Fact sheet: Deutsche Inv I Gbl Bds

Fund information

Fund name
Deutsche Invest I Global Bonds PFDQ
Fund company manager
Deutsche Asset Management SA
Fund type
SIB
Fund manager
Roger Douglas
since 20/09/2016
Fund objective
Globally investing fixed-income fund. The Fund invests in government bonds, bonds from near-government issuers and covered bonds. It may also invest in corporate bonds, financials, subordinated bonds and emerging market bonds, among other segments. Active duration and maturity management.
Benchmark
No Specified Index
Investment style
Absolute Return
Investment method
Fixed Interest

Quick stats

1 Year return

0.31 %

1 Year rank in sector

101/141

Sector

FO Absolute Return

Yield
-
Fund size

£ 1.0 b

FE Risk score

8

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    22.1%
  • Money Market
    15.8%
  • UK
    12.2%
  • Japan
    8.4%
  • France
    7.4%
  • Fixed Interest
    82.5%
  • Money Market
    15.4%
  • Mutual Funds
    2.1%
  • Global Corporate Fixed Interest
    30.8%
  • Others
    26.1%
  • Global Government Fixed Interest
    24.9%
  • Global Emerging Market Corporate Fixed Interest
    8.8%
  • Global Emerging Market Government Fixed Interest
    4.6%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.12 %0.17 %0.31 %-1.09 %0 %
Sector0.12 %1.75 %2.84 %3.55 %10.24 %
Rank within sector110 / 154119 / 151101 / 14173 / 98 /
Quartile th3 rd4 th3 rd3 rd th

Calendar performance

YTD-20172016201520142013
Fund0.38 %0.02 %-1.75 %0 %0 %
Sector2.06 %0.66 %0.69 %1.2 %3.58 %
Rank within sector116 / 15077 / 13080 / 113 / /
Quartile th4 th3 rd3 rd th th

Risk statistics

Alpha-0.9
Beta0.51
Sharpe-0
Volatility1.12
Tracking error1.09
Information ratio-1.28
R-Squared0.67

Price movement

52 week high97.38
52 week low96.31
Current bid price96.49
Current offer price96.49
Current mid price0

Holdings by region

  • 22.1% USA
  • 15.8% Money Market
  • 12.2% UK
  • 8.4% Japan
  • 7.4% France
  • 6.4% Germany
  • 6.2% Others
  • 5.7% Australia
  • 4.6% Netherlands
  • 4.1% Sweden

Holdings by sector

  • 82.5% Fixed Interest
  • 15.4% Money Market
  • 2.1% Mutual Funds

Holdings by asset type

  • 30.8% Global Corporate Fixed Interest
  • 26.1% Others
  • 24.9% Global Government Fixed Interest
  • 8.8% Global Emerging Market Corporate Fixed Interest
  • 4.6% Global Emerging Market Government Fixed Interest
  • 2.5% Money Market
  • 2.2% Global Fixed Interest

Individual holdings

  • 7.1% JAPAN(GOVERNMENT OF) 0.1% NTS 15/07/17 JPY1000
  • 3.6% NEW ZEALAND(GOVERNMENT OF) 6% BDS 15/05/21 NZD1000
  • 2.7% HM TREASURY UNITED KINGDOM DMO 1% GILT 07/09/17 GBP0.01
  • 2.4% QUEENSLAND TC 4 1/2 07/21/23
  • 1.9% CITIGROUP INC 2.15% NTS 30/07/18 USD1000
  • 1.9% MS FLOAT 11/08/22
  • 1.8% AUSTRALIAN GOVT LOANS(CMNWLTH OF) 5.25% LN STK 15/03/19 AUD100
  • 1.8% TOTAL 3? PERP
  • 1.4% GERMANY(FEDERAL REPUBLIC OF) 2.25% BDS 04/09/20 EUR0.01
  • 1.4% JAPAN(GOVERNMENT OF) 0.2% BDS 20/09/18 JPY10000