000
  • 1.2% CITRIX SYSTEMS INC 0.5% CNV BDS 15/04/19 USD1000
  • 1.2% TECHNIP 0.875% CNV BDS 25/01/21 EUR100000
  • 1.2% TERUMO CORP TERUMO 0 12/06/21