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(s)
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
None
Investment method
Fixed Interest

Quick stats

1 Year return

-0.02 %

1 Year rank in sector

276/305

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 1.0 b

FE Risk score

7

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    23.2%
  • Money Market
    15.9%
  • Japan
    10.6%
  • UK
    10.1%
  • Australia
    7.7%
  • A
    28.94%
  • BBB
    22.54%
  • Money Market
    15.9%
  • AAA
    12.19%
  • AA
    10.76%
  • US Fixed Interest
    23.2%
  • Money Market
    15.9%
  • Japanese Fixed Interest
    10.6%
  • UK Fixed Interest
    10.1%
  • Australian Fixed Interest
    7.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.1 %-0.57 %-0.1 %-1.72 %0 %
Sector0.21 %1.08 %4.24 %6.89 %8.82 %
Rank within sector282 / 342282 / 327276 / 305234 / 242 /
Quartile th4 th4 th4 th4 th th

Calendar performance

YTD-20172016201520142013
Fund-0.03 %0.02 %-1.75 %0 %0 %
Sector3.67 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector265 / 306257 / 274159 / 242 / /
Quartile th4 th4 th3 rd th th

Risk statistics

Alpha-1.06
Beta0.23
Sharpe-0
Volatility1.1
Tracking error2.24
Information ratio-1.14
R-Squared0.3

Price movement

52 week high97.05
52 week low95.82
Current bid price95.85
Current offer price95.85
Current mid price0

Holdings by region

  • 23.2% USA
  • 15.9% Money Market
  • 10.6% Japan
  • 10.1% UK
  • 7.7% Australia
  • 7.7% Others
  • 6% Germany
  • 4.6% Sweden
  • 4.2% Netherlands
  • 3.4% Mexico

Holdings by sector

  • 28.94% A
  • 22.54% BBB
  • 15.9% Money Market
  • 12.19% AAA
  • 10.76% AA
  • 7.74% BB
  • 1.93% B

Holdings by asset type

  • 23.2% US Fixed Interest
  • 15.9% Money Market
  • 10.6% Japanese Fixed Interest
  • 10.1% UK Fixed Interest
  • 7.7% Australian Fixed Interest
  • 7.7% Global Fixed Interest
  • 6% German Fixed Interest
  • 4.6% Swedish Fixed Interest
  • 4.2% Dutch Fixed Interest
  • 3.4% Mexican Fixed Interest

Individual holdings

  • 6.5% JGB 0.3 20/06/2018
  • 3.3% NEW ZEALAND(GOVERNMENT OF) 6% BDS 15/05/21 NZD1000
  • 2.8% JGBI 0.1 10/03/2027
  • 2.4% RESI 2017-2 A2 MTGE
  • 2.3% QUEENSLAND TREASURY CORP 4.25% BDS 21/07/23 AUD1000
  • 1.8% MORGAN STANLAY FLOAT 08/11/20
  • 1.7% AUSTRALIA(COMMONWEALTH OF) 5.25% TB 15/03/19 AUD100 (CDI)
  • 1.7% CITIGROUP 2.15 30/07/2018
  • 1.7% WELLS FARGO & CO 1.375% NTS DUE 30/06/22 GBP100000
  • 1.5% BAC 2.369 07/21/21